Asymptotic decay of correlations in liquids and their mixtures

R Evans, RJF Leote de Carvalho… - The Journal of …, 1994 - pubs.aip.org
We consider the asymptotic decay of structural correlations in pure fluids, fluid mixtures, and
fluids subject to various types of inhomogeneity. For short ranged potentials, both the form …

The decay of correlations in ionic fluids

RJF Leote de Carvalho, R Evans - Molecular Physics, 1994 - Taylor & Francis
The asymptotics of structural correlations in binary ionic fluids are investigated using an
extension of the pole analysis of the Ornstein-Zernike equation developed earlier for neutral …

Atomistic computer simulation of the clay–fluid interface in colloidal laponite

RJF Leote de Carvalho, NT Skipper - The Journal of Chemical Physics, 2001 - pubs.aip.org
… In particular, we observe a shift to higher r for the second nearest-neighbor O–O correlations
occurring at around 4.5 Å. The imposition of planar geometry therefore produces a more …

Allocating to thematic investments

…, R Perchet, C Yin, R Leote de Carvalho - Financial Analysts …, 2023 - Taylor & Francis
… X R market thematic + X R region style sector thematic + X R pure theme thematic (1) where
X R … what is explained by the exposure to the equity market as a whole, X R region style …

[PDF][PDF] Demystifying equity risk–based strategies: A simple alpha plus beta description

RL De Carvalho, X Lu, P Moulin - The Journal of Portfolio …, 2012 - hillsdaleinv.com
Equity risk–based strategies are sys-tematic quantitative approaches to stock allocation that
rely only on risk views to manage risk and increase diversification. These strategies do not …

Low-risk anomalies in global fixed income: Evidence from major broad markets

RL de Carvalho, P Dugnolle, X Lu… - The Journal of Fixed …, 2014 - pm-research.com
This article presents the most compelling empirical evidence yet of a low-risk anomaly in
fixed-income markets. The authors show that portfolios invested in bonds with the lowest risk …

The decay of the pair correlation function in simple fluids: long-versus short-ranged potentials

RJFL De Carvalho, R Evans, DC Hoyle… - Journal of Physics …, 1994 - iopscience.iop.org
This paper is concerned with two aspects of the theory of the decay of g (r), the radial
distribution function of a liquid. For models in which the attractive interatomic potential is short …

Decay of correlations in fluids: The one-component plasma from Debye-Hückel to the asymptotic-high-density limit

RJFL de Carvalho, R Evans, Y Rosenfeld - Physical Review E, 1999 - APS
The decay of structural correlations in the classical one-component plasma is analyzed by
calculating the poles of the Fourier transform of the total (pairwise) correlation function h (r) for …

[PDF][PDF] Predicting the success of volatility targeting strategies: Application to equities and other asset classes

R Perchet, RL De Carvalho, T Heckel… - The Journal of …, 2015 - researchgate.net
Volatility targeting is a systematic strategy that invests in a risky asset and in the risk-free
asset, rebalancing the portfolio in such a way as to keep the ex ante risk at a constant target …

Decay of correlations in bulk fluids and at interfaces: A density-functional perspective

R Evans, RJF Leote de Carvalho - 1996 - ACS Publications
Density functional methods can be used to show that for classical fluids with short-ranged
interatomic potentials the length scales which describe the asymptotic decay of the one-body …