scholarly journals Research Department - Banking Section - Administrative Machinery - Under Special Accounts, Cash and Treasury Bills - Deposit Test - File 1 - December 1949 - September 1951

Author(s):  
Tim Gorichanaz

A synthesis of the work of Michael Buckland reveals the critique that, for too long, LIS has been a one-sided coin. Growing out of professional education, LIS has traditionally nurtured only its applied, practical and empirical side. Challenging this imbalance, emerging research in LIS points to the development of the basic, liberal arts and conceptual side of the discipline. Indeed, the advent of JCLIS reflects this trend. An interest in basic LIS is welcome for a number of reasons: By clarifying key concepts, it will lead to improved practice; by contributing more widely to human knowledge it will fulfill the obligations of being an academic research department; and by exploring information issues which are becoming relevant to all members of society, it will realize a greater purpose. This paper surveys the extent to which the basic side of LIS has emerged, examining the content of the top LIS journals and the curricula of the top LIS institutions. The findings point to an inchoate reverse, but one with numerous challenges that remain beyond the horizon. This paper serves as an invitation to researchers and educators to consider how they can further contribute to minting the basic side of the coin of LIS.


Author(s):  
Andrey S. Usachev

The article tells about the collection of manuscript books of collector and Old Believer P. Ovchinnikov (1843—1912), now stored in the Manuscript Research Department of the Russian State Library. The special attention is paid to early history of the collection: to features of work of the collector with manuscripts, and also to their use by other researchers. The research is based on the data of various sources — notes on books, memoirs of contemporaries about P. Ovchinnikov, the unpublished documents.


Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 1030
Author(s):  
Oscar V. De la Torre-Torres ◽  
Evaristo Galeana-Figueroa ◽  
José Álvarez-García

In the present paper, we test the benefit of using Markov-Switching models and volatility futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 (ESTOXX50) stock index, we forecasted the smoothed regime-specific probabilities at T + 1 and used them as the weighting method of a diversified portfolio in ESTOXX50 and ESTOSS50 volatility index (VSTOXX) futures. With the estimated smoothed probabilities from 9 July 2009 to 29 September 2020, we simulated the performance of three theoretical investors who paid different trading costs and invested in ESTOXX50 during calm periods (low volatility regime) or VSTOXX futures and the three-month German treasury bills in distressed or highly distressed periods (high and extreme volatility regimes). Our results suggest that diversification benefits hold in the short-term, but if a given investor manages a two-asset portfolio with ESTOXX50 and our simulated portfolios, the stock portfolio’s performance is enhanced significantly, in the long term, with the presence of trading costs. These results are of use to practitioners for algorithmic and active trading applications in ESTOXX50 ETFs and VSTOXX futures.


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