812,888 research outputs found
Lax matrices for Yang-Baxter maps
It is shown that for a certain class of Yang-Baxter maps (or set-theoretical
solutions to the quantum Yang-Baxter equation) the Lax representation can be
derived straight from the map itself. A similar phenomenon for 3D consistent
equations on quad-graphs has been recently discovered by A. Bobenko and one of
the authors, and by F. Nijhoff
On the anomalous mass defect of strange stars in the Field Correlator Method
We investigate general aspects of the mass defects of strange stars in the
context of the Field Correlator Method, without magnetic field. The main
parameters of the model that enter the corresponding nonperturbative equation
of state of the quark gluon plasma are the gluon condensate and the large
distance static potential . We calculate mass defects of
stellar configurations in the central density range . In
general, the mass defects are strongly dependent on the model parameters. For a
large range of values of and , we obtain anomalous mass defects with
magnitudes around erg\,, of the same order of the observed energies
of gamma-ray bursts and neutrino emissions in SN1987A, and of the theoretically
predicted energies of the quark-novae explosions.Comment: 24 pages, 6 figure
Strange stars properties calculated in the framework of the Field Correlator Method
We calculate the strange star properties in the framework of the Field
Correlator Method. We find that for the values of the gluon condensate
and , which give a critical
temperature at , the sequences of strange
stars are compatible with some of the semi-empirical mass-radius relations and
data obtained from astrophysical observations.Comment: 26 pages, 10 figure
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Optimal portfolio and spending rules for endowment funds
We investigate the role of different spending rules in a dynamic asset allocation model for university endowment funds. In particular, we consider the fixed consumption-wealth ratio (CW) rule and the hybrid rule which smoothes spending over time. We derive the optimal portfolios under these two strategies and compare them with a theoretically optimal (Merton) strategy. We show that the optimal portfolio with habit is less risky compared to the optimal portfolio without habit. A calibrated numerical analysis on U.S. data shows, similarly, that the optimal portfolio under the hybrid strategy is less risky than the optimal portfolios under both the CW and the classical Merton strategies, in typical market conditions. Our numerical analysis also shows that spending under the hybrid strategy is less volatile than the other strategies. Thus, endowments following the hybrid spending rule use asset allocation to protect spending. However, in terms of the endowment’s wealth, the hybrid strategy comparatively outperforms the conventional Merton and CW strategies when the market is highly volatile but under-performs them when there is strong stock market growth and low volatility. Overall, the hybrid strategy is effective in terms of stability of spending and intergenerational equity because, even if it allows short-term fluctuation in spending, it ensures greater
stability in the long run
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