Win private equity and hedge funds replace real estate in mixed-asset portfolios? Not likely (2007)
Bond, SA, Hwang, S, Mitchell, P, Satchell, SE
The role of commercial real estate in the investment portfolios of institutional investors is now well established, and allocations towards real estate are increasing. However, fund managers are also...
Bond, SA, Hwang, S, Lin, ZG, Vandell, KD
The role of selling ( or marketing) period uncertainty in understanding risk associated with property investment is examined in this paper. Using an approach developed by Lin (2004), and Lin and...
Will private equity and hedge funds replace real estate in mixed-asset portfolios? (2007)
Bond, S. A., Hwang, S., Mitchell, P., Satchell, S. E.
The role of commercial real estate in the investment portfolios of institutional investors is now well established, and allocations towards real estate are increasing. However, fund managers are also...
Bond, S. A., Hwang, S., Lin, Z., Vandell, K.
he role of selling (or marketing) period uncertainty in understanding risk associated with property investment is examined in this paper. Using an approach developed by Lin (2004), and Lin and...
Electronic interactions between gold nanoclusters in constrained geometries (2005)
Kim, Sang Hoon, Hwang, S., Shon, Young-Seok, Ogletree, D. Frank, Salmeron, Miquel
The Status Of Structural Genomics Defined (2003)
P. E. Bourne, W. Krebs, W. Li, A. Godzik, I. Friedberg, ...
This paper addresses this question
Nonsemisimple Fusion Algebras and the Verlinde Formula (2003)
Fuchs, J., Hwang, S., Semikhatov, A. M., Tipunin, I. Yu.
We find a nonsemisimple fusion algebra F_p associated with each (1,p) Virasoro model. We present a nonsemisimple generalization of the Verlinde formula which allows us to derive F_p from modular...
Logarithmic Conformal Field Theories via Logarithmic Deformations (2002)
Fjelstad, J., Fuchs, J., Hwang, S., Semikhatov, A. M., Tipunin, I. Yu.
We construct logarithmic conformal field theories starting from an ordinary conformal field theory -- with a chiral algebra C and the corresponding space of states V -- via a two-step construction:...
Unitarity of strings and non-compact Hermitian symmetric spaces (1998)
If G is a simple non-compact Lie group, with K its maximal compact subgroup, such that K contains a one-dimensional center C, then the coset space G/K is an Hermitian symmetric non-compact space....
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return
Anthony D. Hall, S. Hwang, Steve Satchell
This paper applies Bayesian variable selection methods from the statistics literature to give guidance in the decision to include/omit factors in a global (linear factor) stock return model. Once one...
Hwang, S, Kawazoe, R, Herrin, D L
Levels of mRNA for the chloroplast-encoded elongation factor Tu (tufA) showed a dramatic daily oscillation in the green alga Chlamydomonas reinhardtii, peaking once each day in the early light...
Epitopes exposed on hepatitis delta virus ribonucleoproteins.
Bichko, V V, Lemon, S M, Wang, J G, Hwang, S, Lai, M M, Taylor, J M
A total of 17 antibodies, raised in several nonhuman species and specific for different regions on the delta antigen (delta Ag), were used to map, via immunoprecipitation, those domains exposed on...
Unfolding and refolding of a purified precursor protein during import into isolated mitochondria.
Eilers, M, Hwang, S, Schatz, G
A purified mitochondrial precursor protein unfolds to a protease-sensitive conformation at the surface of isolated mitochondria before being imported into the organelles. This unfolding is stimulated...
Hwang, S, Kawazoe, R, Herrin, D L
Levels of mRNA for the chloroplast-encoded elongation factor Tu (tufA) showed a dramatic daily oscillation in the green alga Chlamydomonas reinhardtii, peaking once each day in the early light...
Epitopes exposed on hepatitis delta virus ribonucleoproteins.
Bichko, V V, Lemon, S M, Wang, J G, Hwang, S, Lai, M M, Taylor, J M
A total of 17 antibodies, raised in several nonhuman species and specific for different regions on the delta antigen (delta Ag), were used to map, via immunoprecipitation, those domains exposed on...
Unfolding and refolding of a purified precursor protein during import into isolated mitochondria.
Eilers, M, Hwang, S, Schatz, G
A purified mitochondrial precursor protein unfolds to a protease-sensitive conformation at the surface of isolated mitochondria before being imported into the organelles. This unfolding is stimulated...
Chondroprotective activity of N-acetylglucosamine in rabbits with experimental osteoarthritis
Shikhman, A, Amiel, D, D'Lima, D, Hwang, S, Hu, C, Xu, A, ...
Objective: To examine the therapeutic efficacy of N-acetylglucosamine (GlcNAc) in rabbits with experimental osteoarthritis (OA).
Market Risk and the Concept of Fundamental Volatility
This paper proposes the unobserved fundamental component of volatility as a measure of risk. This concept of fundamental volatility may be more meaningful than observed volatility for market...
Implied Volatility Forecasting: A Comparison of Different Procedures
The purpose of this paper is to consider how to forecast implied volatility for a selection of UK companies with traded options on their stocks. The authors consider a range of GARCH and log--ARFIMA...
An Integrated Risk Measure with Application to UK Asset Allocation
Damant, C., Hwang, S., Satchell, S. E.
In this paper the integrated risk measure of Damant and Satchell (1996) is used to formulate an investor's utility function and the properties of this function are investigated. The authors calibrate...
Modelling Emerging Market Risk Premia using Higher Moments
The purpose of this paper is to build an asset pricing model for emerging markets using higher moments. It is well-known that conventional CAPM models fail to explain the risk present in the data....