Strategic asset allocation

MJ Brennan, ES Schwartz, R Lagnado - Journal of Economic dynamics and …, 1997 - Elsevier
This paper analyzes the portfolio problem of an investor who can invest in bonds, stock, and
cash when there is time variation in expected returns on the asset classes. The time …

[PDF][PDF] A technique for calibrating derivative security pricing models: numerical solution of an inverse problem

R Lagnado, S Osher - Journal of computational finance, 1997 - researchgate.net
… where r is the riskless continuously compounded interest rate and q is the continuous
dividend yield on the index. We assume here that the interest rate and dividend yield are …

The stability of two-dimensional linear flows

RR Lagnado - 1985 - thesis.library.caltech.edu
This thesis presents the results of a theoretical and experimental investigation concerned
with the hydrodynamic stability of extensional flows. In particular, model extensional flows in …

A protocol for low contamination risk of autologous serum drops in the management of ocular surface disorders

R Lagnado, AJ King, F Donald, HS Dua - British Journal of …, 2004 - bjo.bmj.com
Aim: To assess microbial contamination of 20% autologous serum (AS) eye drops used in a
hospital inpatient setting. Method: 14 patients received autologous serum drops from 4 to 14 …

Alcohol delamination of the corneal epithelium: an alternative in the management of recurrent corneal erosions

HS Dua, R Lagnado, D Raj, R Singh, S Mantry, T Gray… - Ophthalmology, 2006 - Elsevier
PURPOSE: To investigate the efficacy of alcohol delamination in the management of recurrent
corneal erosions (RCEs). DESIGN: Prospective single-center consecutive descriptive …

Visualization of three-dimensional flow in a four-roll mill

RR Lagnado, LG Leal - Experiments in fluids, 1990 - Springer
Flow visualization has been used to study the motion of a Newtonian fluid in a four-roll mill.
Observations of the effect of increasing Reynolds number on the evolution of steady three-…

The use of treasury bill futures in strategic asset allocation programs

…, ES Schwartz, R Lagnado - Worldwide Asset and …, 1998 - books.google.com
Asset allocation models are designed to improve investment results by varying the
allocation of a portfolio between broad asset classes over time¹, in response to changing …

Alcohol delamination of the corneal epithelium for recalcitrant recurrent corneal erosion syndrome: a prospective study of efficacy and safety

RP Singh, D Raj, A Pherwani, R Lagnado… - British journal of …, 2007 - bjo.bmj.com
Aim: To investigate the safety and efficacy of alcohol delamination of the corneal epithelium
for recalcitrant recurrent corneal erosion syndrome (RCE) in a prospective non-comparative …

Long term clinical outcome of a randomised controlled trial of anterior chamber lenses after high volume intracapsular cataract surgery

A Hennig, GJ Johnson, JR Evans, R Lagnado… - British journal of …, 2001 - bjo.bmj.com
BACKGROUND Age related cataract remains the major cause of blindness throughout the
world. In many countries, the majority of cataract surgery continues to be done by the …

The stability of two-dimensional linear flows of an Oldroyd-type fluid

RR Lagnado, N Phan-Thien, LG Leal - Journal of non-newtonian fluid …, 1985 - Elsevier
… The quantities in square brackets represent time derivatives of the extra-stress r and the
rate-of-strain e. The form of these time derivatives depends upon the parameter j? which …