As the investment management industry becomes more sophisticated, investment managers
are using benchmark indices in an increasingly complex fashion—as the baseline along …

Many of the factors used in performing asset-based style analysis (ABS) for hedge fund
investments are straightforward and well-accepted. In the area of equity hedge funds, a long …

The author creates a conceptual model for risk premia strategies, focusing on the notion of a
continuum running from pure alpha to pure beta and where on this continuum a given …

We qualitatively identify eight sources of potential return dispersion across portfolios of risk
premia strategies, including strategy inclusion, amount of systematic risk, instrument choices, …

2 If held to expiration or maturity, a short volatility portfolio (such as a delta-hedged short
straddle, a short variance swap, or a short volatility swap) generally has a payout equal to (or …

The use of asset-based style analysis (ABS) in the context of hedge fund investments continues
to take hold within the industry. Many of the factors used in performing this analysis are …

Background COVID-19 is a viral prothrombotic respiratory infection. Heparins exert
antithrombotic and anti-inflammatory effects, and might have antiviral properties. We aimed to …

… David E. Kuenzi …

This Note contains curves of buckling coefficients and formulas for the calculation of the
critical external pressure of finite length, circular cylindrical shells with sandwich walls. The …

… Petrologic data from Samalá River sands collected on opposite sides of the Quaternary
volcanic arc (Kuenzi and McGehee, unpub. data) suggest that perhaps 95% or more of the …