… Taking into account that the return and risk of the base currency, as well as its correlation
with all the assets, are zero, this Laurent Cantaluppi is a Partner of Cantaluppi & Hug in Zurich, …

The control of a finite-state semi-Markov process is investigated. In each state, a finite number
of actions is available. Each action determines reward rates and transition rates to the …

This study concerns the optimal control of a hydroelectric dam under seasonal electricity
prices: high in winter, low in summer. The goal is to maximize the expected discounted infinite-…

We study the control of a finite-state semi-Markov process. In each state, a finite number of
actions is available. Each action determines reward and transition rates to the other states. …

While analyzing an investment portfolio, in particular untangling its transactions, you have
probably wondered which of these trades have had a decisive influence, positive or negative, …

… As seen in Cantaluppi (2014), we define the contribution of the initial holding in security i
to the performance as the difference between the value of the initial holding in this security at …

… The turnover performance defined in Cantaluppi is computed at the level of the asset classes.
The arguments of Cantaluppi for basing the excess return on the “do nothing” policy can …

… Cantaluppi, Laurent, Modeling Currency Hedges in a Mean/Variance Framework,
January/February, 57—61. Chance, Don M., Translating the Greek: The Real Meaning of …

A comprehensive classification of contrast agents currently used or under development for
magnetic resonance imaging (MRI) is presented. Agents based on small chelates, …

Importance Although plenty of data exist regarding clinical manifestations, course, case
fatality rate, and risk factors associated with mortality in severe coronavirus disease 2019 (COVID…