[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 …
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 …
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 …
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 …
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 …
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 …
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-…
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 …
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 (…
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 …
neutrinos propagate in supernovae, fundamentally modifying the standard MSW effect …