Market integration in developed and emerging markets: Evidence from the CAPM

…, W Li, M Kritzman, S Myrgren, S Page - Emerging Markets Review, 2008 - Elsevier
… In such cases, we conclude that markets are integrated but that there is a systematic effect
not captured by the R-square. For example, differences in risk premia between local and …

Another way to approach zero entropy for a finite system of atoms

DS Weiss, J Vala, AV Thapliyal, S Myrgren, U Vazirani… - Physical Review A, 2004 - APS
We propose a way to manifestly reduce the entropy of a finite system of atoms to arbitrarily
small values. First, the locations of vacancies of laser-cooled atoms in a deep optical lattice …

Perfect pattern formation of neutral atoms in an addressable optical lattice

J Vala, AV Thapliyal, S Myrgren, U Vazirani, DS Weiss… - Physical Review A, 2005 - APS
We propose a physical scheme for formation of an arbitrary pattern of neutral atoms in an
addressable optical lattice. We focus specifically on the generation of a perfect optical lattice of …

An explicit universal gate-set for exchange-only quantum computation

M Hsieh, J Kempe, S Myrgren, KB Whaley - Quantum Information …, 2003 - Springer
… nearest neighbor gates needed is rather large and that it is probably wise to stick to … are
not also to be incorporated. However, we note that these are all numerical solutions and are not …

[PDF][PDF] Optimal rebalancing: a scalable solution

M Kritzman, S Myrgren, S Page - Journal of investment management, 2009 - academia.edu
… To simplify our experiments, however, we conjecture that Q is separable and is
minimized by the target portfolio, so that it is proportional to the squared deviations (the …

Implementation shortfall

M Kritzman, S Myrgren, S Page - Journal of Portfolio …, 2006 - search.proquest.com
… We argue that without adjustment it is impossible to com— pare the quality of portfolio …
The coefficient k is a scaling factor that we esti— mate empirically, assuming opportunity cost is

Countries versus industries in Europe: A normative portfolio approach

J Estrada, M Kritzman, S Myrgren, S Page - Journal of Asset Management, 2005 - Springer
… ultimate goal of this paper is to evaluate their temporal evolution. It is found that, although a
… It is also found that this shift does not seem to be a temporary phenomenon associated with …

Portfolio rebalancing: A test of the Markowitz-Van Dijk heuristic

M Kritzman, S Myrgren, S Page - 2007 - papers.ssrn.com
… Our tests reveal that the quadratic heuristic provides solutions that are remarkably close
to the dynamic programming solutions for those cases in which dynamic programming is

[PDF][PDF] The Cost of Being Good.

M Kritzman, S Myrgren, S Page - Economics and Portfolio Strategy, 2008 - ncpl.law.nyu.edu
… not to address, its answer is indispensable for reaching a reasonable conclusion about
socially responsible investing. Suppose we determine that it is costly to reduce the universe of …

Implementing a quantum algorithm with exchange-coupled quantum dots: a feasibility study

ES Myrgren, KB Whaley - Quantum Information Processing, 2003 - Springer
… The first is a general procedure based on numerical optimization. The second is an analytic
procedure that is specific to the present case, since it relies on the ability to find analytic …