scholarly journals Unfairly Defiled: A Long Term Perspective on Portfolio Insurance as a Strategy for Limiting Portfolio Losses

2021 ◽  
Vol 10 (2) ◽  
pp. 30
Author(s):  
Jeffrey Ludwig
Keyword(s):  
Portfolio Insurance

Portfolio insurance with ratcheted floor as a long-term asset management strategy: implications of loss aversion

2011 ◽  
Vol 18 (15) ◽  
pp. 1449-1454 ◽  
Author(s):  
Huai-I. Lee ◽  
Hsinan Hsu ◽  
Len-Kuo Hu ◽  
Ching-Chung Lin
Keyword(s):  
Loss Aversion ◽  
Asset Management ◽  
Management Strategy ◽  
Portfolio Insurance

Leaping Black Swans

2019 ◽  
Keyword(s):  
Call Option ◽  
Portfolio Insurance ◽  
Call Options ◽  
Put Option ◽  
Black Swans ◽  
Bond Fund ◽  
Investment Grade

This article examines an option based portfolio insurance strategy where a fixed percentage of the portfolio is used to purchase in the money long-term call options with the remainder invested in a standard investment grade bond fund. Our results show a 90/10 portfolio, where 10% is invested in long term call options, has returns commensurate with the S&P 5000 while mitigating losses. These call option based portfolios don’t require rebalancing during the term of coverage and are flexible enough to suit investors with very different risk tolerances and portfolio sizes. As constructed, these portfolios outperform put option based portfolio insurance strategies and perform as well as a CPPI, with the added advantage of not needing to be actively managed.

Therapy and prevention for mental health: What if mental diseases are mostly not brain disorders?

2019 ◽  
Vol 42 ◽  
Author(s):  
John P. A. Ioannidis
Keyword(s):  
Mental Health ◽  
Mental Disease ◽  
Brain Disorders ◽  
Social Stressors ◽  
Labor Education ◽  
Mental Diseases ◽  
Long Term Follow Up ◽  
Political Decisions

AbstractNeurobiology-based interventions for mental diseases and searches for useful biomarkers of treatment response have largely failed. Clinical trials should assess interventions related to environmental and social stressors, with long-term follow-up; social rather than biological endpoints; personalized outcomes; and suitable cluster, adaptive, and n-of-1 designs. Labor, education, financial, and other social/political decisions should be evaluated for their impacts on mental disease.

Conceptual short-term memory (CSTM) supports core claims of Christiansen and Chater

2016 ◽  
Vol 39 ◽  
Author(s):  
Mary C. Potter
Keyword(s):  
Working Memory ◽  
Rapid Serial Visual Presentation ◽  
Language Comprehension ◽  
Short Term Memory ◽  
Visual Presentation ◽  
Long Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Use Of Knowledge

AbstractRapid serial visual presentation (RSVP) of words or pictured scenes provides evidence for a large-capacity conceptual short-term memory (CSTM) that momentarily provides rich associated material from long-term memory, permitting rapid chunking (Potter 1993; 2009; 2012). In perception of scenes as well as language comprehension, we make use of knowledge that briefly exceeds the supposed limits of working memory.

Brief summary of Kleť photographic search programme for minor planets

1999 ◽  
Vol 173 ◽  
pp. 189-192
Author(s):  
J. Tichá ◽  
M. Tichý ◽  
Z. Moravec
Keyword(s):  
Ccd Camera ◽  
Minor Planet ◽  
Minor Planets ◽  
Main Belt

AbstractA long-term photographic search programme for minor planets was begun at the Kleť Observatory at the end of seventies using a 0.63-m Maksutov telescope, but with insufficient respect for long-arc follow-up astrometry. More than two thousand provisional designations were given to new Kleť discoveries. Since 1993 targeted follow-up astrometry of Kleť candidates has been performed with a 0.57-m reflector equipped with a CCD camera, and reliable orbits for many previous Kleť discoveries have been determined. The photographic programme results in more than 350 numbered minor planets credited to Kleť, one of the world's most prolific discovery sites. Nearly 50 per cent of them were numbered as a consequence of CCD follow-up observations since 1994.This brief summary describes the results of this Kleť photographic minor planet survey between 1977 and 1996. The majority of the Kleť photographic discoveries are main belt asteroids, but two Amor type asteroids and one Trojan have been found.

Evolution of Large-Scale Coronal Structures

1994 ◽  
Vol 144 ◽  
pp. 29-33
Author(s):  
P. Ambrož
Keyword(s):  
Magnetic Field ◽  
Field Line ◽  
Large Scale ◽  
Coronal Magnetic Field ◽  
Source Surface ◽  
Solar Cycles ◽  
Characteristic Relationship ◽  
The Magnetic Field ◽  
Coronal Structures

AbstractThe large-scale coronal structures observed during the sporadically visible solar eclipses were compared with the numerically extrapolated field-line structures of coronal magnetic field. A characteristic relationship between the observed structures of coronal plasma and the magnetic field line configurations was determined. The long-term evolution of large scale coronal structures inferred from photospheric magnetic observations in the course of 11- and 22-year solar cycles is described.Some known parameters, such as the source surface radius, or coronal rotation rate are discussed and actually interpreted. A relation between the large-scale photospheric magnetic field evolution and the coronal structure rearrangement is demonstrated.

Long-term Cyclic Variations of Prominences, Green and Red Coronae over Solar Cycles

2000 ◽  
Vol 179 ◽  
pp. 201-204
Author(s):  
Vojtech Rušin ◽  
Milan Minarovjech ◽  
Milan Rybanský
Keyword(s):  
Emission Lines ◽  
High Latitudes ◽  
Green Line ◽  
Solar Cycles ◽  
The South ◽  
Coronal Emission ◽  
Local Maxima ◽  
The North ◽  
Cyclic Variations

AbstractLong-term cyclic variations in the distribution of prominences and intensities of green (530.3 nm) and red (637.4 nm) coronal emission lines over solar cycles 18–23 are presented. Polar prominence branches will reach the poles at different epochs in cycle 23: the north branch at the beginning in 2002 and the south branch a year later (2003), respectively. The local maxima of intensities in the green line show both poleward- and equatorward-migrating branches. The poleward branches will reach the poles around cycle maxima like prominences, while the equatorward branches show a duration of 18 years and will end in cycle minima (2007). The red corona shows mostly equatorward branches. The possibility that these branches begin to develop at high latitudes in the preceding cycles cannot be excluded.

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