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Search Results: 1 - 10 of 402844 matches for " J. H. Witte "
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The Hidden Risk Factor  [PDF]
J. H. Witte, D. Ples, J. Corominas
Journal of Mathematical Finance (JMF) , 2013, DOI: 10.4236/jmf.2013.33A003
Abstract:

To achieve maximum returns consistent with an investor’s appetite for risk, the correct identification and estimation of all relevant risk factors in a portfolio are necessary. In this paper, we identify the role of foreign currency as an important risk factor from an international investor’s point of view.

Why Indexing Works
J. B. Heaton,N. G. Polson,J. H. Witte
Quantitative Finance , 2015,
Abstract: We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index. We motivate our model with the empirical observation that the best performing stocks in a broad market index perform much better than the other stocks in the index. While randomly selecting a subset of securities from the index increases the chance of outperforming the index, it also increases the chance of underperforming the index, with the frequency of underperformance being larger than the frequency of overperformance. The relative likelihood of underperformance by investors choosing active management likely is much more important than the loss to those same investors of the higher fees for active management relative to passive index investing. Thus, the stakes for finding the best active managers may be larger than previously assumed.
Pairing in high-density neutron matter including short- and long-range correlations
D. Ding,A. Rios,W. H. Dickhoff,H. Dussan,A. Polls,S. J. Witte
Physics , 2015,
Abstract: The influence of short-range correlations (SRC) on the spectral distribution of neutrons is incorporated in the solution of the gap equation for the ${}^3P_2-{}^3F_2$ coupled channel in pure neutron matter at high density. This effect is studied for three different realistic interactions. The gap in this channel is strongly suppressed by these correlations but does not vanish. For a consistent treatment we also include for the first time the effect of long-range correlations (LRC) by incorporating polarization terms in addition to the bare interaction. This allows the neutrons to exchange density and spin fluctuations governed by the strength of Landau parameters with values that are consistent with the available literature. While these LRC have an antiscreening tendency, they only slightly increase the gap in the ${}^3P_2-{}^3F_2$ coupled channel for all three realistic interactions as long as SRC are included. All three interactions generate maximum gaps around 0.1 to 0.2 MeV at most with a small dependence on the hardness of the interaction. These results are relevant for the cooling scenarios of neutron stars, in particular the young neutron star in Cassiopeia A.
Pairing in bulk nuclear matter beyond BCS
D. Ding,S. J. Witte,W. H. Dickhoff,H. Dussan,A. Rios,A. Polls
Physics , 2014, DOI: 10.1063/1.4899220
Abstract: The influence of short-range correlations on the spectral distribution of neutrons is incorporated in the solution of the gap equation for the ${}^3P_2-{}^3F_2$ coupled channel in pure neutron matter. This effect is studied for different realistic interactions including one based on chiral perturbation theory. The gap in this channel vanishes at all relevant densities due to the treatment of these correlations. We also consider the effect of long-range correlations by including polarization terms in addition to the bare interaction which allow the neutrons to exchange density and spin fluctuations governed by the strength of Landau parameters allowed to have reasonable values consistent with the available literature. Preliminary results indicate that reasonable values of these parameters do not generate a gap in the ${}^3P_2-{}^3F_2$ coupled channel either for all three realistic interactions although the pairing interaction becomes slightly more attractive.
Optical and Near-Infrared Spectroscopy of the L Subdwarf SDSS J125637.13-022452.4
Adam J. Burgasser,Soeren Witte,Christiane Helling,Robyn E. Sanderson,John J. Bochanski,Peter H. Hauschildt
Physics , 2009, DOI: 10.1088/0004-637X/697/1/148
Abstract: Red optical and near-infrared spectroscopy are presented for SDSS J125637.13-022452.4, one of only four L subdwarfs reported to date. These data confirm the low-temperature, metal-poor nature of this source, as indicated by prominent metal-hydride bands, alkali lines, and collision-induced H2 absorption. The optical and near-infrared spectra of SDSS J1256-0224 are similar to those of the sdL4 2MASS J16262034+3925190, and we derive a classification of sdL3.5 based on the preliminary scheme of Burgasser, Cruz, & Kirkpatrick. The kinematics of SDSS J1256-0224 are consistent with membership in the Galactic inner halo, with estimated $UVW$ space velocities indicating a slightly prograde, eccentric and inclined Galactic orbit (3.5 <~ R <~ 11 kpc; |Zmax| = 7.5 kpc). Comparison to synthetic spectra computed with the Phoenix code, including the recent implementation of kinetic condensate formation (Drift-Phoenix), indicate Teff ~ 2100-2500 K and [M/H] ~ -1.5 to -1.0 for logg ~ 5.0-5.5 (cgs), although there are clear discrepancies between model and observed spectra particularly in the red optical region. The stronger metal-oxide bands present in the Drift-Phoenix model spectra, a result of phase-non-equilibrium abundances of grain species, appears to contradict prior suggestions that grain formation is inhibited in metal-poor atmospheres; conclusive statements on the metallicity dependence of grain formation efficiency are as yet premature. In addition, an apparent shift in the temperature scale of L subdwarfs relative to L dwarfs may obviate the need for modified grain chemistry to explain some of the former's unique spectral characteristics.
Arctic microbial community dynamics influenced by elevated CO2 levels
C. P. D. Brussaard,A. A. M. Noordeloos,H. Witte,M. C. J. Collenteur
Biogeosciences Discussions , 2012, DOI: 10.5194/bgd-9-12309-2012
Abstract: The Arctic Ocean ecosystem is particular vulnerable for ocean acidification (OA) related alterations due to the relatively high CO2 solubility and low carbonate saturation states of its cold surface waters. Thus far, however, there is only little known about the consequences of OA on the base of the food web. In a mesocosm CO2-enrichment experiment (overall CO2 levels ranged from ~180 to 1100 μatm) in the Kongsfjord off Svalbard, we studied the consequences of OA on a natural pelagic microbial community. The most prominent finding of our study is the profound effect of OA on the composition and growth of the Arctic phytoplankton community, i.e. the picoeukaryotic photoautotrophs and to a lesser extent the nanophytoplankton prospered. A shift towards the smallest phytoplankton as a result of OA will have direct consequences for the structure and functioning of the pelagic food web and thus for the biogeochemical cycles. Furthermore, the dominant pico- and nanophytoplankton groups were found prone to viral lysis, thereby shunting the carbon accumulation in living organisms into the dissolved pools of organic carbon and subsequently affecting the efficiency of the biological pump in these Arctic waters.
Most Antidepressant Use in Primary Care Is Justified; Results of the Netherlands Study of Depression and Anxiety
Ellen Piek,Klaas van der Meer,Witte J. G. Hoogendijk,Brenda W. J. H. Penninx,Willem A. Nolen
PLOS ONE , 2012, DOI: 10.1371/journal.pone.0014784
Abstract: Depression is a common illness, often treated in primary care. Many studies have reported undertreatment with antidepressants in primary care. Recently, some studies also reported overtreatment with antidepressants. The present study was designed to assess whether treatment with antidepressants in primary care is in accordance with current guidelines, with a special focus on overtreatment.
The Social Representation as a Consensual System and Correlation Analysis
Witte, Erich, H.
Papers on Social Representations , 1994,
Abstract:
Arctic microbial community dynamics influenced by elevated CO2 levels
C. P. D. Brussaard, A. A. M. Noordeloos, H. Witte, M. C. J. Collenteur, K. Schulz, A. Ludwig,U. Riebesell
Biogeosciences (BG) & Discussions (BGD) , 2013,
Abstract: The Arctic Ocean ecosystem is particularly vulnerable to ocean acidification (OA) related alterations due to the relatively high CO2 solubility and low carbonate saturation states of its cold surface waters. Thus far, however, there is only little known about the consequences of OA on the base of the food web. In a mesocosm CO2-enrichment experiment (overall CO2 levels ranged from ~ 180 to 1100 μatm) in Kongsfjorden off Svalbard, we studied the consequences of OA on a natural pelagic microbial community. OA distinctly affected the composition and growth of the Arctic phytoplankton community, i.e. the picoeukaryotic photoautotrophs and to a lesser extent the nanophytoplankton thrived. A shift towards the smallest phytoplankton as a result of OA will have direct consequences for the structure and functioning of the pelagic food web and thus for the biogeochemical cycles. Besides being grazed, the dominant pico- and nanophytoplankton groups were found prone to viral lysis, thereby shunting the carbon accumulation in living organisms into the dissolved pools of organic carbon and subsequently affecting the efficiency of the biological pump in these Arctic waters.
Lymphomas presenting as chest wall tumors
Witte, Biruta,Hürtgen, Martin
GMS Thoracic Surgical Science , 2006,
Abstract: Four cases of thoracic lymphoma mimicking chest wall tumors are presented. As resection is not the treatment of first choice in lymphomas, pretherapeutical evaluation of chest wall tumors should include a thoroughly staging and a biopsy for histopathological diagnosis. Chest wall destruction due to an anterior mediastinal mass, or a chest wall tumor associated with mediastinal lymph node enlargement, could be suspicious of thoracic lymphoma. Lymphoma with chest wall involvement mostly turns out to be Hodgkin's disease or large B-cell lymphoma. Stage and histopathological diagnosis have major impact on treatment and prognosis. Therapy is chemotherapy or chemo-radiation.
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