http://inspirehep.net/record/499969/files/arXiv:hep-th_9905111.pdf

Large N Field Theories, String Theory and Gravity

Quantum field theory on noncommutative spaces

We obtain first order equations that determine a supersymmetric kink solution in fivedimensional N = 8 gauged supergravity. The kink interpolates between an exterior anti-de Sitter region with maximal supersymmetry and an interior anti-de Sitter region with one quarter of the maximal supersymmetry. One eighth of supersymmetry is preserved by the kink as a whole. We interpret it as describing the renormalization group flow in N = 4 super-Yang-Mills theory broken to an N = 1 theory by the addition of a mass term for one of the three adjoint chiral superfields. A detailed correspondence is obtained between fields of bulk supergravity in the interior anti-de Sitter region and composite operators of the infrared field theory. We also point out that the truncation used to find the reduced symmetry critical point can be extended to obtain a new N = 4 gauged supergravity theory holographically dual to a sector of N = 2 gauge theories based on quiver diagrams. We consider more general kink geometries and construct a c-function that is positive and monotonic if a weak energy condition holds in the bulk gravity theory. For evendimensional boundaries, the c-function coincides with the trace anomaly coefficients of the holographically related field theory in limits where conformal invariance is recovered.

/pdf/renormalization-group-flows-from-holography-supersymmetry-42tb4edc6x.pdf

Renormalization group flows from holography supersymmetry and a c theorem

The Conditional CAPM Does Not Explain Asset-Pricing Anomalies

Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.

Starting with the $D$-dimensional Einstein-dilaton-antisymmetric form equations and assuming a block-diagonal form of a metric we derive a $(D\ensuremath{-}d)$-dimensional \ensuremath{\sigma} model with the target space $\mathrm{SL}(d,R)/\mathrm{SO}(d)\ifmmode\times\else\texttimes\fi{}\mathrm{SL}(2,R)/\mathrm{SO}(2)\ifmmode\times\else\texttimes\fi{}R$ or its noncompact form. Various solution-generating techniques are applied to reproduce some known and to construct some new $p$-brane solutions. It is shown that the $p$-brane Harrison transformation belonging to the $\mathrm{SL}(2,R)$ subgroup generates black $p$-branes from the seed Schwarzschild solution. A flux-brane generalizing the Bonnor-Melvin-Gibbons-Maeda solution is constructed as well as a nonlinear superposition of the flux-brane and a spherical black hole. A new simple way to endow branes with additional internal structure such as plane waves is suggested. Applying the harmonic maps technique we generate new solutions with a nontrivial shell structure in the transverse space (``matrioshka'' $p$-branes). Bonnor-type symmetry relating the four-dimensional vacuum $\mathrm{SL}(2,R)$ to the corresponding sector of the above global symmetry group is used to construct a new magnetic six-brane with a dipole moment in the ten-dimensional type IIA theory. A similar \ensuremath{\sigma} model is constructed for the intersecting branes. It is shown that the intersection rules have a simple geometric interpretation as conditions ensuring the symmetric space property of the target space. The null-geodesic method is used to find intersecting ``matrioshka'' $p$-branes in type IIA supergravity.

Generating branes via sigma models

This paper applies a state space approach to the analysis of stock return predictability. It acknowledges that expected returns and expected dividends are unobservable and uses the Kalman filter to extract them from the observed history of realized dividends and returns. The suggested approach explicitly takes into account the time variation in expected dividend growth rates and exploits the present value relation. The obtained predictors for future returns are robust to structural breaks in the means of expected dividends and returns and more efficient than the dividend–price ratio. The likelihood ratio test reliably rejects the hypothesis of constant expected returns.

Filtering Out Expected Dividends and Expected Returns

Forecasting the Forecasts of Others: Implications for Asset Pricing ∗

An algebraic method for a general construction of intersecting p-brane solutions in diverse spacetime dimensions is discussed. An incidence matrix describing configurations of electric and magnetic fields is introduced. Intersecting p-branes are specified by solutions of a system of characteristic algebraic equations for the incidence matrix. This set of characteristic equations generalizes a single characteristic equation found before for a special "flower" ansatz. The characteristic equations admit solutions only for quantized values of scalar coupling parameters. A wide list of examples including solutions with regular horizons and non-zero entropy in D=11 and D=10 theories is presented.

Oleg Rytchkov

Papers

Generating branes via sigma models

Filtering Out Expected Dividends and Expected Returns

Forecasting the Forecasts of Others: Implications for Asset Pricing ∗

Incidence Matrix Description of Intersecting p-brane Solutions

Note on the massive Rarita-Schwinger field in the AdS/CFT correspondence