Global equity management has historically been structured around country asset allocation.
This approach was supported by the observations that the country factor is the major source …

Investors demand more of an asset, the more desirable the asset's characteristics. The most
important characteristic is its price, or expected return. By varying price, any and all assets …

… Jeffrey Diermeier is Vice President of The First National Bank of Chicago. Roger Ibbotson
is Senior Lecturer in Finance and Executive Director of the Center for Research in Security …

We consider a singularly-perturbed two-well problem in the context of planar geometrically
linear elasticity to model a rectangular martensitic nucleus in an austenitic matrix. We derive …

Successful management of a pension plan portfolio requires the focusing of investment
attention on the asset configuration of the total portfolio. This focus is facilitated by a composite …

… a small interpolation layer of width \(l_{j}:={l}\|u^{j}-u^{\infty }\|_{L^{\infty }(R_{2l_{x}},H)}\)
which for \(j\to \infty \) tends to zero by (iii). Here, we take the function \(u^{j}\) and truncate it at \(u…

Over the last decade, corporations have been a ubiquitous force in the process of globalization.
Although they have in part responded to a more liberal economic environment, they …

We consider a singularly-perturbed nonconvex energy functional which arises in the study
of microstructures in shape memory alloys. The scaling law for the minimal energy predicts a …

… his marginal costs rise to equal the return on asset j, rj. Thus the before-cost … j until his
return net of costs equals the return on the characteristic-free asset, rf; that is, he invests in asset j …

We consider a variational model for the energy of deformations of shape‐memory materials.
We restrict ourselves to a scalar‐valued, two dimensional simplification with two variants of …