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The numeraire property and long-term growth optimality for drawdown-constrained investments
numeraire property long-term growth optimality drawdown-constrained investments
2012/9/14
We consider the portfolio choice problem for an investor interested in long-run growth optimality while facing drawdown constraints in a general continuous semimartingale model. The paper introduces t...
On the drawdown of completely asymmetric Levy processes
Spectrally one-sided L´ evy process reflected process, drawdown fluctuation theory excursion theory sextuple law
2011/3/31
The drawdown process $Y=\bar{X} - X$ of a completely asymmetric L\'{e}vy process $X$ is given by $X$ reflected at its running supremum $\bar{X}$.In this paper we explicitly express the law of the sext...
The Step-Drawdown Test and Non-Darcian Flow:A Critical Review of Theory,Methods and Practice
Step-Drawdown Test Non-Darcian Flow Critical Review
2009/10/28
Step-drawdown tests are usually carried out with succeeding steps of increased
pumping yield, each step of equal duration of 1 hour. The background for this
procedure 1s reviewed, and it is shown, t...
Drawdown Distribution During Recovery around a Large Diameter Well
Drawdown Distribution Recovery Large Diameter Well
2009/10/26
An analytical solution is presented for the drawdown distribution in a large
diameter well during recovery. It takes into consideration the well storage. A
set of type curves are given to determine ...
ANALYTICAL SOLUTIONS FOR WELL DRAWDOWN WITH WELL LOSSES 1. MULTIPLE WELL SYSTEM NEAR A BOUNDARY
WELL DRAWDOWN water level WELL LOSSES
2009/10/12
This paper deals with two cases. The first case concerns a solution for the drawdown in a given well which makes it possible to monitor and/or model the drawdown in other wells in the system and deter...
On Azema-Yor processes, their optimal properties and the Bachelier-Drawdown equation
optimal properties Bachelier-Drawdown equation
2010/10/29
We study the class of Az´ema–Yor processes defined from a general semimartingale with a continuous running supremum process. We show that they arise as unique strong solutions of the Bachelier s...
Large, non-Redfieldian drawdown of nutrients and carbon in the extratropical North Atlantic Ocean (46uN): Evidence for dinitrogen fixation?
non-Redfieldian drawdown of nutrients carbon
2014/4/21
Considerable drawdown of total dissolved inorganic carbon (CT) and oversaturation of oxygen (O2
) within a
cold (,15uC) oligotrophic eddy in the extratropical North Atlantic Ocean (46uN, 20.5uW) ind...