Results 1 to 10 of about 52,287 (239)

Where does Volatility and Return Come From? The Case of Asian ETFs [PDF]

open access: yes
We analyze return and volatility of Asian iShares traded in the U.S. The difference in trading schedules between the U.S. and Asia offers a unique market setting that allows us to distinguish various return and volatility sources. We find Asian ETFs have
Jose A. Gutierrez, Yiuman Tse
core  

Rapidly Rotating Bose-Einstein Condensates in Homogeneous Traps

open access: yes, 2007
We extend the results of a previous paper on the Gross-Pitaevskii description of rotating Bose-Einstein condensates in two-dimensional traps to confining potentials of the form V(r) = r^s ...
Correggi, M.   +2 more
core   +1 more source

Buenas Prácticas

open access: yesEspacio, Tiempo y Forma. Serie V, Historia Contemporánea, 2016
Buenas ...
Revista ETF V Revista ETF V
doaj   +1 more source

Operation of transition edge sensors in a resistance locked loop

open access: yes, 2012
We propose to operate a superconducting transition edge sensor (TES) using a different type of biasing, in which the resistance of the TES is kept constant by means of feedback on the bias voltage and is independent of the incoming signal power.
Irwin K. D.   +2 more
core   +1 more source

Effects of Noise on Entropy Evolution

open access: yes, 2005
We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone convergence of the ...
Abbondandolo   +27 more
core   +1 more source

Ionization potentials in the limit of large atomic number

open access: yes, 2010
By extrapolating the energies of non-relativistic atoms and their ions with up to 3000 electrons within Kohn-Sham density functional theory, we find that the ionization potential remains finite and increases across a row, even as $Z\rightarrow\infty ...
Englert B.-G.   +5 more
core   +1 more source

Harmonic equiangular tight frames comprised of regular simplices [PDF]

open access: yes, 2019
An equiangular tight frame (ETF) is a sequence of unit-norm vectors in a Euclidean space whose coherence achieves equality in the Welch bound, and thus yields an optimal packing in a projective space.
Fickus, Matthew, Schmitt, Courtney A.
core   +2 more sources

ETF flows on volatility of NAV returns: Evidence from Chinese markets

open access: yesApplied Finance Letters
The main purpose of this study is to empirically investigate the relationship between ETF flows and the volatility of NAV returns in Chinese ETF markets.
Jiayuan Tian   +2 more
doaj   +1 more source

Leveraged ETF Investing

open access: yes, 2021
It is common knowledge that leverage can increase the potential returns of an investment, at the expense of increased risk. For a passive investor in the stock market, leverage can be achieved using margin debt or leveraged-ETFs. We perform bootstrapped Monte-Carlo simulations of leveraged (and unleveraged) mixed portfolios of stocks and bonds, based ...
openaire   +2 more sources

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