The photoexcitation, relaxation, and optical erasure regimes of spiropyran- (SP-) doped polymer
films were studied. Cellulose acetate, poly(vinyl acetate), and poly(methyl methacrylate) …

Wet snow accumulating and shedding from overhead transmission lines can lead to a number
of serviceability, safety and mechanical reliability issues. An innovative and inexpensive …

This article discusses the necessity of managing the futures contract roll and argues that
most commodity index providers set futures rollover rules in an inefficient manner. Generally, …

Deformation of polyethylene terephthalate, PET, was simulated using atomistic molecular
dynamics using a Parrinello–Rahman constant-stress constant-temperature algorithm under …

In this article, the authors provide new evidence of the out-of-sample predictability of hedge
fund returns. They first adopt a rigorous model-construction process to find the best …

We provide evidence that for the developed markets that were part of the MSCI EAFE index
over the 1970–2004 period, an equally-weighted index outperforms market-cap and GDP-…

Investing in commodities is one potential avenue to improve the risk/return profile of a portfolio
in the current environment of low bond yield and low equity-risk premium. The emergence …

We propose a multivariate scoring model based on four classes of variables to predict future
returns of 23 emerging equity markets. For the periods 1986–1995 and 1996–2003, our long…

We examine two alternatives to the cap-weighted index for emerging markets: the GDP-weighted
and the equally weighted (EW) indices. Over the 1990–2004 period, the GDP-weighted …

Purpose – The purpose of this study is to examine the pertinence of combining the positioning
along the US presidential election cycle and the inversions of the yield curve as a guide …