The purpose of this paper is to introduce the Gerber statistic, a robust co-movement measure
for covariance matrix estimation for the purpose of portfolio construction. The Gerber …

We introduce a principal components model for securities' returns. The components are non-normal,
exhibiting significant skewness and kurtosis. The model can explain a large …

This article introduces the use of the Gerber statistic when performing a Monte Carlo simulation
for cases when two or more random inputs are correlated. When interdependent random …

This article introduces the use of the Gerber statistic when performing a Monte Carlo simulation
for cases when two or more random inputs are correlated. When interdependent random …

William and Molly lead a life of small pleasures, riddles at the kitchen table, and games of
string and orange peels. All around them a city rages with war. When the uprising began, …

Anecdotal reports of children experiencing eczema flares during winter and summer months
along with global variation in eczema prevalence has fueled speculation that climate may …

Connexins (Cx) are structural proteins that form gap junctions, which are vital to cell–cell
communication and help to regulate cell division. The purpose of this study was to evaluate if …

… They included the second oil shock after the Iranian Revolution in 1979 and the shift in
US monetary policy under Paul Volcker whereby interest rates were allowed to rise to record …

This autobiography was written by Paul Sargent in 1933, one year before he won the Nelson
Vance Prize from the Brown County Art Association and five years before he was first listed …