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On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
We would like to thank John Doukas (the editor) and two anonymous referees for their invaluable suggestions and help. For helpful comments, we thank Victor DeMiguel (LBS), Adelphe Ekponon (Liverpool), Chris Florackis (Liverpool), YuKun Liu (Rochester), Jayant Rao (Claremont), Richard T. Thakor (Minnesota & MIT), Yang Yang (Tsinghua), Peter Zimmerman (Fed), and conference and seminar participants at University of Bath, University of York, Aston University, University of Southampton, 2021 Southwestern Finance Association Annual Meeting, 28th Annual Global Finance Conference, 2021 Annual Meeting of the European Financial Management Association, 19th Annual Conference of the Hellenic Finance and Accounting Association, 2021 Annual Conference of the British Accounting and Finance Association, 2021 The Finance Symposium, 2021 Annual Conference of the Financial Engineering & Banking Society, and 2021 World Finance Conference, and 2022 Entrepreneurial Finance Association Annual Meeting. All errors are our own. The paper was previously circulated under the title “Cryptocurrency Factor Portfolios: Performance, Decomposition and Pricing Models.”Peer reviewe
Ramps first – interpreting thrust nucleation in multilayers
Acknowledgements The work contained in this paper was conducted during a PhD study undertaken as part of the Centre for Doctoral Training (CDT) in Geoscience and the Low Carbon Energy Transition (NERC Grant Code RG15727-10). It is sponsored by Aberdeen University, via their GeoNetZero 502 CDT Studentship, whose support is gratefully acknowledged. Many thanks to Magda Chmielewska for assistance with the virtual outcrop model processing and to Elizabeth Unsworth and Jack Connors for assistance with drone piloting in the field. The virtual outcrop is available at: https://sketchfab.com/3d-models/st-brides-haven506 pembrokeshire-d9808f4cd1ca46e8aef549f2300913b4. We thank Bob Holdsworth and an anonymous reviewer for their critical reviews of an earlier draft of this paper, though the views and any remaining errors remain the responsibility of the authors.Peer reviewe
Association between pre-biologic T2-biomaker combinations and response to biologics in patients with severe asthma
Funding This study was conducted by the Observational and Pragmatic Research Institute (OPRI) Pte Ltd and was partially funded by Optimum Patient Care Global (OPCG) and AstraZeneca Ltd. No funding was received by the OPRI for its contribution. The International Severe Asthma Registry (ISAR) is operated by OPCG and co-funded by OPCG and AstraZenecaPeer reviewe
Molecular dynamics simulation of oil displacement using surfactant in a nano-silica pore
This work was supported by National Natural Science Foundation of China (52074347) Open Access via the Elsevier agreementPeer reviewe
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Bionic Structure Inspired by Tree Frogs to Enhance Damping Performance
Funding This work was supported by the National Natural Science Foundation of China (grant numbers 51735006, 51927810, and U1837206) and Beijing Municipal Natural Science Foundation (grant number 3182013).Peer reviewe