Zobrazeno 1 - 8 of 8 pro vyhledávání: '"Vladislav Dubikovsky"'
1
Simulation of Light-Matter Interaction and Two-Photon Absorption Induced Charge Deposition by Ultrashort Optical Pulses in Silicon
Autor: Ani Khachatrian, Nicolas J.-H. Roche, Dale McMorrow, William T. Lotshaw, Vladislav Dubikovsky, Joel M. Hales, Stephen P. Buchner, Joseph W. Perry, Joseph S. Melinger, Jeffrey H. Warner
Publikováno v: IEEE Transactions on Nuclear Science. 61:3504-3511
Nonlinear beam propagation software is used to calculate quantitatively the two-photon absorption (TPA)-induced charge-density profiles generated in silicon by focused femtosecond laser pulses under conditions that are experimentally relevant for sin
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a01c22a5f422872bfc01e2c729758a9c
https://doi.org/10.1109/tns.2014.2368569
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2
Demystifying Rebalancing Premium and Extending Portfolio Theory in the Process
Autor: Gabriele Susinno, Vladislav Dubikovsky
Publikováno v: SSRN Electronic Journal.
Volatility is usually considered as a synonym for risk. Mainstream financial theory states that higher portfolio volatility is translated into higher expected returns while diversification helps eliminate idiosyncratic risks. This leaves us with an a
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0556ee40d5a6f074327c700aed19d171
https://doi.org/10.2139/ssrn.2927791
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3
Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering
Autor: Vladislav Dubikovsky, Gabriele Susinno
Publikováno v: SSRN Electronic Journal.
Volatility is usually considered as a synonym for risk. Mainstream financial theory states that higher portfolio volatility is translated into higher expected returns while diversification helps eliminate idiosyncratic risks. This leaves us with an a
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::240b3fa00413674d585d1421403bf819
https://doi.org/10.2139/ssrn.2635412
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4
Modeling Value at Risk with Factors
Autor: Angelo Barbieri, Carl Gold, Alexei Gladkevich, Kelly H. Chang, John Fox, Lisa R. Goldberg, Vladislav Dubikovsky
Publikováno v: SSRN Electronic Journal.
Factor models are standards in investment management. For decades, Barra factor models have provided valuable risk forecasts and inputs for the portfolio construction process. Most uses of factor models have targeted longer horizons of months or year
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6e432540e8b4b2d007007540c384d112
https://doi.org/10.2139/ssrn.1509679
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5
Central Limits and Financial Risk
Autor: Alexei Gladkevich, Michael Y. Hayes, Lisa R. Goldberg, Angelo Barbieri, Vladislav Dubikovsky
Publikováno v: SSRN Electronic Journal.
Systematic model bias has been implicated in the global recession that began in 2007, and this bias can be traced back to assumptions about the normality of data. Nonetheless, the normal distribution continues to play a foundational role in quantitat
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c66b7d5cd41da134a0fc1bb808a0dbce
https://doi.org/10.2139/ssrn.1404089
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6
Evaluating Risk Forecasts with Central Limits
Autor: Lisa R. Goldberg, Alexei Gladkevich, Vladislav Dubikovsky, Michael Y. Hayes, Angelo Barbieri
Publikováno v: SSRN Electronic Journal.
Portfolio risk forecasts are commonly evaluated using test statistics that are sums of random variables. We study the distributional properties of these test statistics for value at risk, expected shortfall, and volatility. For a diverse collection o
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ae7125e412659fe4b56232302a884c56
https://doi.org/10.2139/ssrn.1114216
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7
Two-photon photoinitiated polymer processing and microfabrication
Autor: David J. Hagan, E. Miesak, Kevin D. Belfield, Vladislav Dubikovsky, Eric W. Stryland, Xiaobin Ren
Publikováno v: Organic Thin Films for Photonic Applications.
Emerging device technologies such as rnicroelectromechanical systems and integrated sensors are placing increased demands on the development of materials processing and fabrication techniques.1,2
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fde742a92d72756400f68ab79355be88
https://doi.org/10.1364/otf.1999.sub2
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