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Physics Performance Report for PANDA: Strong Interaction Studies with Antiprotons
To study fundamental questions of hadron and nuclear physics in interactions of antiprotons with nucleons and nuclei, the universal PANDA detector will be built. Gluonic excitations, the physics of… Expand
Measurement of Compton scattering from the deuteron and an improved extraction of the neutron electromagnetic polarizabilities.
The electromagnetic polarizabilities of the nucleon are fundamental properties that describe its response to external electric and magnetic fields. They can be extracted from Compton-scattering… Expand
Compton scattering from the deuteron and extracted neutron polarizabilities.
Differential cross sections for Compton scattering from the deuteron were measured at MAX-Lab for incident photon energies of 55 and 66 MeV at nominal laboratory angles of 45 degrees, 125 degrees,… Expand
Aggregating Economic Capital
In this paper we analyze and evaluate a standard approach financial institutions use to calculate their so-called total economic capital. If we consider a business that faces a total random loss S… Expand
Performance measurement of portfolio risk based on orthant probabilities
Publisher Summary This chapter discusses an orthant probability-based formulation for the description of portfolio risk proposed by Acar and Satchell. The standard and commonly accepted… Expand
The role of Self-Organized Criticality in elasticity of metallic springs: Observations of a new dissipation regime
We present investigations of low-frequency stochastic deviations from elasticity of Maraging steel springs used in the seismic isolation of the Virgo, Advanced LIGO, and TAMA interferometers. Our… Expand
On the information ratio of tactical asset allocation
- M. Lundin
- 1 October 2003
The information ratio for tactical asset allocation strategies is derived under the assumption of dependence only on the information ratios for asset classes actively managed as sub-portfolios. If… Expand
Experimental access to Transition Distribution Amplitudes with the P̄ANDA experiment at FAIR
Baryon-to-meson Transition Distribution Amplitudes (TDAs) encoding valuable new information on hadron structure appear as building blocks in the collinear factorized description for several types of… Expand
Risk discriminating portfolio optimization
Risk discriminating portfolio optimization provides a risk-related path to performance optimization We describe an investment portfolio optimization method which employs both linear and non-linear asymmetric dependence between assets in order to discriminate between profitable and unprofitable risk and exploit this difference in place of future return expectations. Expand
Modern pension fund diversification
The risk and return characteristics of a highly diversified investment portfolio are examined in an effort to best assess its potential by means that incorporate both conventional risk estimation and… Expand