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  • 1
    Electronic Resource
    Electronic Resource
    PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (1995)
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 5 (1995), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: We examine the Morton and Pliska (1993) model for the optimal management of a portfolio when there are transaction costs proportional to a fixed fraction of the portfolio value. We analyze this model in the realistic case of small transaction costs by conducting a perturbation analysis about the no-transaction-cost solution. Although the full problem is a free-boundary diffusion problem in as many dimensions as there are assets in the portfolio, we find explicit solutions for the optimal trading policy in this limit. This makes the solution for a realistically large number of assets a practical possibility.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9965.1995.tb00072.x
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  • 2
    Electronic Resource
    Electronic Resource
    A field portable gas-exchange system for measuring carbon dioxide and water vapour exchange rates of leaves during fumigation with SO2 (1986)
    Oxford, UK : Blackwell Publishing Ltd
    Plant, cell & environment 9 (1986), S. 0 
    Details
    ISSN: 1365-3040
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Biology
    Notes: Abstract A field portable, steady-state gas-exchange system which measures both CO2 and water vapour exchange of single intact leaves during fumigations with SO2 is described.Within the leaf cuvette temperature, light, humidity and both CO2 and SO2 concentrations are controlled to preset levels. Gas flow and concentrations are controlled by mass flow controllers. Photosynthetic uptake of CO2 can be determined either by differential depletion or null balance measurement. Water vapour exchange is measured differentially and transpiration and conductance to water vapour determined. Sulphur dioxide is measured directly within the cuvette exhaust gas line by UV-pulse fluorescence.The performance of this system under field conditions is described and the physiological measurements compared with those obtained with other systems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1365-3040.1986.tb02103.x
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  • 3
    Electronic Resource
    Electronic Resource
    BIMATERIAL INTERFACE CRACK TIP STRESS ANALYSIS: ANISOTROPIC THEORY (1994)
    Oxford, UK : Blackwell Publishing Ltd
    Fatigue & fracture of engineering materials & structures 17 (1994), S. 0 
    Details
    ISSN: 1460-2695
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract— Near crack tip stress and displacement fields are obtained for anisotropic bimaterial interface cracks. A contact zone model is used in order to get rid of the unphysical oscillatory interpenetration between the edges of the crack. Semi-infinite and the finite crack problems have been studied. Using the near crack tip results of this model crack branching angles can be predicted. These results are illustrated by numerical results for various materials.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1460-2695.1994.tb00811.x
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