An inclusion of II1 factors N ⊂ M with finite Jones index gives rise to a powerful set of invariants that can be approached successfully in a number of different ways. We describe Jones’ pictorial description of the standard invariant of a subfactor as a so-called planar algebra and show how this point of view leads to new structure results for subfactors. 2000 Mathematics Subject Classificatio...

Paracetamol is commonly used for self poisoning, and the costs of treating the resulting liver failure in the few who develop it are high. The morbidity could be avoided by adding methionine to paracetamol tablets, but this would mean that the millions of people who take paracetamol responsibly would have to take methionine unnecessarily. Alison Jones and colleagues and Edward Krenzelok debate ...

Modeling and forecasting realized volatility is of paramount importance. Previous studies have examined the role of both the continuous and jump components of volatility in forecasting. This paper considers how to use index level jumps and cojumps across index constituents for forecasting index level volatility. In combination with the magnitude of past index jumps, the intensity of both index ...

This paper empirically analyzes the effect of the inclusion of German corporations in the Dow Jones STOXX Sustainability Index (DJSI STOXX) and the Dow Jones Sustainability World Index (DJSI World) on stock performance. In order to receive robust estimation results, we apply an (short-term) event study approach that is based on both a modern asset pricing model, namely the three-factor model ac...

The effects of chemotherapy were evaluated in 43 multiple myeloma patients with high monoclonal globulin levels in both serum and urine. In responding patients, Bence Jones protein excretion declined more rapidly and markedly than the serum myeloma protein. Bence Jones protein excretion was reduced by 50% within 2 mo in responders, remained unchanged in nonresponders, and declined with a slow h...

This study contributes to passive portfolio management by comparing four ways for asset allocation. Index investing, mean-variance optimization, equal-weighting and semi-variance optimization are compared as part of the investment strategy aimed at outperforming Dow Jones Industrial Average (DJIA). The best way allocate assets was portfolios looking minimum semi-variance. Yield spreads below pe...