Fama instantánea... sin matar a nadie

The Fama-macbeth Approach Revisited

A Reexamination of Fama-French Regressions Using High Frequency Panels

This paper develops a new framework and tools, and reexamines Fama-French regressions. For Fama-French portfolios, we consider a continuous-time factor model with a specific error component structure implied by the underlying asset pricing theory. The model is then analyzed as a continuous-time multivariate regression with a general martingale differential error, allowing for time-varying and s...

Babar: Sin(2β + Γ) Babar: Sin(2β + Γ)

The time-dependent CP asymmetries in fully reconstructed B0→D(∗)±π∓/ρ∓ decays (new preliminary result), and in partially reconstructed B0→D(∗)±π∓ decays, are measured with the BABAR detector at the PEP-II asymmetric B factory at SLAC, using 232 million Υ (4S) → BB decays. We combine the above results and, using other measurements and theoretical assumptions, we interpret them in terms of the an...

sin[n Delta t sin (n Delta t1)] as a source of unpredictable dynamics

We investigate the ability of the function [ ( )], where is an integer and growing number, to produce unpredictable sequences of numbers. Classical mathematical tools for distinguishing periodic from chaotic or random behaviour, such as sensitivity to the initial conditions, Fourier analysis, and autocorrelation are used. Moreover, the function { [ ( )]} ⁄ is introduced to have an uniform dens...

Genetics of Original Sin

The continuous repetition of Christian de Duve’s primary thesis in Genetics of Original Sin ensures that however little the reader understands or is interested in biology, he will have no doubt as to the author’s primary concern: Natural selection has made humans poor prognosticators. As evolutionary adaptation is all about living (and reproducing) in the moment, humans have evolved some unfort...