Risk allocation under shortfall constraints

JB Molenkamp - Journal of Portfolio Management, 2004 - search.proquest.com
Risk budgeting interpreted as efficient portfolio allocation is often based on expected
outperformance, alpha or information ratio. Once this crucial input has been estimated, it is …

Performance-Based Fees and Moral Hazard: Aligning the Interests of Investors and Managers

JB Molenkamp - Rotman International Journal of Pension …, 2010 - papers.ssrn.com
In an ideal world, the financial interests of asset managers would be perfectly aligned with
those of their investors via optimal incentive contracts. In the real world, this is often not the …

[HTML][HTML] 4π-periodic Josephson supercurrent in HgTe-based topological Josephson junctions

…, S Tarucha, H Buhmann, LW Molenkamp - Nature …, 2016 - nature.com
The Josephson effect describes the generic appearance of a supercurrent in a weak link
between two superconductors. Its exact physical nature deeply influences the properties of the …

Effective Measures to Improve Alignment in Manager Fees; Moral Hazard Can Be Decreased

JB Molenkamp - Moral Hazard Can Be Decreased (September 25 …, 2009 - papers.ssrn.com
In an ideal world asset managers would be perfectly aligned with their investors via an optimal
incentive contract. In the current crisis this does not seem the case, so it is worthwhile to …

Model-Based Transition Management

JB Molenkamp - Journal of Portfolio Management, 2006 - search.proquest.com
Once the optimal strategic benchmark is set for institutional assets, given the characteristics
of the liabilities, the challenge is to reallocate all the assets to the benchmark weights. …

Comparison of frictional material models with respect to shear band initiation

F Molenkamp - Geotechnique, 1985 - icevirtuallibrary.com
… & Molenkamp, 1981); these parameters lead to a very low value of the quantity (Ii/2~),,=
0.003. However, if the isotropic effective stress is increased by an extreme factor of 100 then the …

Product ranking, budget allocation and monopolistic pricing in a multiproduct firm an application at Nonius, a division of Delft Instruments

H van Maaren, JB Molenkamp, HJ Reus - International journal of …, 1997 - Elsevier
The budget of a multiproduct dominant firm has to be allocated to the several production
centers within the firm. The objective is to maximize the firm's profit given price demand …

Human parechoviruses as an important viral cause of sepsislike illness and meningitis in young children

…, J Schinkel, R Molenkamp… - Clinical infectious …, 2008 - academic.oup.com
Background . Enteroviruses (EVs) belong to the family Picornaviridae and are a well-known
cause of neonatal sepsis and viral meningitis. Human parechoviruses (HPeVs) type 1 and 2, …

All-thermal transistor based on stochastic switching

R Sánchez, H Thierschmann, LW Molenkamp - Physical Review B, 2017 - APS
… Even if the gating is larger in that region, the amplification is smaller for being closer to the
maximum of JB. (b) Maximal heat exchange JB as a function of the interaction EC . Energy-…

Treatment of acute hepatitis C virus infection in HIV-infected MSM: the effect of treatment duration

…, J Schinkel, IJB Spijkerman, R Molenkamp… - Aids, 2011 - journals.lww.com
We evaluated hepatitis C virus (HCV) treatment and the effect of treatment duration (24 versus
48 weeks) on treatment outcome among 50 HIV-infected men who have sex with men with …