Fund managers highly prioritize selecting portfolios with a high Sharpe ratio. Traditionally, this task can be achieved by revising the objective function of the Markowitz mean-variance portfolio model and then resolving quadratic programming problems to obtain the maximum Sharpe ratio portfolio. This study presents a closed-form solution for the optimal Sharpe ratio portfolio by applying Cauch...

Title of Document: ON THE WAY TO LINGUISTIC REPRESENTATION: NEUROMAGNETIC EVIDENCE OF EARLY AUDITORY ABSTRACTION IN THE PERCEPTION OF SPEECH AND PITCH Philip J. Monahan, Ph.D., 2009 Directed By: Assoc. Prof. William J. Idsardi, Linguistics Prof. David Poeppel, Linguistics & Biology The goal of this dissertation is to show that even at the earliest (non-invasive) recordable stages of auditory co...

A new class of solutions to Laplacian growth (LG) with zero surface tension is presented and shown to contain all other known solutions as special or limiting cases. These solutions, which are time-dependent conformal maps with branch cuts inside the unit circle, are governed by a nonlinear integral equation and describe oil fjords with non-parallel walls in viscous fingering experiments in Hel...

1. Introductory remarks 1 2. Energy and area 3 3. Exact Lagrangian submanifolds and the non-squeezing theorem 7 4. Sobolev spaces 9 5. The linear Cauchy–Riemann operator 20 5.1. Proof of the Calderón–Zygmund Theorem for p , 2 26 6. Local properties of J-holomorphic curves 30 6.1. Smoothness 31 6.2. The Carleman Similarity Principle and its applications 35 6.3. Isolation of intersection points a...

Abstract A mathematical model is developed to determine the steady-state electric current flow through in non-homogeneous isotropic conductor whose shape has a three-dimensional hollow body. The equations of Maxwell's theory solid body are used formulate corresponding boundary value problem. determination steady motion charges based on concept electrical conductance. derivation upper and lower ...