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Question: The model of Daniel et al. (1997) controls for risk by creating characteristic-based benchmark portfolios. Similar to the Carhart (1999) model, the model uses size, book to market, and momentum as characteristics. Discuss the advantages and disadvantages of using the model developed by Daniel et al. versus Carhart.
Transform the stresses in Flamant's solution into polar coordinates, or in other words, derive expressions for the stress components σrr, σθθ and σrθ. Note that the result is rather specia.
Determine the corresponding fatigue cycle maximum stress according to the equivalent stress model. Repeat this calculation if the minimum stress is increased to 20 ksi.
A new motorcycle is being developed to meet new gas mileage standards recently passed by the federal government. An engineer tested three model designs by randomly assigning the motorcycles in a blind study (the riders recorded the mileage but did no..
a pure jet engine operates on an ideal cycle. the pressure ratio is 13 and the turbine inlet temperature 830 k.
a a 10-mm-diameter brinell hardness indenter produced an indentation 1.62 mm in diameter in a steel alloy when a load
The yield of good chips during a certain step in silicon processing of integrated circuits averages 91%. The number of chips per wafer is 200. Determine the center, LCL, and UCL for the p chart that might be used for this process.
a 10 m3 oxygen tank is at 15 degree c and 800 kpa. the valve is opened and some oxygen is allowed to escape until the
In a zener diode circuit, the current limiting resistor limits the total circuit current to 150 milliamperes. If the load circuit is drawing a current of 90 milliamperes, how much current is flowing through the zener diode?
a pound of air is used in a carnot power cycle. at a constant 1540of the pressure goes from 2710 psia to 1882 psia.
Two nuclear states have magnetic moments that differ by one nuclear magneton. When B = 0.1 tesla, the populations of the two levels are in the ratio 1 : 2. What is the temperature?
for the process where q 62.5 kjkg and wkcs 60 kjkg determine the energy change if the system mass is 2 kg 2. into a
a fluid viscosity10-2 nsm2 density 800 kgm3 flows with a mean velocity of 4 cms in a 10 cm smooth pipe.a. what is the
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