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Agnostic Risk Parity
Markowitz' celebrated optimal portfolio theory generally fails to deliver out-of-sample diversification. In this note, we propose a new portfolio construction strategy based on symmetry arguments only, leading "Eigenrisk Parity" portfolios that achieve equal realized risk on all the principal components of the covariance matrix. This holds true for any other definition of uncorrelated factors. We then specialize our general formula to the most agnostic case where the indicators of future returns are assumed to be uncorrelated and of equal variance. This "Agnostic Risk Parity" (AGP) portfolio minimizes unknown-unknown risks generated by over-optimistic hedging of the different bets. AGP is shown to fare quite well when applied to standard technical strategies such as trend following.
Supercordes, théories conformes et dualité holographique
Cette thèse se consacre à l'étude de la théorie des cordes, en utilisant une description exacte en termes de théories conformes bidimensionnelles. Dans une première partie, nous considérons une famille de solutions exactes de la théorie des cordes appelées modèles de Gepner non-compacts. Nous avons étudié le spectre des cordes fermées et ouvertes dans ces modèles, en mettant l'accent sur les états localisés. Dans une deuxième partie, nous étudions la quantification de la corde en présence de champs Ramond-Ramond. Nous avons généralisé la procédure de Buscher pour obtenir les règles de T-dualité à partir du formalisme des spineurs purs. Nous avons enfin construit l'algèbre des courants quantiques dans les modèles sigma sur des variétés de super-groupes.
The Jews of the Middle East and North Africa in Modern Times
Despite considerable research on the Jewish diaspora in the Middle East and North Africa since 1800, there has until now been no comprehensive synthesis that illuminates both the differences and commonalities in Jewish experience across a range of countries and cultures. This lacuna in both Jewish and Middle Eastern studies is due partly to the fact that in general histories of the region, Jews have been omitted from the standard narrative. As part of the religious and ethnic mosaic that was traditional Islamic society, Jews were but one among numerous minorities and so have lacked a systematic treatment. Addressing this important oversight, this volume documents the variety and diversity of...
Mutations in Human Genetic Disease
Different types of mutation can vary in size, from structural variants to single base-pair substitutions, but what they all have in common is that their nature, size and location are often determined either by specific characteristics of the local DNA sequence environment or by higher order features of the genomic architecture. The genomes of higher organisms are now known to contain "pervasive architectural flaws" in that certain DNA sequences are inherently mutation prone by virtue of their base composition, sequence repetitivity and/or epigenetic modification. In this volume, a number of different authors from diverse backgrounds describe how the nature, location and frequency of different types of mutation causing inherited disease are shaped in large part, and often in remarkably predictable ways, by the local DNA sequence environment.
Colorectal Cancer
Colorectal cancer (CRC) is a major health problem because it represents around 10% of all cancers and achieves a worldwide estimate of 1.4 million newly diagnosed cases annually, resulting in approximately 700,000 deaths. Approximately 19-31% of patients present liver metastases. At diagnosis, a further 23-38% will develop extra-hepatic disease. Over the past decade, the widespread use of modern chemotherapeutic and biological agents, combined with laparoscopic surgical techniques, has improved the prognosis of metastatic CRC. A better understanding of the biology of the tumor, along with high efficiency of diagnostic and therapeutic methods, as well as the spread of screening programs, will improve the survival of the CRC patients in the near future.
Entwined Homelands, Empowered Diasporas
Entwined Homelands, Empowered Diasporas explores how the 30,000 Jews in northern Morocco developed a sense of kinship with modern Spain, medieval Sepharad, and the broader Hispanophone world that was unlike anything experienced elsewhere. The Hispanic Moroccan Jewish diaspora, as this group is often called by its scholars and its community leaders, also became one of the most mobile and globally dispersed North African groups in the twentieth century, with major hubs in Venezuela, Argentina, Brazil, Peru, Spain, Israel, Canada, France, and the US, among others. Drawing on an array of communal sources from across this diaspora, Aviad Moreno explores how narratives of ancestry in Spain, Israel, Morocco, and several Latin American countries interconnected the diaspora, empowering its hubs across the globe throughout the twentieth century and beyond. By investigating these mechanisms of diaspora formation in a small community that once shared the same space in Morocco,Entwined Homelands, Empowered Diasporas challenges national accounts of the broader Jewish diasporas and adds complexity to the annals of multilayered ethnic communities on the move.
Deleuze & Guattari
During their lives, Gilles Deleuze and Felix Guattari were two of France's most prominent thinkers, and their work continues to be a vital and influential part of critical theory. The essays in this collection, written by prominent scholars, offer a new approach to their work. Unique in its emphasis on Guattari, both in conjunction with Deleuze and independently, this volume features an essay by Deleuze himself and includes a comprehensive bibliography of Guattari's and Deleuze's work. The body of work explored here spans three decades and cuts across the lines of philosophy, political theory, geography, literature, aesthetics, and even the applied sciences. Readers unfamiliar with Deleuze a...
Jewish Culture and Society in North Africa
With only a small remnant of Jews still living in the Maghrib at the beginning of the 21st century, the vast majority of today's inhabitants of North Africa have never met a Jew. Yet as this volume reveals, Jews were an integral part of the North African landscape from antiquity. Scholars from Morocco, Algeria, Tunisia, Israel, and the United States shed new light on Jewish life and Muslim-Jewish relations in North Africa through the lenses of history, anthropology, language, and literature. The history and life stories told in this book illuminate the close cultural affinities and poignant relationships between Muslims and Jews, and the uneasy coexistence that both united and divided them throughout the history of the Maghrib.
A Sephardi Sea
A Sephardi Sea tells the story of Jews from the southern shore of the Mediterranean who, between the late 1940s and the mid-1960s, migrated from their country of birth for Europe, Israel, and beyond. It is a story that explores their contrasting memories of and feelings for a Sephardi Jewish world in North Africa and Egypt that is lost forever but whose echoes many still hear. Surely, some of these Jewish migrants were already familiar with their new countries of residence because of colonial ties or of Zionism, and often spoke the language. Why, then, was the act of leaving so painful and why, more than fifty years afterward, is its memory still so tangible? Dario Miccoli examines how the m...
