977 resultados para volume-return relation


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In this paper, a new linear method for optimizing compact low noise oscillators for RF/MW applications will be presented. The first part of this paper makes an overview of Leeson's model. It is pointed out, and it is demonstrates that the phase noise is always the same inside the oscillator loop. It is presented a general phase noise optimization method for reference plane oscillators. The new method uses Transpose Return Relations (RRT) as true loop gain functions for obtaining the optimum values of the elements of the oscillator, whatever scheme it has. With this method, oscillator topologies that have been designed and optimized using negative resistance, negative conductance or reflection coefficient methods, until now, can be studied like a loop gain method. Subsequently, the main disadvantage of Leeson's model is overcome, and now it is not only valid for loop gain methods, but it is valid for any oscillator topology. The last section of this paper lists the steps to be performed to use this method for proper phase noise optimization during the linear design process and before the final non-linear optimization. The power of the proposed RRT method is shown with its use for optimizing a common oscillator, which is later simulated using Harmonic Balance (HB) and manufactured. Then, the comparison of the linear, HB and measurements of the phase noise are compared.

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This paper investigates risk and return in the banking sector in three Asian markets of Taiwan, China and Hong Kong. The study focuses on the risk-return relation in a conditional factor GARCH-M framework that controls for time-series effects. The factor approach is adopted to incorporate intra-industry contagion and an analysis of spillovers between large banks and small banks. Finally, the study provides evidence on these relations before and after the Asian financial crisis of 1997. The results are generally consistent across the markets and with expectations.

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Modern portfolio theory suggests that investors minimize risk for a given level of expected return by carefully choosing the proportions of various assets. This study sets out to determine the role of the institutional investor in monitoring risk and firm performance. Using a sample of Australian firms from 2006 to 2008, our empirical study shows a positive association between firm-specific risk, risk-management policy, and performance for firms with increasing institutional shareholdings. The study also finds that the significance of this association depends on the institutional investor's ability to influence management, which in turn depends on the size of ownership and whether the investee firm does not have potential business dealings with the investor. We also find that when firms are financially distressed, institutional investors engage in promoting short-term performance or exit rather than support long-term value creation. The results are robust while controlling the potential for endogeneity and using sensitivity tests to control for variants of performance and risk. These findings add to the growing body of literature examining institutional ownership and the importance of understanding the role of risk-management in the risk and return relation.

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Some of The Modern Portfolio Theory hypotheses are tested in the Brazilian capital market. Econometric tests and a risk-return relation analysis were made over 79 Brazilian and American financial time series from January to November 1995. The main conclusion is that the series are not described according to the MPT and the Brazilian and American series have different behavior.

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Inulin and oligofructose are fructans that can change important characteristics in original products when added in food. Two formulations of orange cakes (one containing 77.7g of inulin and another one 77.7g of oligofructose/inulin) and two formulations of breads (one containing 130g of inulin and another one 175g of oligofructose/inulin) were compared to the respective standard formulations (with no fructans) in relation to chemical composition, texture, volume, color and sensory acceptability with a nine-point hedonic scale. The cakes and breads with inulin and oligofructose/inulin showed greater amount of total dietary fiber in relation to standard products. The orange cake with inulin had lower cohesiveness and yellower dough when compared to the standard cake, but the addition of inulin and oligofructose/inulin reduced the acceptability for appearance, texture and flavor and the overall acceptability, although the acceptability for aroma was the same for the three products. The breads with inulin and oligofructose/inulin were harder and less cohesive than the standard bread, and bread with inulin showed minor volume in relation to the standard. The bread with inulin also presented crust with lower luminosity, dough with higher intensity of redness and yellowness and higher intensity of color in relation to standard, besides different hue. In relation to sensory acceptability, the bread with oligofructose/inulin had higher overall acceptability and flavor when compared to standard bread.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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This theses investigates changes at Gepatschferner in length, area and volume since the last glacier maximum in 1850. Changes are discussed for the following time periods: 1850-1922, 1922-1971, 1971-1997, 1997-2006. Digital elevation models were created for 1850 from geomorphological data and for 1922 and 1971 from historical maps. Existing DEMs for 1997 and 2006 were further analysed. Since 1850 Gepatschferner has retreated by 2 km in length and has lost 32% of its area and 36% of its volume. The rate of loss of volume is increasing faster than the rate of loss of area and losses in the upper regions of the glacier are becoming increasingly more important to overall losses. The largest losses per 50 m elevation increment occur at the tongue. These losses are greatest in the most recent time step studied, 1997-2006, and exceed previous values by 40% and more. The data base includes the glacier margins, elevations models as they have been compiled within the thesis (DEMs of 1997 and 2006 are part of the glacier inventories, length changes are part of the length change data base of the Austrian Alpine Club).

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In this paper, the classic oscillator design methods are reviewed, and their strengths and weaknesses are shown. Provisos for avoiding the misuse of classic methods are also proposed. If the required provisos are satisfied, the solutions provided by the classic methods (oscillator start-up linear approximation) will be correct. The provisos verification needs to use the NDF (Network Determinant Function). The use of the NDF or the most suitable RRT (Return Relation Transponse), which is directly related to the NDF, as a tool to analyze oscillators leads to a new oscillator design method. The RRT is the "true" loop-gain of oscillators. The use of the new method is demonstrated with examples. Finally, a comparison of NDF/RRT results with the HB (Harmonic Balance) simulation and practical implementation measurements prove the universal use of the new methods.

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National Highway Traffic Safety Administration, Washington, D.C.

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National Highway Traffic Safety Administration, Washington, D.C.

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National Highway Traffic Safety Administration, Washington, D.C.