[HTML][HTML] The Properties of Alpha Risk Parity Portfolios

J Gava, J Turc - Entropy, 2022 - mdpi.com
Risk parity is an approach to investing that aims to balance risk evenly across assets within a
given universe. The aim of this study is to unify the most commonly-used approaches to risk …

Turning tail risks into tailwinds

J Gava, F Guevara, J Turc - Journal of Portfolio Management, 2021 - search.proquest.com
This study compares a broad range of risk models for managing multi-asset portfolios. The
investment universe is extended to a range of systematic strategies with varying risk and …

Dynamical collective calculation of supernova neutrino signals

J Gava, J Kneller, C Volpe, GC McLaughlin - Physical review letters, 2009 - APS
We present the first calculations with three flavors of collective and shock wave effects for
neutrino propagation in core-collapse supernovae using hydrodynamical density profiles and …

Collective neutrino oscillations in matter and violation

J Gava, C Volpe - Physical Review D, 2008 - APS
We explore CP violation effects on the neutrino propagation in dense environments, such
as in core-collapse supernovae, where the neutrino self-interaction induces nonlinear …

Beyond carry and momentum in government bonds

J Gava, W Lefebvre, J Turc - The Journal of Fixed Income, 2020 - search.proquest.com
This article revisits recent literature on factor investing in government bonds, in particular
regarding the definition of value and defensive investing. Using techniques derived from …

Shock waves in supernovae: New implications on the diffuse supernova neutrino background

S Galais, J Kneller, C Volpe, J Gava - Physical Review D, 2010 - APS
We investigate shock wave effects upon the diffuse supernova neutrino background using
dynamic profiles taken from hydrodynamical simulations and calculating the neutrino …

CP violation effects on the neutrino degeneracy parameters in the Early Universe

J Gava, C Volpe - Nuclear Physics B, 2010 - Elsevier
We explore possible CP violating effects, coming from the Dirac phase of the Maki–Nakagawa–Sakata–Pontecorvo
matrix, on the neutrino degeneracy parameters, at the epoch of Big-…

The Early Bird Catches the Intraday Trend

J Gava, R McNeal, J Turc - The Journal of Investing, 2021 - pm-research.com
Large movements during the night tend to have a lasting influence on the next trading session.
By following the resulting trends, investors can benefit from fluctuations in the returns of …

Etudes des proprietes des neutrinos dans les contextes astrophysique et cosmologique

J Gava - 2009 - theses.hal.science
Le phénomène d'oscillation des neutrinos a été découvert en 1998 par l'experience Super-Kamiokande,
11 ans après la première observation de neutrinos provenant d'une supernova (…

Properties of neutrinos in the astrophysical and cosmological contexts

J Gava - 2009 - inis.iaea.org
Impressive progress has been achieved in the last few years in our understanding of how
neutrinos propagate in supernovae, fundamentally modifying the standard MSW effect …