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REGULAR(IZED) HEDGE FUND CLONES

Daniel Giamouridis, Sandra Paterlini
2010 Journal of Financial Research  
This article addresses the problem of portfolio construction in the context of efficient hedge fund investments replication.  ...  fund investment replication products.  ...  comprises managers with regionally focus the Emerging Markets (EM), an aggregate Hedge Fund market index, the Fund Weighted Composite Index (FC), and a proxy for the aggregate Fund of Funds market, the  ... 
doi:10.1111/j.1475-6803.2010.01269.x fatcat:qxwbii3plvaytgi6idz56k5pca

Quantifying heterogeneity and dynamics of clonal fitness in response to perturbation

Peter L. Frick, Bishal B. Paudel, Darren R. Tyson, Vito Quaranta
2015 Journal of Cellular Physiology  
Studies of clonality typically relate the fitness of clones to their relative abundance, thus requiring long-term experiments and limiting conclusions about the heterogeneity of clonal fitness in response  ...  This work has been funded by the National Institutes of Health (5U54CA113007, VQ; F31-CA165840, PLF), Uniting Against Lung Cancer (13020513, DRT), and VICTR STARBRITE (NIH, UL1 RR024975-01).  ...  By sparse plating and quantitation of single-cell-derived colonies over time, cFP directly tracks the proliferation of many clones within a cell population.  ... 
doi:10.1002/jcp.24888 pmid:25600161 pmcid:PMC5580929 fatcat:efeu7agk45c6jgkwhdrutede3i

Momentum Trading, Return Chasing and Predictable Crashes

Benjamin Remy Chabot, Eric Ghysels, Ravi Jagannathan
2014 Social Science Research Network  
from return-chasing investors and (2) he is compensated via fees that are convex in the amount of money managed and the return on that money.  ...  stylized model and simulated outcomes from a richer model, we argue that a money manager has an incentive to remain invested in momentum even when the crash risk is known to be high when (1) he competes for funds  ...  Hedge fund clones rely on price momentum to some extent and Ben Dor, Jagannathan, Meier, and Xu (2011) find that an index of six hedge fund clones exhibits the same pattern.  ... 
doi:10.2139/ssrn.2516796 fatcat:ffy7vgpadbebzdq6fabea27ww4

Momentum Trading, Return Chasing and Predictable Crashes

Benjamin Remy Chabot, Eric Ghysels, Ravi Jagannathan
2014 Social Science Research Network  
from return-chasing investors and (2) he is compensated via fees that are convex in the amount of money managed and the return on that money.  ...  stylized model and simulated outcomes from a richer model, we argue that a money manager has an incentive to remain invested in momentum even when the crash risk is known to be high when (1) he competes for funds  ...  Hedge fund clones rely on price momentum to some extent and Ben Dor, Jagannathan, Meier, and Xu (2011) find that an index of six hedge fund clones exhibits the same pattern.  ... 
doi:10.2139/ssrn.2539800 fatcat:sl4epap6tzgodcipd4ujzuiyke

Analysing nonlinear systematic risk exposures in hedge funds

Mikhail Tupitsyn
2017
Using a nonparametric statistical methodology this thesis analyses nonlinear risk exposures in portfolios and individual hedge funds.  ...  It is found that the nonparametric model better tracks hedge fund benchmarks than the linear model, confirming the importance of nonlinearities.  ...  Hedge fund clones are designed as passive trading strategies involving only liquid exchange traded securities which aim to track returns of broad hedge fund benchmarks.  ... 
doi:10.4225/03/58b65063c1472 fatcat:htth574aa5ecznt7shaf3f33oi

A sequential distance-based approach for imputing missing data: Forward Imputation

Nadia Solaro, Alessandro Barbiero, Giancarlo Manzi, Pier Alda Ferrari
2016 Advances in Data Analysis and Classification  
The findings are interesting and enable us to establish a relationship between hedge fund return states and memory phenomenon.  ...  C949: Hedge fund return dynamics: Long memory and regime switching Presenter: Mohamed-Ali Limam, University of Montpellier, France Co-authors: Virginie Terraza, Michel Terraza The dynamics of hedge fund  ... 
doi:10.1007/s11634-016-0243-0 fatcat:yvrqlgllsbesbnvnzzci2egpl4

Junkspace

Rem Koolhaas
2002 October  
A voided condition of frightening sparseness, shocking proof that so much can be organized by so little.  ...  Junkspace is draining and is drained in return.  ... 
doi:10.1162/016228702320218457 fatcat:osdssmsncngpfcpz2472nhkn5i

PySP: modeling and solving stochastic programs in Python

Jean-Paul Watson, David L. Woodruff, William E. Hart
2012 Mathematical Programming Computation  
Our particular focus is on the use of Progressive Hedging as an effective heuristic for approximating  ...  For more complex stochastic programs, we provide an implementation of Rockafellar and Wets' Progressive Hedging algorithm.  ...  This research was funded from the Office of Scientific Computing Research within the DOE Office of Science as part of the Complex Interconnected Distributed Systems program.  ... 
doi:10.1007/s12532-012-0036-1 fatcat:h6qios6u4fd4rghj634vl5qeom

Untapped Potential: Opportunities and Challenges for Sustainable Bioenergy Production from Marginal Lands in the Northeast USA

Cathelijne R. Stoof, Brian K. Richards, Peter B. Woodbury, Eric S. Fabio, Alice R. Brumbach, Jerry Cherney, Srabani Das, Larry Geohring, Julie Hansen, Josh Hornesky, Hilary Mayton, Cedric Mason (+4 others)
2014 Bioenergy Research  
Over two million hectares of marginal land in the Northeast USA no longer used for agriculture may be suitable and available for production of second-generation cellulosic bioenergy crops, offering the  ...  These bottom-up approaches now can inform and catalyze more recent Federal initiatives in the region, which include Biomass Crop Assistance Program feedstock promotion programs funded by the US Department  ...  Typical short (e.g., 2-3 years) project funding cycles make it difficult to capture and understand the dynamics of these perennial systems and impossible to fund long-term breeding programs. & Current  ... 
doi:10.1007/s12155-014-9515-8 fatcat:lokirpz74rdvrgb6gcx36bghnu

The Burning of Biocrusts Facilitates the Emergence of a Bare Soil Community of Poorly-Connected Chemoheterotrophic Bacteria With Depressed Ecosystem Services

Zachary T. Aanderud, Jason Bahr, David M. Robinson, Jayne Belnap, Tayte P. Campbell, Richard A. Gill, Brock McMillian, Sam St. Clair
2019 Frontiers in Ecology and Evolution  
To evaluate the short-term recovery of biocrust bacteria, we tracked shifts in bacterial community form and function in Cyanobacteria/lichen-dominated (shrub interspaces) and Cyanobacteria/moss-dominated  ...  We generated qPCR standards from a crust soil bacterium using the TOPO TA Cloning Kit (Invitrogen) and extracted plasmids from transformed cells (Qiagen Sciences, Germantown, MD, USA).  ...  FUNDING Our research was supported by a USDA National Institute of Food and Agriculture: 2010-38415-21908. experimental burn manipulations.  ... 
doi:10.3389/fevo.2019.00467 fatcat:q43ngnhizjfxtaqax5kddhhafa

International Rubber Study Group

1947 International Organization  
The Common Fund for Commodities is an intergovernmental financial institution.  ...  The Agreement Establishing the Common Fund for Commodities was negotiated in the United Nations Conference on Trade and Development (UNCTAD) in the 1970s, concluded in 1980 and came into force in 1989.  ...  By 1 1 November 2001, the Fund had approved 102 regular projects plus a further 30 Fast Track projects with an overall cost of USD 312 million, of which the Fund financed USD 149 million.  ... 
doi:10.1017/s0020818300005439 fatcat:gcqyi5zg2rcczh62xrm474gdp4

Using complexity to protect elections

Piotr Faliszewski, Edith Hemaspaandra, Lane A. Hemaspaandra
2010 Communications of the ACM  
Shaw, a computer scientist turned hedge fund manager who made a fortune in quantitative trading, then returned to scientific research: "He's a model for a certain group."  ...  " amount of its input, then P = NP. 44 However, "sparse" in that research line is so small as to not reassure us here.  ... 
doi:10.1145/1839676.1839696 fatcat:hbqpm5boabe3jcpa4jcs7czf6y

Third Report on Chicken Genes and Chromosomes 2015

Michael Schmid, Jacqueline Smith, David W. Burt, Bronwen L. Aken, Parker B. Antin, Alan L. Archibald, Chris Ashwell, Perry J. Blackshear, Clarissa Boschiero, C. Titus Brown, Shane C. Burgess, Hans H. Cheng (+92 others)
2015 Cytogenetic and Genome Research  
This report comes at a time of huge technological advances (particularly in sequencing methodologies) which have allowed us to examine the chicken genome in detail not possible until now.  ...  Bayes-ian) have been used in addition to global clocks, and some studies [Hedges et al., 1996; Kumar and Hedges, 1998; have used only rate-constant genes calibrated from outside of the avian fossil record  ...  The Use of Avian BAC Libraries and Clones (Prepared by M.N. Romanov and D.K.  ... 
doi:10.1159/000430927 pmid:26282327 pmcid:PMC5120589 fatcat:66epxqpbhrdxpno7n5or4gnbzq

On the Technology Prospects and Investment Opportunities for Scalable Neuroscience [article]

Thomas Dean, Biafra Ahanonu, Mainak Chowdhury, Anjali Datta, Andre Esteva, Daniel Eth, Nobie Redmon, Oleg Rumyantsev, Ysis Tarter
2013 arXiv   pre-print
These instruments will be used to record static (structural) and dynamic (behavioral) information at unprecedented spatial and temporal resolution and report out that information in a form suitable for  ...  transcoding, packaging and transmitting the resulting information for subsequent analysis - as these represent very different challenges as we scale the relevant technologies to support simultaneously tracking  ...  eye movement tracking technology [153, 173] .  ... 
arXiv:1307.7302v1 fatcat:xgahfuugdjbzfn7uwsjpjtbbqa

Bio-economic evaluation of farmers' perceptions of viable farms in western Kenya

M.M. Waithaka, P.K. Thornton, M. Herrero, K.D. Shepherd
2006 Agricultural Systems  
This research was supported in part by the Ecoregional Fund to Support Methodological Initiatives of the Dutch Government, to whom we are grateful.  ...  With high poverty levels, farmers do not use high-return inputs such as certified seeds, fertilizers, disease and pest control measures, and rotations, but are limited to low-input, low-return enterprises  ...  Cattle were used as a hedge against risk; the model was constrained to allow animals to remain on the farm, rather than being sold off after each trial period.  ... 
doi:10.1016/j.agsy.2005.12.007 fatcat:74x4fnglbng43fwgg6g23ilrpq
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