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1. Blitz, David. Benchmarking Benchmarks.

Degree: 2011, Erasmus Research Institute of Management

textabstractBenchmarking benchmarks is a bundle of six studies that are inspired by the prevalence of benchmarking in academic finance research as well as in investment practice. Three studies examine if current benchmark asset pricing models adequately describe the cross-section of stock returns. We present a momentum strategy based on residual stock returns that vastly improves upon traditional momentum strategies, evidence that low-volatility stocks earn abnormally high risk-adjusted returns and a critical discussion of the recently proposed “fundamental indexation” approach. Two studies examine whether active asset allocation can add value over a benchmark strategic asset allocation (SAA) portfolio. We empirically find that value and momentum effects do not only exist within, but also across asset classes, and we present a practical framework for dynamic strategic asset allocation based on the business cycle. The final study examines whether benchmark index returns can actually be obtained in reality. We find that passive funds listed in Europe lag their benchmarks by a statistically and economically significant amount of 50-150 basis points per annum, as a result of expenses and dividend taxes. Based on the overall results we hypothesize that the phenomenon of benchmarking itself may lie at the root of some of our key findings and that the challenge is to adapt benchmarks in such a way that desired behavior is better encouraged.

Subjects/Keywords: ETF; GTAA; active investing; alpha; asset allocation; asset pricing; benchmark; beta; fundamental indexation; momentum; passive investing; value; volatility

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APA (6th Edition):

Blitz, D. (2011). Benchmarking Benchmarks. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/22624

Chicago Manual of Style (16th Edition):

Blitz, David. “Benchmarking Benchmarks.” 2011. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed January 29, 2020. http://hdl.handle.net/1765/22624.

MLA Handbook (7th Edition):

Blitz, David. “Benchmarking Benchmarks.” 2011. Web. 29 Jan 2020.

Vancouver:

Blitz D. Benchmarking Benchmarks. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2011. [cited 2020 Jan 29]. Available from: http://hdl.handle.net/1765/22624.

Council of Science Editors:

Blitz D. Benchmarking Benchmarks. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2011. Available from: http://hdl.handle.net/1765/22624

2. Zhang, Ning. Dissection of GmScream Promoters that Regulate Highly Expressing Soybean (Glycinemax Merr.) Genes.

Degree: PhD, Horticulture and Crop Science, 2016, The Ohio State University

Promoters and their contributing cis-elements are among the most important regulatory components for transcriptional regulation of gene expression. Studies on plant promoters and their cis-regulatory elements hold great promise for both basic research and agricultural biotechnology. Here, a group of twenty “GmScream” promoters, which regulate highly expressed soybean genes, were identified and characterized using transient expression in lima bean cotyledons and stable expression in soybean hairy roots. Out of these promoters, one half showed activity that was higher than or comparable to the widely-used Cauliflower Mosaic Virus 35S (CaMV35S) promoter. The strongest promoters, GmScreamM8 and GmScreamM4, drove high expression in most tissues of transgenic soybeans, with preferential high expression in young or rapidly growing tissues. The leader intron of GmScreamM8 significantly contributed to the observed high activity of the promoter through intron-mediated enhancement (IME). Element tetramers, placed upstream of the GmScreamM8 core promoter, contributed to very high activity, only if the native leader intron was included, suggesting an interaction between intronic sequences and promoter elements. Through the use of synthetic promoters and synthetic introns, we successfully identified a 222 bp intronic sequence that significantly contributed to intron-mediated enhancement. Promoter elements conferring high levels of promoter activity from several strong GmScream promoters were also identified in this study. To improve our understanding of how these short DNA sequences regulate gene expression, synthetic promoters consisting of a classical G-box core sequence (CACGTG) along with different flanking sequences were constructed and used to regulate a green fluorescent protein (gfp) gene. The proximal 2-bp flanking sequences of the G-box greatly affected G-box activity, while the distal 2-bp flanking nucleotides also influenced gene expression albeit at lower levels. Manipulation of the upstream 4-bp flanking sequence of a G-box in the proximal region of a native weak GmScream3 promoter significantly enhanced promoter activity. In addition, truncation analysis of the GmScreamM8 promoter revealed that a short DNA fragment located close to the transcriptional start site (TSS) was essential for increased gene expression. Using site-specific mutagenesis of targeted nucleotides in synthetic promoters, a novel GTAA element (GGTAAA/TTTA/CGTAA) was identified and functionally characterized as the regulatory element contributing to high gene expression in young and rapidly growing tissues including shoot meristems, root tips and proliferative embryogenic tissues in transgenic tobacco and soybean plants. Advisors/Committee Members: Finer, John (Advisor).

Subjects/Keywords: Horticulture; GmScream promoters; intron-mediated enhancement; cis-regulatory elements; G-box; GTAA; GFP

…140 GTAA element… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, N. (2016). Dissection of GmScream Promoters that Regulate Highly Expressing Soybean (Glycinemax Merr.) Genes. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1469052454

Chicago Manual of Style (16th Edition):

Zhang, Ning. “Dissection of GmScream Promoters that Regulate Highly Expressing Soybean (Glycinemax Merr.) Genes.” 2016. Doctoral Dissertation, The Ohio State University. Accessed January 29, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1469052454.

MLA Handbook (7th Edition):

Zhang, Ning. “Dissection of GmScream Promoters that Regulate Highly Expressing Soybean (Glycinemax Merr.) Genes.” 2016. Web. 29 Jan 2020.

Vancouver:

Zhang N. Dissection of GmScream Promoters that Regulate Highly Expressing Soybean (Glycinemax Merr.) Genes. [Internet] [Doctoral dissertation]. The Ohio State University; 2016. [cited 2020 Jan 29]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1469052454.

Council of Science Editors:

Zhang N. Dissection of GmScream Promoters that Regulate Highly Expressing Soybean (Glycinemax Merr.) Genes. [Doctoral Dissertation]. The Ohio State University; 2016. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1469052454

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