196 citations · 865 across the 21 of their papers we have counts for
22 papers
Marking Systemic Portfolio Risk with Application to the Correlation Skew of Equity Baskets
Alex Langnau, Daniel Cangemi
The downside risk of a portfolio of (equity)assets is generally substantially higher than the downside risk of its components. In particular in times of crises when assets tend to…
Boundary states for moving D-branes
Marco Billo, Daniel Cangemi, Paolo Di Vecchia
We determine the boundary state for both the NS-NS and R-R sectors of superstring theory. We show how they are modified under a boost. The boosted boundary state is then used for c…
Self-Duality and Maximally Helicity Violating QCD Amplitudes
Daniel Cangemi
I review some recent work that describes the close analogy between self-dual Yang--Mills amplitudes and QCD amplitudes with external gluons of positive helicity. This analogy is ca…
Self-dual Yang--Mills Theory and One-Loop Maximally Helicity Violating Multi-Gluon Amplitudes
Daniel Cangemi
A scalar cubic action that classically reproduces the self-dual Yang--Mills equations is shown to generate one-loop QCD amplitudes for external gluon all with the same helicity. Th…
Temperature Expansions for Magnetic Systems
Daniel Cangemi, Gerald Dunne
We derive finite temperature expansions for relativistic fermion systems in the presence of background magnetic fields, and with nonzero chemical potential. We use the imaginary-ti…
Effective Energy for QED with Semi-Localized Static Magnetic Fields: A Solvable Model
Daniel Cangemi, Gerald Dunne, Eric D'Hoker
We evaluate the exact effective energy for charged spin zero and spin half fields in the presence of a family of static magnetic field profiles localized in a str…