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13,441
Consumption, Aggregate Wealth, and Expected Stock Returns
 THE JOURNAL OF FINANCE • VOL. LVI, NO. 3 • JUNE 2001
, 2001
"... This paper studies the role of fluctuations in the aggregate consumption–wealth ratio for predicting stock returns. Using U.S. quarterly stock market data, we find that these fluctuations in the consumption–wealth ratio are strong predictors of both real stock returns and excess returns over a Treas ..."
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Cited by 321 (23 self)
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that a wide class of optimal models of consumer behavior imply that the log consumption–aggregate wealth ~human capital plus asset holdings! ratio summarizes expected returns on aggregate wealth, or the market portfolio. Although this ratio is not observable, we provide assumptions under which its
On Differential Variability of Expression Ratios: Improving . . .
 JOURNAL OF COMPUTATIONAL BIOLOGY
, 2001
"... We consider the problem of inferring fold changes in gene expression from cDNA microarray data. Standard procedures focus on the ratio of measured fluorescent intensities at each spot on the microarray, but to do so is to ignore the fact that the variation of such ratios is not constant. Estimates o ..."
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Cited by 265 (7 self)
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We consider the problem of inferring fold changes in gene expression from cDNA microarray data. Standard procedures focus on the ratio of measured fluorescent intensities at each spot on the microarray, but to do so is to ignore the fact that the variation of such ratios is not constant. Estimates
The price of stability for network design with fair cost allocation
 In Proceedings of the 45th Annual Symposium on Foundations of Computer Science (FOCS
, 2004
"... Abstract. Network design is a fundamental problem for which it is important to understand the effects of strategic behavior. Given a collection of selfinterested agents who want to form a network connecting certain endpoints, the set of stable solutions — the Nash equilibria — may look quite differ ..."
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Cited by 281 (30 self)
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different from the centrally enforced optimum. We study the quality of the best Nash equilibrium, and refer to the ratio of its cost to the optimum network cost as the price of stability. The best Nash equilibrium solution has a natural meaning of stability in this context — it is the optimal solution
Resurrecting the (C)CAPM: A CrossSectional Test When Risk Premia Are TimeVarying
 Journal of Political Economy
, 2001
"... This paper explores the ability of conditional versions of the CAPM and the consumption CAPM—jointly the (C)CAPM—to explain the cross section of average stock returns. Central to our approach is the use of the log consumption–wealth ratio as a conditioning variable. We demonstrate that such conditio ..."
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Cited by 246 (10 self)
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This paper explores the ability of conditional versions of the CAPM and the consumption CAPM—jointly the (C)CAPM—to explain the cross section of average stock returns. Central to our approach is the use of the log consumption–wealth ratio as a conditioning variable. We demonstrate
Backtracking intrusions
, 2003
"... Analyzing intrusions today is an arduous, largely manual task because system administrators lack the information and tools needed to understand easily the sequence of steps that occurred in an attack. The goal of BackTracker is to identify automatically potential sequences of steps that occurred in ..."
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Cited by 240 (11 self)
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1.2 GB per day of log data for an operatingsystem intensive workload.
A largescale study of the evolution of web pages
 In Proceedings of the 12th International World Wide Web Conference
, 2003
"... How fast does the web change? Does most of the content remain unchanged once it has been authored, or are the documents continuously updated? Do pages change a little or a lot? Is the extent of change correlated to any other property of the page? All of these questions are of interest to those who m ..."
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Cited by 241 (5 self)
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text of each download of the corresponding pages. After completion of the crawl, we analyzed the degree of change of each page, and investigated which factors are correlated with change intensity. We found that the average degree of change varies widely across toplevel domains, and that larger pages
Provably Good Mesh Generation
 J. COMPUT. SYST. SCI
, 1990
"... We study several versions of the problem of generating triangular meshes for finite element methods. We show how to triangulate a planar point set or polygonally bounded domain with triangles of bounded aspect ratio; how to triangulate a planar point set with triangles having no obtuse angles; how t ..."
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Cited by 214 (10 self)
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We study several versions of the problem of generating triangular meshes for finite element methods. We show how to triangulate a planar point set or polygonally bounded domain with triangles of bounded aspect ratio; how to triangulate a planar point set with triangles having no obtuse angles; how
The effect of network topology on the spread of epidemics
 IN IEEE INFOCOM
, 2005
"... Many network phenomena are well modeled as spreads of epidemics through a network. Prominent examples include the spread of worms and email viruses, and, more generally, faults. Many types of information dissemination can also be modeled as spreads of epidemics. In this paper we address the question ..."
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Cited by 216 (8 self)
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lifetime is of order log n, where n is the number of nodes. Conversely, if this ratio is bigger than a generalization of the isoperimetric constant of the graph, then the mean epidemic lifetime is of order � Ò�, for a positive constant �. We apply these results to several network topologies including
Approximate Graph Coloring by Semidefinite Programming.
 In Proceedings of 35th Annual IEEE Symposium on Foundations of Computer Science,
, 1994
"... Abstract. We consider the problem of coloring kcolorable graphs with the fewest possible colors. We present a randomized polynomial time algorithm that colors a 3colorable graph on n vertices with min{O(⌬ 1/3 log 1/2 ⌬ log n), O(n 1/4 log 1/2 n)} colors where ⌬ is the maximum degree of any vertex ..."
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Cited by 210 (7 self)
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vertex. Besides giving the best known approximation ratio in terms of n, this marks the first nontrivial approximation result as a function of the maximum degree ⌬. This result can be generalized to kcolorable graphs to obtain a coloring using min{O(⌬ 1Ϫ2/k log 1/2 ⌬ log n), O(n 1Ϫ3/(kϩ1) log 1/2 n
Greedy strikes back: Improved facility location algorithms
 Journal of Algorithms
, 1999
"... A fundamental facility location problem is to choose the location of facilities, such as industrial plants and warehouses, to minimize the cost of satisfying the demand for some commodity. There are associated costs for locating the facilities, as well as transportation costs for distributing the co ..."
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Cited by 210 (11 self)
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.463 on the best possible approximation ratio assuming NP / ∈ DT IME[n O(log log n)]. 1
Results 11  20
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13,441