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Journal of Business Economics and Management, ISSN 1611-1699, 12/2013, Volume 14, Issue 1, pp. S447 - S469
We develop an alternative approach based on mean-drawdown risk behavior versus the mean-variance behavior. We develop two risk measures as the maximum draw... 
Maximum drawdown beta | Average drawdown beta | Average drawdown CAPM | Mean-average drawdown behavior | Mean-maximum drawdown behavior | G12 | G15 | Drawdown risk measure | Maximum drawdown CAPM | AVERSION | BUSINESS | ECONOMICS | Studies | CAPM | Risk assessment | Mutual funds
Journal Article
Mathematical Finance, ISSN 0960-1627, 10/2019, Volume 29, Issue 4, pp. 1116 - 1130
In this paper, we derive a variation of the Azéma martingale using two approaches—a direct probabilistic method and another by projecting the Kennedy... 
Brownian excursions | drawdown options | drawdown duration | Azéma martingale | local time | Brownian movements | Probabilistic methods | Martingales
Journal Article
Computers and Geotechnics, ISSN 0266-352X, 12/2019, Volume 116
The paper focuses on the rapid drawdown of earth dams in the hypothesis that a prompt reservoir lowering is needed soon after a strong earthquake. The interest... 
Stability | Earthquake | Earth dam | Drawdown
Journal Article
Precambrian Research, ISSN 0301-9268, 10/2015, Volume 268, pp. 323 - 338
This paper reports evidence for Earth's oldest-recognised low temperature alteration, at ∼3800 Ma. Potassic felsic schists with a protolith age of 3806 ± 2 Ma... 
Eoarchaean felsic volcanic rocks | Eoarchaean weathering | CO2 drawdown | Biomediation | Oxygen isotopes | drawdown
Journal Article
Review of Pacific Basin Financial Markets and Policies, ISSN 0219-0915, 12/2013, Volume 16, Issue 4, pp. 1350028 - 1-1350028-21
Practitioners and academics have spent the past few decades debating the validity and relevance of the capital asset pricing model (CAPM). One of the... 
Average drawdown risk measure | Average drawdown beta | Average drawdown CAPM | CAPM | Mean-variance behavior | Drawdown risk measure | Mean-drawdown behavior | Pricing
Journal Article
Journal of Hydrology, ISSN 0022-1694, 08/2019, Volume 575, pp. 569 - 586
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 12/2013, Volume 83, Issue 12, pp. 2729 - 2734
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with and derive estimates on its tail probability.... 
Gaussian process | Fractional Brownian motion | Maximum drawdown | Maximum loss | Large deviation | DRAWDOWN | STATISTICS & PROBABILITY | SUPREMUM
Journal Article
Water Resources Research, ISSN 0043-1397, 07/2019, Volume 55, Issue 7, pp. 5891 - 5903
Groundwater‐level changes after earthquakes provide insight into changes in hydrogeological properties such as permeability and pore pressure. Quantifying such... 
Kumamoto | water drawdown | groundwater | earthquake | crustal rupture | Seismic activity | Membrane permeability | Pollution monitoring | Permeability | Security | Water transfer | Pressure | Strain | Cracks | Hydrogeology | Groundwater | Earthquakes | Contaminants | Pore pressure | Pore water pressure | Environmental monitoring | Water resources | Drawdown | Oceanic crust | Ground water
Journal Article
Journal of Marine Systems, ISSN 0924-7963, 07/2015, Volume 147, pp. 52 - 60
We characterise seasonal patterns in phytoplankton community composition on the Scotian Shelf, northwest Atlantic Ocean, through a study of the numerical... 
Small phytoplankton | Cell abundance | CO 2 drawdown
Journal Article
The Canadian Journal of Chemical Engineering, ISSN 0008-4034, 10/2016, Volume 94, Issue 10, pp. 2013 - 2022
The effects of baffle configuration, impeller type, impeller diameter ratio, and immersion depth on the critical drawdown speed and power of floating particles... 
solid‐liquid mixing | critical drawdown power | viscous system | critical drawdown speed | Critical drawdown speed | Critical drawdown power | Viscous system | Solid-liquid mixing | DRAWDOWN | IMPELLERS | ENGINEERING, CHEMICAL | SUSPENSION | AGITATED VESSEL | SOLIDS | TANKS | solid-liquid mixing | SCALE | STIRRED VESSELS | Viscosity | Propellers | Baffles | Impellers | Vessels | Dispersions | Immersion | Turbines
Journal Article
International Journal of River Basin Management, ISSN 1571-5124, 07/2019, Volume 17, Issue 3, pp. 289 - 299
Journal Article
Geothermics, ISSN 0375-6505, 01/2020, Volume 83
A tracer test was conducted in a geothermal reservoir using a cation-exchanging tracer to interrogate flow pathway surface area to volume ratios and a... 
Hydrolysis | Cation exchange | Thermal drawdown | Reactive tracers | Tracers
Journal Article
New Phytologist, ISSN 0028-646X, 04/2018, Volume 218, Issue 2, pp. 492 - 505
Globally, trees originating from high‐rainfall tropical regions typically exhibit lower rates of light‐saturated net CO 2 assimilation ( A ) compared with... 
photosynthetic limitation | tropical | 2 | temperate | carboxylation capacity | drawdown | mesophyll conductance | CO | CARBON-ISOTOPE DISCRIMINATION | LEAF ECONOMICS SPECTRUM | CLIMATE-CHANGE | PLANT SCIENCES | DIFFUSION CONDUCTANCE | CO2 TRANSFER | GROWTH TEMPERATURE | CO2 drawdown | INTERNAL CONDUCTANCE | GAS-EXCHANGE | GLOBAL VEGETATION | EARTH SYSTEM MODELS | Photosynthesis | Rain and rainfall
Journal Article