F. Hernandez-Ramirez,1 A. Tarancon,1 O. Casals,1 E. Pellicer,1 J. Rodriguez,1 A. Romano-Rodriguez,1 J. R. Morante,1 S. Barth,2,3 and S. Mathur2,3,* 1 IN2UB and EME/CErMAE/CEMIC Departament d’Electronica, Universitat de Barcelona UB, C/Marti I Franqués 1, E-08028 Barcelona, Spain 2Department of Inorganic Chemistry, Wuerzburg University, 97074 Wuerzburg, Germany 3Department of Nanocrystalline Mat...

Sanjiv Kaul, MD, FASE,* James G. Miller, PhD,* Paul A. Grayburn, MD, Shinichi Hashimoto, Mark Hibberd, MD, PhD, Mark R. Holland, PhD, FASE, H el ene C. Houle, BA, RDMS, RDCS, RVT, FASE, Allan L. Klein, MD, FASE, Peg Knoll, RDCS, FASE, Roberto M. Lang, MD, FASE, Jonathan R. Lindner, MD, FASE, Marti L. McCulloch, RDCS, FASE, Stephen Metz, PhD, Victor Mor-Avi, PhD, FASE, Alan S. Pearlman, MD, FASE...

Matteo Marti,1 Flora Mela,1 Martina Fantin,1 Silvia Zucchini,1 Jeffrey M. Brown,4 Jassir Witta,4 Manuela Di Benedetto,3 Beata Buzas,4 Rainer K. Reinscheid,5 Severo Salvadori,2 Remo Guerrini,2 Patrizia Romualdi,3 Sanzio Candeletti,3 Michele Simonato,1 Brian M. Cox,4 and Michele Morari1 1Department of Experimental and Clinical Medicine, Section of Pharmacology, and Neuroscience Center, and 2Depar...

The extraordinary conditions in the financial world of late 2008 caused severe market dislocations and consequently many asset managers experienced significant portfolio losses, partly due to ineffective hedging techniques. In order to examine the effect of the credit crisis on investment strategies, we create a diverse set of long-short equity portfolios with domestic equity sectors and an arr...

This paper extends the class of stochastic volatility diffusions for asset returns to encompass Poisson jumps of time-varying intensity. We find that any reasonably descriptive continuous-time model for equity-index returns must allow for discrete jumps as well as stochastic volatility with a pronounced negative relationship between return and volatility innovations. We also find that the domin...

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Susan L. Slager,1 Kari G. Rabe,1 Sara J. Achenbach,1 Celine M. Vachon,1 Lynn R. Goldin,2 Sara S. Strom,3 Mark C. Lanasa,4 Logan G. Spector,5 Laura Z. Rassenti,6 Jose F. Leis,1 Nicola J. Camp,7 Martha Glenn,7 Neil E. Kay,1 Julie M. Cunningham,1 Curtis A. Hanson,1 Gerald E. Marti,8 J. Brice Weinberg,4,9 Vicki A. Morrison,5,10 Brian K. Link,11 Timothy G. Call,1 Neil E. Caporaso,2 and James R. Cerhan1