Asset Management in Volatile Markets

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to understand what happens in their investment universe. In the present SUERF Study, we have collected a sample of outstanding colloquium contributions under the fitting headline: Asset Management in Volatile Markets.derivatives, financial innovation, asset management, finance-growth-nexus; Relative Value Strategy, Pair Trading, Slippage, Implementation Shortfall, Asset Management, Fin4Cast

Energy dependence of Lambda and anti-Lambda production at CERN-SPS energies

Rapidity distributions for Lambda and anti-Lambda hyperons in central Pb-Pb collisions at 40, 80 and 158 AGeV and for K 0 s mesons at 158 AGeV are presented. The lambda multiplicities are studied as a function of collision energy together with AGS and RHIC measurements and compared to model predictions. A different energy dependence of the Lambda/pi and anti-Lambda/pi is observed. The anti-Lambda/Lambda ratio shows a steep increase with collision energy. Evidence for a anti-Lambda/anti-p ratio greater than 1 is found at 40 AGeV