Tits–Satake projections of homogeneous special geometries
We organize the homogeneous special geometries, describing as well the couplings of D= 6,
5, 4 and 3 supergravities with eight supercharges, in a small number of universality classes…
5, 4 and 3 supergravities with eight supercharges, in a small number of universality classes…
Cosmic billiards with painted walls in non-maximal supergravities: A worked out example
P Fré, F Gargiulo, K Rulik - Nuclear Physics B, 2006 - Elsevier
The derivation of smooth cosmic billiard solutions by means of the compensator method,
introduced by us sometimes ago, is extended to the case of supergravity with non-maximal …
introduced by us sometimes ago, is extended to the case of supergravity with non-maximal …
The general pattern of Kač–Moody extensions in supergravity and the issue of cosmic billiards
In this paper we study the systematics of the affine extension of supergravity duality algebras
when one steps down from D=4 to D=2 which is instrumental for the study of cosmic billiards…
when one steps down from D=4 to D=2 which is instrumental for the study of cosmic billiards…
Interest rate exposure of volatility portfolios
C De Franco, B Monnier, K Rulik - The Journal of Index …, 2017 - search.proquest.com
The authors assess the exposure of stock portfolios sorted by total volatility to interest rate
risk and determine whether this nonequity risk can explain differences in risk and risk-adjusted …
risk and determine whether this nonequity risk can explain differences in risk and risk-adjusted …
How Different Are Alternative Beta Strategies?
…, B Monnier, J Nicolle, K Rulik - The Journal of Index …, 2016 - search.proquest.com
In this article, the authors use a quantitative approach to compare different alternative beta
strategies, based on statistical relationships among their returns. Using correlations, principal …
strategies, based on statistical relationships among their returns. Using correlations, principal …
Efficient portfolio: Market beta and beyond
B Monnier, K Rulik - ETFs and Indexing, 2012 - guides.pm-research.com
The rise of alternative beta investment strategies is a recent trend that positions itself at the
fore of another powerful trend: the growth of passive “beta” investing. Passive investing in …
fore of another powerful trend: the growth of passive “beta” investing. Passive investing in …
Factor exposure of alternative beta strategies across market regimes
C De Franco, B Monnier, K Rulik - The Journal of Index …, 2016 - search.proquest.com
The authors study the time-dependent relationship between alternative beta strategies and
the Fama-French factors. It is widely believed that the excess performance of alternative beta …
the Fama-French factors. It is widely believed that the excess performance of alternative beta …
[PDF][PDF] Cosmic Billiards with Painted Walls in Non Maximal Supergravities.
P Fré, F Gargiulo, K Rulik - arXiv preprint hep-th/0507256 - Citeseer
The derivation of smooth cosmic billiard solutions by means of the compensator method,
introduced by us sometimes ago, is extended to the case of supergravity with non maximal …
introduced by us sometimes ago, is extended to the case of supergravity with non maximal …
Practical Applications of How Different Are Alternative Beta Strategies?
C de Franco, B Monnier, J Nicolle, K Rulik… - Practical …, 2016 - pm-research.com
Alternative beta equity strategies can offer reduced risk and enhanced investment returns
compared with the overall market; however, no single strategy, or type of strategy, is proven to …
compared with the overall market; however, no single strategy, or type of strategy, is proven to …
[CITATION][C] Fré, Pietro; Gargiulo, Floriana; Rosseel, Jan; Rulik, Ksenya; Trigiante, Mario; Van Proeyen, Antoine Tits-Satake projections of homogeneous special …
A Swann - Mathematical Reviews, 2008 - portal.findresearcher.sdu.dk
Fré, Pietro; Gargiulo, Floriana; Rosseel, Jan; Rulik, Ksenya; Trigiante, Mario; Van Proeyen,
Antoine Tits-Satake projections of homogeneous special geometries — University of Southern …
Antoine Tits-Satake projections of homogeneous special geometries — University of Southern …