Tits–Satake projections of homogeneous special geometries

P Fré, F Gargiulo, J Rosseel, K Rulik… - … and quantum gravity, 2006 - iopscience.iop.org
We organize the homogeneous special geometries, describing as well the couplings of D= 6,
5, 4 and 3 supergravities with eight supercharges, in a small number of universality classes…

Cosmic billiards with painted walls in non-maximal supergravities: A worked out example

P Fré, F Gargiulo, K Rulik - Nuclear Physics B, 2006 - Elsevier
The derivation of smooth cosmic billiard solutions by means of the compensator method,
introduced by us sometimes ago, is extended to the case of supergravity with non-maximal …

The general pattern of Kač–Moody extensions in supergravity and the issue of cosmic billiards

P Fré, F Gargiulo, K Rulik, M Trigiante - Nuclear Physics B, 2006 - Elsevier
In this paper we study the systematics of the affine extension of supergravity duality algebras
when one steps down from D=4 to D=2 which is instrumental for the study of cosmic billiards…

Interest rate exposure of volatility portfolios

C De Franco, B Monnier, K Rulik - The Journal of Index …, 2017 - search.proquest.com
The authors assess the exposure of stock portfolios sorted by total volatility to interest rate
risk and determine whether this nonequity risk can explain differences in risk and risk-adjusted …

How Different Are Alternative Beta Strategies?

…, B Monnier, J Nicolle, K Rulik - The Journal of Index …, 2016 - search.proquest.com
In this article, the authors use a quantitative approach to compare different alternative beta
strategies, based on statistical relationships among their returns. Using correlations, principal …

Efficient portfolio: Market beta and beyond

B Monnier, K Rulik - ETFs and Indexing, 2012 - guides.pm-research.com
The rise of alternative beta investment strategies is a recent trend that positions itself at the
fore of another powerful trend: the growth of passive “beta” investing. Passive investing in …

Factor exposure of alternative beta strategies across market regimes

C De Franco, B Monnier, K Rulik - The Journal of Index …, 2016 - search.proquest.com
The authors study the time-dependent relationship between alternative beta strategies and
the Fama-French factors. It is widely believed that the excess performance of alternative beta …

[PDF][PDF] Cosmic Billiards with Painted Walls in Non Maximal Supergravities.

P Fré, F Gargiulo, K Rulik - arXiv preprint hep-th/0507256 - Citeseer
The derivation of smooth cosmic billiard solutions by means of the compensator method,
introduced by us sometimes ago, is extended to the case of supergravity with non maximal …

Practical Applications of How Different Are Alternative Beta Strategies?

C de Franco, B Monnier, J Nicolle, K Rulik… - Practical …, 2016 - pm-research.com
Alternative beta equity strategies can offer reduced risk and enhanced investment returns
compared with the overall market; however, no single strategy, or type of strategy, is proven to …

[CITATION][C] Fré, Pietro; Gargiulo, Floriana; Rosseel, Jan; Rulik, Ksenya; Trigiante, Mario; Van Proeyen, Antoine Tits-Satake projections of homogeneous special …

A Swann - Mathematical Reviews, 2008 - portal.findresearcher.sdu.dk
Fré, Pietro; Gargiulo, Floriana; Rosseel, Jan; Rulik, Ksenya; Trigiante, Mario; Van Proeyen,
Antoine Tits-Satake projections of homogeneous special geometries — University of Southern …