Macroscopic Approach to Soil Liquefaction

In view of the fact that microscopic liquefaction cannot be equated with the macroscopic one; further, owing to the unsolved difficulties in taking undisturbed samples of sand end in performing laboratory tenting of liquefaction, the author has tried to search after new practical way to assess soil liquefaction potential by macroscopic approach. This paper presents a preliminary study winch can coordinate each other with the laboratory microscopic procedures so as to make more reliable prediction to liquefaction potential and assessment of its seismic effect

Benchmarking and Analysis on the Dividend and Market Cap Based Two-Minute Portfolio Investment Strategy

Two-Minute portfolio aims to be a heuristic investment strategy for conservative investors who prefer a well-diversiVed and less volatile portfolio. The portfolio rebalances to hold top 2 Canadian dividend-paying stocks (by market capitalization) in each of the 10 GICS sectors at 5% weight. Despite the claim that Two-Minute portfolio consistently outperforms the TSX Composite Index in most of the recent 26 years, quiet a few ambiguity is left undeVned by the author. The intention of this project is to backtest the return of the Two-Minute portfolio and compare the strategy with traditional mean-variance optimization framework. This project has shown that 1) although per-year return may be higher for the Two-Minute portfolio, holding the Two-Minute portfolio for a prolonged investment period may not be better oU than holding the TSX Index, 2) risk-adjusted return in the Two-Minute portfolio is not as desirable as the risk-adjusted return in the TSX market portfolio, and 3) the weight in Two-Minute portfolio is not mean-variance optimal when dealing with the correlation between diUerent portfolio securities