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Fama, E F, and J D MacBeth (1973) Risk, return and equilibrium: Empirical test J Pol Econ 81: 607 636 Fama, E F, and R Roll (1971) Parameter estimates for symmetric stable distributions J Am Stat Assoc 66: 331 338 French, K R, G W Schwert, and R F Stambaugh (1987) Expected stock returns and volatility J Fin Econ 19: 3 29 French, K R, and J M Poterba (1991) Investor diversi cation and international equity markets Am Econ Rev 81(2): 222 226 Friedman, M, and L J Savage (1948) The utility analysis of choices involving risk J Pol Economy 56(4): 279 304 Friedman, J, and W Stuetzle (1981) Projection pursuit regression J Am Stat Assoc 76: 817 823 GAUSS, Aptech Corp Maple Valley, WA (info@aptechcom) Geddes, R, and H D Vinod (2002) CEO tenure, board composition, and regulation J Reg Econ.

impedance at (5.27) for various scan angles along the E-plane and plotted in Figure 5.7a. This input return loss corresponds to the Floquet excitation of the infinite array of subarrays. The waveguide inner dimensions were 0 6 0 0 6 0 and the subarray dimensions were 2 8 0 0 7 0 . The waveguide heights were 0 75 0 , where 0 is the wavelength in free space. The plot shows better than 35 dB return loss for the bore-sight scan. However, several resonant spikes are observed in the return loss plot, implying poor impedance match for certain scan angles. Resonant spikes nearest to the bore sight occur at 3 4 scan angles. The poor return loss results in a significant reduction of the subarray gain, causing scan blindness. These spikes are primarily due to grazing lobes that cause strong mutual coupling between the elements, leading to scan blindness. The blind angles move with the transmission line length. To compute the active subarray pattern we utilize (5.38). For computing c1 in (5.38), the elements of the eigenvector 1 for the subarray with 4 1 elements are considered as

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4.2.2 Aperture Admittance Now consider the source in (4.3), which is expressed in terms of Floquet modal voltages. Using superposition, the magnetic field at z = 0 can be expressed as Hs =

(b) What to Include in the Year-End Memo Each payroll department must decide this for itself. It depends on the aim of the memo, which may include: to provide an informational year-end update; to convince employees to convert to electronic Form W-2 for the rst time; and to convey customer service items such as phone numbers and department hours, among other possibilities. The following is a list of items that should be considered when developing the rst draft of the memo:

21: 217 235 Gibbons, M, and W Ferson (1985) Tests of asset pricing models with changing expectations and an unobservable market portfolio J Fin Econ 14: 217 236 Gill, P E, W Murray, and M H Wright (1981) Practical Optimization New York: Academic Press Gordon, M G, M G Paradis, and C Rorke (1972) Experimental evidence on alternative portfolio decision rules Am Econ Rev 62: 107 118 Greene, W H (2000) Econometric Analysis, 4th ed Upper Saddle River, NJ: Prentice Hall Groenewold, N, and P Fraser (1997) Share prices and macroeconomic factors J Bus Fin Account 24: 1367 1383 Gruber, M J (1996) Another puzzle: The growth in actively managed mutual funds J Fin 51: 783 811 Hansen, L P, and R Jeganathan (1991) Implications of security market data for models of dynamic economies J Pol Econ 99: 225 262 Hardy, D C.

Figure 7.38: An example based on the extended version of the Title-Item pattern. Related Patterns The Title-Item pattern can be combined with the PDM pattern, in which case, the PDM definition of Document would be replaced with the Title definition in the Title-Item pattern. An example of this combination was shown in Figure 7.32. Source/Credit No sources known.

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, and C Pazarbasioglu (1999) Determinants and leading indicators of banking crises: Further evidence IMF Staff Papers 46(3): 247 258 Hendricks, D, J Patel, and R Zeckhauser (1997) The J-shape of performance: Persistence given survivorship bias Rev Econ Stat 79: 161 170 Heyde, C C (1997) Quasi-likelihood and Its Applications New York: Springer Verlag Hogan, W, and J Warren (1974) Towards the development of an equilibrium capital market model based on semivariance J Fin Quantit Anal 9: 1 11 Hsu, D-A, R B Miller, and D W Wichern (1974) On the stable Paretian behaviour of stock-market prices J Am Stat Assoc 69(345): 108 113 Huberman, G, and S Kandel (1987) Mean variance spanning J Fin 42: 873 888 Hull, J C (1997) Options, Futures, and Other Derivatives, 4th ed Upper Saddle River, NJ: Prentice Hall Huang, C, and R H Litzenberger (1988).

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