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Performance of Risk Parity Strategy in Developed Markets
Sunita Regmi(Sunita Regmi ),Kwangsoo Ko(Kwangsoo Ko) 한국자료분석학회 2023 Journal of the Korean Data Analysis Society Vol.25 No.4
This study examines the performance and effectiveness of the Risk Parity (RP) strategy in strategic asset allocation specifically utilizing the inverse volatility (IV) approach. The study utilizes data from 13 developed countries, encompassing stocks and government data, to analyze the performance of RP portfolio. A comparative analysis is conducted between the RP portfolio, traditional 60/40 and equal-weighted portfolios across significant market crises, including the dot-com crisis, financial crisis, sovereign debt crisis, and COVID-19 pandemic. This study reveals that inverse volatility approach or a portfolio with a higher weight towards safer assets compared to riskier assets delivers superior risk-adjusted returns. It presents evidence that challenges the notion of the market or 60/40 portfolio as an efficient portfolio and suggests that an alternative portfolio such as RP may offer superior efficiency in terms of risk and return. Moreover, the study examines the role of leveraging in RP portfolios, highlighting how investors can align risk levels with benchmark portfolios while achieving higher risk-adjusted returns. The findings highlight the substantial impact of leveraging on RP portfolio performance, demonstrating their resilience and superiority even in challenging market conditions.
Is tricuspid valve really tricuspid?
Sunita Athavale,Rashmi Deopujari,Urmila Sinha,Rekha Lalwani,Sheetal Kotgirwar 대한해부학회 2017 Anatomy & Cell Biology Vol.50 No.1
Advancement in imaging techniques and interventional cardiology procedures have generated renewed interest in anatomy of tricuspid valve complex. The purpose of the present study was to characterize the morphology of tricuspid valve leaflets using objective criteria. Thirty-six embalmed cadaveric hearts were utilized for the present study. Leaflet morphology was studied using newly defined criteria. Commissural zones were identified and leaflets were delineated. Presence of scallops was also recorded. Single leaflet was observed in six cases, double in 26 cases, and triple in four cases. The anterior leaflet is large with multiple scallops and frequently accrues portion of inferior leaflet. The septal leaflet is in the form of a plateau and also frequently accrues parts of inferior leaflet. The inferior leaflet rarely occurs as independent leaflet. A wide un-indented basal zone exists across the valve leaflets. The study found that the tricuspid valve is rarely tricuspid. It also generated the hypotheses that the tricuspid valve does not open completely due to presence of a wide basal zone and the valve does not close completely owing to incongruence and lack of coaptation of leaflets. The findings provide clear understanding of leaflet morphology of tricuspid valve. This will help imaging specialists for interpretation of images and cardiologists for interventional procedures. The findings also enhance our understanding of pathophysiology of conditions like functional tricuspid regurgitation.
A magneto-thermo-viscoelastic problem with fractional order strain under GN-II model
Sunita Deswal,Kapil Kumar Kalkal,Sandeep Singh Sheoran 국제구조공학회 2017 Structural Engineering and Mechanics, An Int'l Jou Vol.63 No.1
In this work, we present a theoretical framework to study the thermovisco-elastic responses of homogeneous, isotropic and perfectly conducting medium subjected to inclined load. Based on recently developed generalized thermoelasticity theory with fractional order strain, the two-dimensional governing equations are obtained in the context of generalized magneto-thermo-viscoelasticity theory without energy dissipation. The Kelvin-Voigt model of linear viscoelasticity is employed to describe the viscoelastic nature of the material. The resulting formulation of the field equations is solved analytically in the Laplace and Fourier transform domain. On the application of inclined load at the surface of half-space, the analytical expressions for the normal displacement, strain, temperature, normal stress and tangential stress are derived in the joint-transformed domain. To restore the fields in physical domain, an appropriate numerical algorithm is used for the inversion of the Laplace and Fourier transforms. Finally, we have demonstrated the effect of magnetic field, viscosity, mechanical relaxation time, fractional order parameter and time on the physical fields in graphical form for copper material. Some special cases have also been deduced from the present investigation.
Rectus and oblique muscles of eyeball: a morphometric study of Indian population
Sunita Athavale,Sheetal Kotgirwar,Rekha Lalwani 대한해부학회 2015 Anatomy & Cell Biology Vol.48 No.3
During the strengthening and weakening procedures of intraocular muscles, distance of insertion from the sclerocorneal junction is an important determinant in the identification of muscles. During repositioning of the aponeurosis of the muscles, it is desired that the width should not change in order to avoid diversion of forces. Available anatomic studies on insertions of extraocular muscles are few, date back to early twentieth century and have been conducted on mostly white population. The present study is an attempt to document the insertions of recti and oblique muscles in Indian population. Forty eyeballs were removed from orbit. Insertion of recti and obliqui were cleaned and eyeballs were perfused with normal saline to regain the volume (hence shape and size) before recording observations. Insertion of recti and obliqui muscles were observed under various study parameters. The distance of insertion of recti from the limbus were found to be 7.3 mm, 8.06mm, 8.71 mm, and 8.74 mm for medial, inferior, lateral, and superior rectus, respectively. The superior oblique was aponeurotic and found to be more variable in mode of insertion as compared to inferior oblique which had a fleshy and relatively constant insertion. The observations on insertion of recti and obliqui as obtained in present study differ from earlier studies to the tune of 1 - 1.5 mm. This may be attributed to adoption of method of reperfusion of eyeball before recording observations thus maintaining size close to in vivo. The observations are expected to be closer to actual.