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187,948
The performance of mutual funds in the period 1945-1964
- JOURNAL OF FINANCE
, 1968
"... In this paper I derive a risk-adjusted measure of portfolio performance (now known as "Jensen's Alpha") that estimates how much a manager's forecasting ability contributes to the fund's returns. The measure is based on the theory of the pricing of capital assets by Sharpe (1 ..."
Abstract
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Cited by 615 (1 self)
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(1964), Lintner (1965a) and Treynor (Undated). I apply the measure to estimate the predictive ability of 115 mutual fund managers in the period 1945-1964—that is their ability to earn returns which are higher than those we would expect given the level of risk of each of the portfolios. The foundations
Changes in relative wages, 1963-1987—Supply and demand factors
- Quarterly Journal of Economics
, 1992
"... A simple supply and demand framework is used to analyze changes in the U. S. wage structure from 1963 to 1987. Rapid secular growth in the demand for more-educated workers, "more-skilled " workers, and females appears to be the driving force behind observed changes in the wage structure. M ..."
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Cited by 1109 (23 self)
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. Measured changes in the allocation of labor between industries and occupations strongly favored college graduates and females throughout the period. Movements in the college wage premium over this period appear to be strongly related to fluctuations in the rate of growth of the supply of college graduates
An Empirical Characterization of the Dynamic Effects of changes in Government Spending and Taxes on Output
- QUARTERLY JOURNAL OF ECONOMICS
, 2002
"... This paper characterizes the dynamic effects of shocks in government spending and taxes on U. S. activity in the postwar period. It does so by using a mixed structural VAR/event study approach. Identification is achieved by using institutional information about the tax and transfer systems to identi ..."
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Cited by 664 (9 self)
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This paper characterizes the dynamic effects of shocks in government spending and taxes on U. S. activity in the postwar period. It does so by using a mixed structural VAR/event study approach. Identification is achieved by using institutional information about the tax and transfer systems
Resource Description Framework (RDF) Model and Syntax Specification
, 1998
"... This document is a revision of the public working draft dated 1998-08-19 incorporating suggestions received in review comments and further deliberations of the W3C RDF Model and Syntax Working Group. With the publication of this draft, the RDF Model and Syntax Specification enters "last call.&q ..."
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Cited by 926 (6 self)
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." The last call period will end on October 23, 1998. Comments on this specification may be sent to www-rdf-comments@w3.org. The archive of public comments is available at http://www.w3.org/Archives/Public/www-rdf-comments. Significant changes from the previous draft are highlighted in Appendix E. While we do
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory
- Journal of Economics
, 2000
"... We estimate a forward-looking monetary policy reaction function for the postwar United States economy, before and after Volcker’s appointment as Fed Chairman in 1979. Our results point to substantial differences in the estimated rule across periods. In particular, interest rate policy in the Volcker ..."
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Cited by 1266 (17 self)
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in the Volcker-Greenspan period appears to have been much more sensitive to changes in expected in�ation than in the pre-Volcker period. We then compare some of the implications of the estimated rules for the equilibrium properties of in�ation and output, using a simple macroeconomic model, and show
Brain magnetic resonance imaging with contrast dependent on blood oxygenation.
- Proc. Natl. Acad. Sci. USA
, 1990
"... ABSTRACT Paramagnetic deoxyhemoglobin in venous blood is a naturally occurring contrast agent for magnetic resonance imaging (MRI). By accentuating the effects of this agent through the use of gradient-echo techniques in high fields, we demonstrate in vivo images of brain microvasculature with imag ..."
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Cited by 648 (1 self)
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with image contrast reflecting the blood oxygen level. This blood oxygenation level-dependent (BOLD) contrast follows blood oxygen changes induced by anesthetics, by insulininduced hypoglycemia, and by inhaled gas mixtures that alter metabolic demand or blood flow. The results suggest that BOLD contrast can
A Bayesian Framework for the Analysis of Microarray Expression Data: Regularized t-Test and Statistical Inferences of Gene Changes
- Bioinformatics
, 2001
"... Motivation: DNA microarrays are now capable of providing genome-wide patterns of gene expression across many different conditions. The first level of analysis of these patterns requires determining whether observed differences in expression are significant or not. Current methods are unsatisfactory ..."
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Cited by 491 (6 self)
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Motivation: DNA microarrays are now capable of providing genome-wide patterns of gene expression across many different conditions. The first level of analysis of these patterns requires determining whether observed differences in expression are significant or not. Current methods are unsatisfactory
Motivation through the Design of Work: Test of a Theory. Organizational Behavior and Human Performance,
, 1976
"... A model is proposed that specifies the conditions under which individuals will become internally motivated to perform effectively on their jobs. The model focuses on the interaction among three classes of variables: (a) the psychological states of employees that must be present for internally motiv ..."
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Cited by 622 (2 self)
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with ambiguities regarding the processes by which individuals adapt to changing levels in stimulation. Individuals' levels of activation decrease markedly as a function of familiarity with a given stimulus situation. However, after a period of rest, re-presentation of the same stimulus situation will once
Climate and atmospheric history of the past 420,000 years from the Vostok ice core,
- Antarctica. Nature
, 1999
"... Antarctica has allowed the extension of the ice record of atmospheric composition and climate to the past four glacial-interglacial cycles. The succession of changes through each climate cycle and termination was similar, and atmospheric and climate properties oscillated between stable bounds. Inte ..."
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Cited by 716 (15 self)
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420,000 years. The late Quaternary period (the past one million years) is punctuated by a series of large glacial-interglacial changes with cycles that last about 100,000 years (ref. 1). Glacial-interglacial climate changes are documented by complementary climate records 1,2 largely derived from deep
An affine invariant interest point detector
- In Proceedings of the 7th European Conference on Computer Vision
, 2002
"... Abstract. This paper presents a novel approach for detecting affine invariant interest points. Our method can deal with significant affine transformations including large scale changes. Such transformations introduce significant changes in the point location as well as in the scale and the shape of ..."
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Cited by 1467 (55 self)
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Abstract. This paper presents a novel approach for detecting affine invariant interest points. Our method can deal with significant affine transformations including large scale changes. Such transformations introduce significant changes in the point location as well as in the scale and the shape
Results 1 - 10
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187,948
