Geometric approach to asymptotic expansion of Feynman integrals

We present an algorithm that reveals relevant contributions in non-threshold-type asymptotic expansion of Feynman integrals about a small parameter. It is shown that the problem reduces to finding a convex hull of a set of points in a multidimensional vector space.Comment: 6 pages, 2 figure

Communicating Asset Risk: How the format of historic volatility information affects risk perception and investment decisions

An experiment examined the effect that the type and presentation format of information about investment options have on expectations held by investors about asset risk, returns, and volatility. Some respondents were provided with the names of investment options in addition to historical (1987-97) volatility data, and some were not. Historical volatility was presented either as a bar graph of returns per year or as a continuous density distribution of returns over the 10-year period. Risk and volatility perceptions both varied significantly as a function of type and format of information, but in different ways. Biases in risk perception, but not in volatility forecasts, affected portfolio decisions.