Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Schmitz, Tim"'
This paper evaluates and assesses the risk associated with capital allocation in cryptocurrencies (CCs). In this regard, we take a basket of 27 CCs and the CC index EWCI$^-$ into account. After considering a series of statistical tests we find the st
Externí odkaz:
http://arxiv.org/abs/2105.12334
Cryptocurrencies (CCs) become more interesting for institutional investors' strategic asset allocation and will be a fixed component of professional portfolios in future. This asset class differs from established assets especially in terms of the sev
Externí odkaz:
http://arxiv.org/abs/2105.12336
Autor:
Schmitz, Tim
Publikováno v:
Phys. Rev. D 103, 064074 (2021)
We construct a large class of spacetimes that are smoothly matched to homogeneous, spherically symmetric clouds of matter. The evolution of the clouds is left arbitrary to allow for the incorporation of modifications by quantum effects, which can in
Externí odkaz:
http://arxiv.org/abs/2012.04383
Autor:
Schmitz, Tim, Hoffmann, Ingo
In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (mean variance) portfolio analysis using a toolbox consisting of (i) the
Externí odkaz:
http://arxiv.org/abs/2006.06237
Autor:
Piechocki, Włodzimierz, Schmitz, Tim
Publikováno v:
Phys. Rev. D 102, 046004 (2020)
We construct two reduced quantum theories for the Oppenheimer-Snyder model, respectively taking the point of view of the comoving and the exterior stationary observer, using affine coherent states quantization. Investigations of the quantum corrected
Externí odkaz:
http://arxiv.org/abs/2004.02939
Publikováno v:
Phys. Rev. D 101, 104017 (2020)
We consider the gravitational collapse of self-gravitating spherical dust cloud in the Hamiltonian formalism. We address both homogeneous and inhomogeneous cases. Our novel derivation of the Hamiltonian of the system is based on the improved variatio
Externí odkaz:
http://arxiv.org/abs/2001.01903
Autor:
Schmitz, Tim
Publikováno v:
Phys. Rev. D 101, 026016 (2020)
We present a consistent canonical formulation of the flat Oppenheimer-Snyder model, including the Schwarzschild exterior. The switching between comoving and stationary observer is realized by promoting the coordinate transformation between dust prope
Externí odkaz:
http://arxiv.org/abs/1912.08175
The affine coherent states quantization is a promising integral quantization of Hamiltonian systems when the phase space includes at least one conjugate pair of variables which takes values from a half-plane. Such a situation is common for gravitatio
Externí odkaz:
http://arxiv.org/abs/1908.10039
Attempts to allocate capital across a selection of different investments are often hampered by the fact that investors' decisions are made under limited information (no historical return data) and during an extremely limited timeframe. Nevertheless,
Externí odkaz:
http://arxiv.org/abs/1906.10624
Autor:
Kiefer, Claus, Schmitz, Tim
Publikováno v:
Phys. Rev. D 99, 126010 (2019)
We investigate the fate of the classical singularity in a collapsing dust cloud. For this purpose, we quantize the marginally bound Lemaitre-Tolman-Bondi model for spherically-symmetric dust collapse by considering each dust shell in the cloud indivi
Externí odkaz:
http://arxiv.org/abs/1904.13220