ABSTRACT We propose a new asset pricing framework in which all securities' signals predict each individual return. While the literature focuses on own‐signal predictability, assuming equal strength across securities, our includes cross‐predictability—leading to three main results. First, we derive optimal strategy closed form. It consists of eigenvectors “prediction matrix,” call “principal por...

We present two examples of interfaces for Mobile Mixed Reality Conferencing. The WearCom interface surrounds the user with a wearable body-stabilized communications space, while the Tangible Conferencing interface represents remote collaborators are live virtual video images attached to real objects. Both interfaces run on commercially available wearable computers, and they demonstrate how Mixe...

Despite a number of papers that discuss the advantages of increased size on risk levels in real estate portfolios there is remarkably little empirical evidence based on actual portfolios. The objective of this paper is to remedy this deficiency by examining the portfolio risk of a large sample of actual property data over the period 1981 to 1996. The results show that all that can be said is th...

BACKGROUND Web conferencing is a synchronous technology that allows coordinated online audio and visual interactions with learners logged in to a central server. Recently, its use has grown rapidly in academia, while research on its use has not kept up. Conferencing systems typically facilitate communication and support for multiple presenters in different locations. A paucity of research has e...

The purpose of this study was to determine the degree to which employers support the use of e-portfolios by job applicants and attempted to answer the following additional questions: (1) What e-portfolio features do employers prefer? (2) What eportfolio delivery systems do employers prefer? and (3) What are types of companies prefer that applicants use e-portfolios when applying for a job? A sa...

and Company LLC (GMO) uses mixed-integer-programming (MIP) methods to construct portfolios that are close (in terms of sector and security exposure) to target portfolios, have the same liquidity, turnover, and expected return as the target portfolios, control frictional costs, and do so with fewer distinct stocks and with fewer transactions. It also applies MIP methods to portfolios consisting ...

Extracurricular participation in adolescence is often linked to the development of a prosocial identity and social relationships. Through these social psychological mechanisms, participation is thought to prevent risky behavior in adolescence and into emerging adulthood. This study examined the relationship between high school activity portfolios and risky behaviors (i.e. binge drinking, drug u...