In a recent paper, Shadwick and Keating (2002b) present a new measure of performance
called Omega. According to the authors, Omega was developed to overcome the inadequacy …

Real estate investment represents a significant part of many institutional portfolios. Since
real estate is not directly traded on a centralize exchange, the physical real estate market is …

In this paper, numerical simulations of an all-normal dispersion ring cavity mode-locked fiber
laser have been reported, revealing the existence of rogue waves in the chaotic transition …

In this Letter, experimental observation of dissipative rogue waves (DRWs) due to spectral
filtering induced pulse instabilities in a mode-locked ytterbium (Yb) fiber laser has been …

We present a numerical model for mode-locked lasers and ultrafast nonlinear amplifiers in
which the saturated gain profiles along active fibers are judiciously computed using …

In this work, an experimental study of non-stationary pulse dynamics consisting of explosion
events and chaotic multi-pulsing from an all-normal dispersion Yb-fiber laser operating in …

With the growth of hedge funds in the 1990s, considerable research has been conducted on
the sources of returns for various hedge fund strategies. Research (Goetzmann, Ingersoll, …

Hedge Fund replication has generated significant academic and practitioner interest in
recent years. This interest has been translated into several product offerings by the major …

The search for methodologies that accurately measure performance and performance
persistence continues to evolve. This is especially true for investment strategies such as hedge …

In a previous article, Schneeweis, Spurgin and Georgiev [2003] examined the investment
and risk management benefits of USDX (also known as DX) index over the period Jan 1991-…