Bradford Cornell

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SuperCDMS is an experiment designed to directly detect weakly interacting massive particles (WIMPs), a favored candidate for dark matter ubiquitous in the Universe. In this Letter, we present WIMP-search results using a calorimetric technique we call CDMSlite, which relies on voltage-assisted Luke-Neganov amplification of the ionization energy deposited by(More)
We report results of a search for weakly interacting massive particles (WIMPS) with the silicon detectors of the CDMS II experiment. This blind analysis of 140.2 kg day of data taken between July 2007 and September 2008 revealed three WIMP-candidate events with a surface-event background estimate of 0.41(-0.08)(+0.20)(stat)(-0.24)(+0.28)(syst). Other known(More)
Asset pricing theory has traditionally made predictions about risk and return, but has been silent on the actual process of investment. Today most investors delegate major investment decisions to financial professionals. This suggests that the instructions given by investors to their delegated agents and the compensation of those agents might be important(More)
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We report a first search for weakly interacting massive particles (WIMPs) using the background rejection capabilities of SuperCDMS. An exposure of 577 kg days was analyzed for WIMPs with mass <30  GeV/c(2), with the signal region blinded. Eleven events were observed after unblinding. We set an upper limit on the spin-independent WIMP-nucleon cross section(More)
The CDMS low ionization threshold experiment (CDMSlite) uses cryogenic germanium detectors operated at a relatively high bias voltage to amplify the phonon signal in the search for weakly interacting massive particles (WIMPs). Results are presented from the second CDMSlite run with an exposure of 70 kg day, which reached an energy threshold for electron(More)
I would like to thank Wayne Landsman, Steve Stubben and Elizabeth Tito for helpful comments on earlier drafts of this paper. Of course, the errors remain my own. Abstract This article presents a simple procedure for assessing the relative impact of luck and skill in determining investment performance. The procedure is then applied to the large cap value(More)
This paper develops a new tool for discovering mispriced securities based on an analysis of comovement in asses prices. Recent research in finance has demonstrated that comovement can be due to the trading patterns of noise traders as well as underlying economic fundamentals. Because comovement can be measured much more accurately than expected returns, it(More)