Quantile Portfolio Optimization Under Risk Measure Constraints

This paper analyzes the problem of optimal portfolio choice with budget and risk constraints. The problem is formulated in terms of quantile functions and the risk is quantified through a large family of coherent risk measures. The solution is obtained analyzing the problem without constraints using Lagrange multipliers, getting a unique solution to the optimization problem.     

On inner parallel bodies and quermassintegrals

Due to the “uncontrollable behavior“ of the inner parallel bodies of a convex body K ⊂ ℝ ⁿ regarding its boundary structure, it is not possible to get precise formulae for their volume/quermassintegrals, contrary to the case of the outer parallel bodies. In this paper we provide (sharp) bounds for the quermassintegrals of the inner parallel bodies, studying previously some particular properties of their boundary in terms of their outer normal vectors.     

New hydrogels from interpenetrated physical gels of agarose and chemical gels of polyacrylamide: Effect of relative concentration and crosslinking degree on the viscoelastic and thermal properties

In this article, we report on the viscoelastic and thermal properties of agarose–polyacrylamide (PAAm) interpenetrating polymer hydrogels (IPHs) and semi‐IPHs as a function of agarose concentration and PAAm crosslinking degree. The results demonstrated that the agarose is able to gel in the presence of crosslinked and linear IPHs. In addition, the reticulation of PAAm in the presence of agarose is confirmed for the case of IPHs giving rise to systems with dimensional stability at high temperatures. The formation of a fully IPH was ascertained at low agarose concentrations. A study of the morphology and nanoscale elasticity of the different systems has been carried out with atomic force microscopy/ultrasonic force microscopy (UFM). UFM data provide further evidence of interpenetration, allowing us to visualize—if present—phase‐separated domains with nanoscale resolution for the various crosslinking degrees and PAAm and agarose concentrations used during the formation of the IPHs. © 2010 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys, 2010     

Orlicz function spaces without complemented copies ofl p

This paper proves the existence of Orlicz function spaces Lφ (0, 1) containing no complemented subspaces isomorphic tol ^p for anyp ≠ 2. Some properties of minimal Orlicz function spaces Lφ (0, 1) are also given. Supported in part by CAICYT grant 0338-84.     

Integrated Inductors Modeling for Library Development and Layout Generation

In this work we propose a modification to the conventional lumped equivalent circuit model for integrated inductors. Also the widely used parametric model is modified. The proposed models expand the frequency range where the integrated inductor behavior is accurately predicted. They are useful in developing automatic tools to assist the designers in selecting and automatically laying-out integrated inductors [1]. This work is based on measurements from integrated inductors fabricated in a standard silicon process.     

Micellar-catalyzed reactions for flow-injection systems : Determination of pyridoxal

The advantages of applying the solubilization and catalytic properties of aqueous micelle solutions to reactions taking place in flow-injection systems are demonstrated. The reaction of pyridoxal (a B₆ vitamin) with cyanide was investigated in both aqueous and micellar cetyltrimethylammonium bromide (CTAB) solution. Higher sensitivities and lower limits of detection were obtained for the micellar carrier, with the pseudo-first-order reaction rate increasing by a factor of two in 0.05 M CTAB relative to water carrier. Because the micellar aggregates also increase fluorescence quantum yields, use of fluorescence detection gave further signal enhancement, with the limit of detection lowered by a factor of three. Measurement of dispersion in the two systems was also investigated and compared. A new method of characterizing dispersion in flow-injection systems, based on moment analysis of exponentially modified Gaussian peak shapes, is described.     

Determination of parathion in the presence of paraoxon and p-nitrophenol by flow-injection analysis with amperometric detection

The amperometric determination of parathion in the presence of its metabolites paraoxon and p-nitrophenol in a flow-injection system is reported. The method is based on the measurement of the oxidation signal yielded by p-nitrophenol on hydrolysis of parathion in the presence of Pd(II) or Hg(II). The oxidation of the metabolite was preferred to its reduction as it avoids the removal of oxygen, which poses major problems in flow-through configurations.