Exchange-traded funds (ETFs) provide investors with a single, tradable security for gaining
exposure to an index that presumably proxies for an asset class. In the US alone, ETF assets …

This paper presents the results of a study of rates of deterioration of steel and prestressed
concrete bridge superstructures. The study involved forming sample groups of bridges that …

This article analyzes the effects of various rebalancing decisions on the risk and return of a
multi-asset class portfolio. The findings show that the daily monitoring of a portfolio coupled …

We provide evidence that most results from traditional return-based style analysis are
inconsistent and too dynamic to be used in a meaningful way (see Sharpe [1988, 1992]). We …

Gallstone ileus can be defined as mechanical intestinal obstruction due to intraluminal occlusion
of bowel by a biliary calculus. Although it was once thought to be a unique clinical entity…

We examine differences in the effective duration, effective convexity, and the option-adjusted
spread resulting from different one-factor no-arbitrage interest rate models. The models …

Derivatives have been around for a long time, but only recently have corporate managers
begun to view derivatives as a viable strategy for actively managing financial risk. In addition to …

This study examines the performance of international mutual fund indexes across alternative
Federal Reserve monetary policy environments. The results suggest that the benefits touted …

This analysis extends the findings of previous researchers by examining the relationship
between Federal Reserve monetary policy and long-term returns to various sectors of the US …

Approximating partial differential equations (PDEs) using the finite difference method (FDM)
is a common occurrence in contingent claim asset pricing. Past studies have stated that an …