Authorship trends in Indian wildlife and fisheries literature - a bibliometric study

The authorship and collaborative research patterns in Indian wildlife and fisheries based on the data collected from "Wildlife Review and Fish Review" published bettween 1980 to 1989 are studied. The proportion of single authored papers has decreased from 63.68% in 1980 to 52.74% in 1989. During the same period there was an increase in the average number of authors per paper from 1.57 in 1980 to 1.70 in 1989. The degree of collaborative research also increased from 0.36 to 0.47

Fault tolerant hypercube computer system architecture

A fault-tolerant multiprocessor computer system of the hypercube type comprising a hierarchy of computers of like kind which can be functionally substituted for one another as necessary is disclosed. Communication between the working nodes is via one communications network while communications between the working nodes and watch dog nodes and load balancing nodes higher in the structure is via another communications network separate from the first. A typical branch of the hierarchy reporting to a master node or host computer comprises, a plurality of first computing nodes; a first network of message conducting paths for interconnecting the first computing nodes as a hypercube. The first network provides a path for message transfer between the first computing nodes; a first watch dog node; and a second network of message connecting paths for connecting the first computing nodes to the first watch dog node independent from the first network, the second network provides an independent path for test message and reconfiguration affecting transfers between the first computing nodes and the first switch watch dog node. There is additionally, a plurality of second computing nodes; a third network of message conducting paths for interconnecting the second computing nodes as a hypercube. The third network provides a path for message transfer between the second computing nodes; a fourth network of message conducting paths for connecting the second computing nodes to the first watch dog node independent from the third network. The fourth network provides an independent path for test message and reconfiguration affecting transfers between the second computing nodes and the first watch dog node; and a first multiplexer disposed between the first watch dog node and the second and fourth networks for allowing the first watch dog node to selectively communicate with individual ones of the computing nodes through the second and fourth networks; as well as, a second watch dog node operably connected to the first multiplexer whereby the second watch dog node can selectively communicate with individual ones of the computing nodes through the second and fourth networks. The branch is completed by a first load balancing node; and a second multiplexer connected between the first load balancing node and the first and second watch dog nodes, allowing the first load balancing node to selectively communicate with the first and second watch dog nodes

Pricing and hedging in incomplete markets with coherent risk

We propose a pricing technique based on coherent risk measures, which enables one to get finer price intervals than in the No Good Deals pricing. The main idea consists in splitting a liability into several parts and selling these parts to different agents. The technique is closely connected with the convolution of coherent risk measures and equilibrium considerations. Furthermore, we propose a way to apply the above technique to the coherent estimation of the Greeks

CAPM, rewards, and empirical asset pricing with coherent risk

The paper has 2 main goals: 1. We propose a variant of the CAPM based on coherent risk. 2. In addition to the real-world measure and the risk-neutral measure, we propose the third one: the extreme measure. The introduction of this measure provides a powerful tool for investigating the relation between the first two measures. In particular, this gives us - a new way of measuring reward; - a new approach to the empirical asset pricing

Coherent measurement of factor risks

We propose a new procedure for the risk measurement of large portfolios. It employs the following objects as the building blocks: - coherent risk measures introduced by Artzner, Delbaen, Eber, and Heath; - factor risk measures introduced in this paper, which assess the risks driven by particular factors like the price of oil, S&P500 index, or the credit spread; - risk contributions and factor risk contributions, which provide a coherent alternative to the sensitivity coefficients. We also propose two particular classes of coherent risk measures called Alpha V@R and Beta V@R, for which all the objects described above admit an extremely simple empirical estimation procedure. This procedure uses no model assumptions on the structure of the price evolution. Moreover, we consider the problem of the risk management on a firm's level. It is shown that if the risk limits are imposed on the risk contributions of the desks to the overall risk of the firm (rather than on their outstanding risks) and the desks are allowed to trade these limits within a firm, then the desks automatically find the globally optimal portfolio