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Special Report on

RESEARCH NOTE Portable Alpha

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“ECF Estimation of Markov Models Where the Transition Density is Unknown”, George J. Jiang and John Knight, forthcoming, The Econometrics Journal . “ Determinants of CEO pay: A comparison of ExecuComp and non-ExecuComp firms ,” Brian Cadman, Sandy Klasa and Steve Matsunaga, Accounting Review, forthcoming . “Information Shocks, Liquidity Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market,” George J. Jiang , Ingrid Lo and Adrien Verdelhan, Journal of Financial and Quantitative Analysis , forthcoming. "Forecasting Volatility Using Long Memory and Comovements: An application to option valuation under SFAS ...
and continues to be actively developed. The NetBSD project is primarily focused on high quality design, stability and performance of the system. 1 Due to convenient license and portability, NetBSD is often used in embedded systems . The current stable release of NetBSD is version 5.0.2 (February 12, 2010). Cite error: There are tags on this page, but the references will not show without a {{Reflist}} template or a tag; see the .
Research & Instruction Services » Blog Archive » Incubation Report ...
As a part of the RIS technology incubation program, I’ve been heavily using an Apple iPad for the last month and a half. I’ve done my best to use it as my primary machine for any situation that calls for mobile computing, using it for notes at a meetings, for checking email and the web when traveling, etc. I’ve logged a few hundred hours using the device. Note that all of these observations were conducted using a 16GB iPad with wifi. As all other models have more memory and/or a 3G wireless connection (making this model the lowest common denominator), all recommendations and observations made here can be ... market research, surveys and trends» Alternative Beta & Hedge Fund Replication » Can ...
This is a much-cited paper that aims to explain the returns of hedge funds, in aggregate, using several risk factors.  The conclusion: “This raises the possibility of creating passive replicating portfolios or clones using liquid exchange-traded instruments that provide similar risk exposures at lower cost and with greater transparency. ..the performance of linear clones is often inferior to their hedge-fund counterparts, they perform well enough to warrant serious consideration.” To their credit, the authors point out to questionable practicality of using highly complex risk factors to replicate hedge funds: ... market research, surveys and trends

RESEARCH NOTE PORTABLE ALPHA» Portable Alpha & Alpha/Beta Separation ...
covers a number of recent portable alpha transactions from Pennsylvania Employees’ Retirement Fund and The World Bank to Iowa’s Public Employees’ Pension and the Desert States United Food and Commercial Workers Local 99. Critics often charge that portable alpha is really all about picking good managers or hedge funds - that it’s All About Alpha.  Perhaps not surprisingly, Yoshiki Ohmura, lead manager of beta portfolios in GAM’s Portable Alpha Solutions group, points out that there is more to portable alpha that simply picking hot hedge fund managers. “He (Ohmura) believes that a lot of people ... industry trends, business articles and survey research
Public Fund CIO Survey:
size in the study was $21 billion. the survey was conducted between July and august ... strategies (like portable alpha) to their portfolios are bumping against ... research results suggest that public funds will have to overcome ..... currently makes up 26% of public fund assets. seventeen percent of the CiOs plan ... industry trends, business articles and survey research
“Shut Off the Raging Dialogue of the Story of the Week”
Late last month, Egyptian authentic journalist Noha Atef and I led a workshop at Tufts University’s Fletcher Summer Institute for the Advanced Study of Nonviolent Conflict near Boston for seventy community organizers and civil resistance leaders from 41 countries. This video shows the first hour of that ninety-minute session. We were invited by our friends at the International Center on Nonviolent Conflict to host the plenary session. Careful readers of The Field will have heard some – but not all – of the points we made on journalism as civil resistance. We talked from our own experience at the School of Authentic Journalism ... market trends, news research and surveys resources
NASA ISS On-Orbit Status 23 June 2010
generator which Maxim Suraev had installed on 10/19/09 in gaps between the BZh Liquid Unit and the oxygen outlet pipe (filter FA-K) plus hydrogen outlet pipe (filter FA-V). [The CDR again inspected the filters before bedtime, currently a daily requirement per plan, with photographs to be taken if the filter packing is discolored.] At wake-up, FE-2 Tracy Caldwell-Dyson continued her current session of the Reaction Self Test (Psychomotor Vigilance Self Test on the ISS) protocol. [The RST is performed twice daily (after wakeup & before bedtime) for 3 days prior to the sleep shift, the day(s) of the sleep shift and 5 days following ... market trends, news research and surveys resources


RESEARCH NOTE Portable Alpha: Enhancing Returns through Synthetic ...
Portable alpha strategies are increasingly garnering the attention of sophisticated institutional investors as a way of improving portfolio performance ... technology research, surveys study and trend statistics
Anti-Depression Advice for Retirees
liability-driven investing, portable alpha, and risk-mitigation strategies. .... that we enter a depression, our research indicates that .... Note to UK Readers: This document has been provided by AllianceBernstein Limited. ... technology research, surveys study and trend statistics
Fund of Funds, Portable Alpha, and Portfolio Optimization
Jun 19, 2009 ... is a senior research consul- tant at Ibbotson Associates in Chicago, IL. ... menting portable alpha strategies in managing asset allo- ...... Note: The information ratios for Fund 4 are specified in the cases we dis- ...
How can I make my electricity generator quieter? By using a ...
I live in Moscow and have a log cabin about 50 miles south. No communal electricity. My generator runs on petrol. Great, but noisy. I use it very sparingly so as not to disturb my neighbours. But it would be wonderful if I could run it all night, to keep the place warm. From my home generator page...… Portable generators are noisy. If you have neighbors nearby or the noise is unbearable in your house here are some ideas. Choose an operating location as far away as possible. Note that a larger gauge wire is needed to reduce voltage drop as line length increases. Reducing line loss is ...
Ask Engadget: What's the best HDD-based portable media player out ...
These days, the cool kids are looking to do more than just play back the freshest jams on their portable media player. We're talking video, PVR, WiFi, the works. Have a listen at Marco's question, and if you think you could do one better, send in your inquiry to ask at engadget dawt com : "I'm looking for a new PMP, but I want a unit that can do it all. A large screen, big hard drive, support for lots of codecs, PVR functionality, TV output, etc. I'd also like Bluetooth and / or WiFi if possible. I don't mind units that are somewhat bulky, but I want one with a great user interface and decent ...