The Member o the Wedding

153 hal;17,5 c

Turkestan 1909

Relief shown by hachures and spot heights. "Feuille II." "Atlas Universale par Vivien de Saint-Martin & Fr. Schrader." "Loaned by the American Geographical Society to the Peace Conference at Versailles, 1918-1919."This 1909 map covers Turkestan, or the domains of Russia in Central Asia, along with adjoining regions in Persia, Afghanistan, British India, and China. Russia had acquired its vast holdings in Central Asia, including the protectorates of Khiva and Bukhara, in the second half of the previous century. The map shows Bokhara as the state capital of Turkestan and Tashkent, present-day capital of Uzbekistan, as the seat of government. This is the second map in a series of ten published by Hachette in the early 1900s as part of the Atlas Universel (World atlas) by Louis Vivien de Saint-Martin and Franz Schrader. The other maps in the series are: 1, Asia Minor and the Caucasus; 3, Mongolia; 4, Japan, Korea, and Manchuria; 5, Arabia; 6, Persia, Afghanistan, and Northwest India; 7, Northeast India and Tibet; 8, China; 9, South India; and 10, Indochina. One of the contributors to the map is David Alexandrovich Aïtoff (1854–1933), the inventor of the Aïtoff projection in cartography, who first published his formulation in an article entitled “Projections des cartes géographiques” that appeared in Atlas de géographie moderne in 1889. The map includes a glossary of Russian and Turkish terms. It was loaned by the American Geographical Society to the Paris Peace Conference of 1918–19, convened to draw up peace treaties after World War I. WDLColor1:5,000,000 (E 48--E 86/N 58--N 36

De incubo.

Diss. Göttingen.OPLADEN-RUG0

Asset price dynamics and diversification with heterogeneous agents

A discrete-time dynamic model of a financial market is developed, where two types of agents, fundamentalists and chartists, allocate their wealth between two risky assets and a safe asset, according to one-period mean-variance maximization. The two groups of agents form different expectations about asset returns and their variance/covariance structure, and this results in different demand functions. At the end of each trading period, agents' demands are aggregated by a market maker, who sets the next period prices as functions of the excess demand. The model results in a high-dimensional nonlinear discrete-time dynamical system, which describes the time evolution of prices and agents' beliefs about expected returns, variances and correlation. It is shown that the unique steady state may become unstable through a Hopf-bifurcation and that an attracting limit cycle, or more complex attractors, exist for particular ranges of the key parameters. In particular, the two risky assets may exhibit "coupled" long-run price fluctuations and time-varying correlation of returns. © 2005 Springer-Verlag Berlin Heidelberg

Birth and Baptism Certificate for Barbara Bordner

Printed Taufschein with colorful blue, red, and yellow birds, floral-and-vine borders, and winged angel heads in top corners.https://digitalcommons.ursinus.edu/ursinus_fraktur/1013/thumbnail.jp