5,610 research outputs found
Stability of exponential utility maximization with respect to market perturbations
We investigate the continuity of expected exponential utility maximization
with respect to perturbation of the Sharpe ratio of markets. By focusing only
on continuity, we impose weaker regularity conditions than those found in the
literature. Specifically, we require, in addition to the -compactness
hypothesis of Larsen and \v{Z}itkovi\'c (2007) (ArXiv: 0706.0474), a local
hypothesis, a condition which is seen to always be trivially satisfied in
the setting of Larsen and \v{Z}itkovi\'c (2007). For markets of the form , these conditions are simultaneously implied by the
existence of a uniform bound on the norm of in a suitable
space.Comment: Final version. To appear in "Stochastic Processes and Their
Applications
Charge Correlation in Near Side Hadron-Hadron Jets at sqrt(sNN)=200GeV in PHENIX
We analyze the relative azimuthal () distribution of same-charge
and opposite-charge particle pairs. We then remove elliptic flow background
using the ZYAM method. Comparisons between near angle peak widths
are presented for various centralities.Comment: Poster Proceedings from 2005 Quark Matter Conference. 4 Pages, 4
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