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Analysis and shape optimization in incompressible flows with unstructured grids
Adjoints Unstructured grids Incompressible fl ows
2015/7/3
The reduced gradient evaluations provide major computa tional savings for unstructured grids and its accuracy and use for canonical and industrial problems is a major contribution of this study. The d...
Capital flows and the risk-taking channel of monetary policy
Bank leverage monetary policy capital fl ows risk-taking channel
2014/3/18
We study the dynamics linking monetary policy with bank leverage and show that adjustments in leverage act as the linchpin in the monetary transmission mechanism that works through fluctuations ...
Capital flows and the risk-taking channel of monetary policy
Bank leverage monetary policy capital fl ows risk-taking channel
2014/3/18
We study the dynamics linking monetary policy with bank leverage and show that adjustments
in leverage act as the linchpin in the monetary transmission mechanism that works through fluctuations...
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
Hedge funds performance asset pricing models unobserved components models
2014/6/25
The growth in the size of the hedge funds industry has led some investors to worry about a decline in alphas, associated with reduced arbitrage opportunities in international financial markets. ...