Human haptoglobin, the serum haemoglobinbinding protein, can be differentiated into three common phenotypes (Hp i-i, Hp 2-I, and Hp2-2) by means of starch gel electrophoresis at pH 8-6 (Smithies, 1955). These differences were thought to be determined by a pair of allelic genes Hp" and Hp2 (Smithies and Walker, I955, I956). However, chemical reduction of purified haptoglobin followed by electrop...

Crawford and the other members of the . planning comniittee, ·SuSan Campell and Jan Corpening, are excited about the Graylyn tours being available for the first time. "Most parents don't realize that Graylyn is a part of Wake Forest," Crawford said. The buffet dinner is also a change from last year's Parents' Weekend. In the past there has been an outdoor cookout. Crawford said that there has b...

a r t i c l e i n f o Keywords: Price-change implied volatility Implied volatility S&P 500 options Futures contracts We use a regression model to test observed price changes with Greeks as regressors. Greeks are computed using implied volatility, price-change implied volatility and historical volatility. We find sufficient evidence to reject model Greeks as unbiased responses to underlying pric...

I introduce dynamic option trading and non-linear views into the classical portfolio selection problem. The optimal dynamic option portfolio is characterized explicitly in terms of its expected sensitivities (Greeks) and the role of the meanvariance efficient portfolio is played by the “Greek-efficient” portfolio. This is the portfolio that has the optimal sensitivities to chosen risk factors. ...