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REGULAR(IZED) HEDGE FUND CLONES
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
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
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
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
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
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
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
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
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
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
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
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]
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
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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