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Optimal Capital and Risk Allocations for Law-and Cash-Invariant Convex Functions

Related publications (32)

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Writing/Drawing/Modeling Inventions: Regimes of Description and the ‘Intellectual’ in IP, France-United States ca. 1790-1850

Jérôme Baudry

In 1791, one year after the first US Patent Act, the French ‘Loi relative aux découvertes utiles’ sought to revolutionize the Ancien Régime’s privileges of invention, turning them into new patents or ‘brevets d’invention’. Not only did the law recast ci-de ...

2019

Agency conflicts around the world

Erwan Morellec, Boris Nikolov

We use a dynamic model of financing decisions to measure agency conflicts for a large panel of 12,652 firms from 14 countries. Our estimates show that agency conflicts are large and vary significantly across firms and countries. Differences in agency confl ...

2018

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

Semyon Malamud

We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...

2018

Multiple Objectives of Lawful-Surveillance Protocols

Bryan Alexander Ford

In recent work on open, privacy-preserving, accountable surveillance, we have proposed the use of cryptographic protocols that enable law-enforcement and intelligence agencies to obtain actionable information about targeted users of mass-communication syst ...

2017

Aesthetics and Urbanity

Mirza Tursic

If we study the evolution of the urban space in Switzerland we must notice the high importance assigned by different urban actors to aesthetic questions. In a sense, the subjective realm of the aesthetic has proved to be able to generate conditions that le ...

2016

Form, function, and evolution of living organisms

Andrea Rinaldo, Amos Maritan

Despite the vast diversity of sizes and shapes of living organisms, life's organization across scales exhibits remarkable commonalities, most notably through the approximate validity of Kleiber's law, the power law scaling of metabolic rates with the mass ...

Natl Acad Sciences2014

The existence of a critical length scale in regularised friction

Jean-François Molinari, Guillaume Anciaux, David Simon Kammer, Vladislav Yastrebov

We study a regularisation of Coulomb's friction law on the propagation of local slip at an interface between a deformable and a rigid solid. This regularisation, which was proposed based on experimental observations, smooths the effect of a sudden jump in ...

Elsevier2014

Scaling of conductivity and Young’s modulus in replicated microcellular materials

Andreas Mortensen, Andreas Rossoll, Yves Conde

Scaling exponents for the conductivity and stiffness of replicated microcellular materials exceed commonly predicted values of 1 and 2. We show here that this is caused by the fact that, in replicated microcellular materials, the solid architecture varies ...

Springer US2013

Material Flow Analysis (MFA)

Claudia Rebeca Binder Signer

Material flow analysis (MFA) is a method to describe and analyze the material and energy balance of a firm, a region, or a nation. It is based on the law of matter conservation and is defined by a geographic system boundary, a time span within which the an ...

Berkshire Publishing Group2012

Universal Scaling Law for Jets of Collapsing Bubbles

Mohamed Farhat, Nicolas Dorsaz, Danail Obreschkow, Philipp Kobel, Aurèle De Bosset, Marc Tinguely

Cavitation bubbles collapsing and rebounding in a pressure gradient del p form a "microjet" enveloped by a "vapor jet." This Letter presents unprecedented observations of the vapor jets formed in a uniform gravity-induced del p, modulated aboard parabolic ...

2011