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In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

In this investigation, we present an efficient electrochemical methodology to prepare nano-particulate TiO2 having a nano-crystalline composition of 40% Anatase and 60% Brookite, without need for subsequent thermal treatments (which are typically applied to alter the amount of amorphicity). This procedure for oxide synthesis is novel as it involves the galvanostatic dissolution of remelted Titanium Components, thus constituting a promising technological route for re-using Titanium-containing metallic pieces from the secondary metals industry to produce nanocrystalline TiO2 powders as a high value-added primary product. The experimental results presented showed that the faradaic efficiency of the TiO2 electro-synthesis, crystalline purity, and dispersion of the electro-generated TiO2 material was significant, despite the fact that the titanium content of the remelted titanium components was less than 80%.

During the last decade there has been many advances in the field of research focusing on term structure models that include macroeconomic risks. The fact that such risks adds to the predictive power of risk premia is evident. However, there is no such models that includes exchange rate dynamics and accounts for these potentially latent effects on the yield curve. This thesis presents a discussion on term structure models. A concept for pricing bonds on the entire range of maturities. Specifically, we look at the family of term structure models called macro-finance term structure models (MTSM), which takes the standard framework of the standard term structure models and adds sources of macroeconomic risks. Our discussion focuses on the role of the exchange rate dynamics, motivating a formulation that can include it, and investigating to see if it adds any information in describing the bond risk premium. Our vantage point comes from that of the unspanned MTSM, and subsequently modifying it to accommodate for exchange rate effects. We are able to present regression evidence supporting our idea of a latent exchange rate effect in the bond term structure., During the last decade there has been many advances in the field of research focusing on term structure models that include macroeconomic risks. The fact that such risks adds to the predictive power of risk premia is evident. However, there is no such models that includes exchange rate dynamics and accounts for these potentially latent effects on the yield curve. This thesis presents a discussion on term structure models. A concept for pricing bonds on the entire range of maturities. Specifically, we look at the family of term structure models called macro-finance term structure models (MTSM), which takes the standard framework of the standard term structure models and adds sources of macroeconomic risks. Our discussion focuses on the role of the exchange rate dynamics, motivating a formulation that can include it, and investigating to see if it adds any information in describing the bond risk premium. Our vantage point comes from that of the unspanned MTSM, and subsequently modifying it to accommodate for exchange rate effects. We are able to present regression evidence supporting our idea of a latent exchange rate effect in the bond term structure.

During the last decade there has been many advances in the field of research focusing on term structure models that include macroeconomic risks. The fact that such risks adds to the predictive power of risk premia is evident. However, there is no such models that includes exchange rate dynamics and accounts for these potentially latent effects on the yield curve. This thesis presents a discussion on term structure models. A concept for pricing bonds on the entire range of maturities. Specifically, we look at the family of term structure models called macro-finance term structure models (MTSM), which takes the standard framework of the standard term structure models and adds sources of macroeconomic risks. Our discussion focuses on the role of the exchange rate dynamics, motivating a formulation that can include it, and investigating to see if it adds any information in describing the bond risk premium. Our vantage point comes from that of the unspanned MTSM, and subsequently modifying it to accommodate for exchange rate effects. We are able to present regression evidence supporting our idea of a latent exchange rate effect in the bond term structure., During the last decade there has been many advances in the field of research focusing on term structure models that include macroeconomic risks. The fact that such risks adds to the predictive power of risk premia is evident. However, there is no such models that includes exchange rate dynamics and accounts for these potentially latent effects on the yield curve. This thesis presents a discussion on term structure models. A concept for pricing bonds on the entire range of maturities. Specifically, we look at the family of term structure models called macro-finance term structure models (MTSM), which takes the standard framework of the standard term structure models and adds sources of macroeconomic risks. Our discussion focuses on the role of the exchange rate dynamics, motivating a formulation that can include it, and investigating to see if it adds any information in describing the bond risk premium. Our vantage point comes from that of the unspanned MTSM, and subsequently modifying it to accommodate for exchange rate effects. We are able to present regression evidence supporting our idea of a latent exchange rate effect in the bond term structure.

Portfolio choice theory have in the last decades seen a rise in utilising more advanced utility functions for finding optimal portfolios. This is partly a consequence of the relatively simplistic nature of the quadratic utility, which is often assumed in the classical mean-variance framework. There have been some suggestions on how to find optimal portfolios in ac- cordance to more realistic utility functions gathered from Prospect theory. However, some of these methods suffer from practical drawbacks. This paper proposes a method consisting of a mixture between two op- timization techniques, in order to find a portfolio allocation that is optimal in relation to the first four moments. In the empirical implementation, we utilise the S-shaped and Bilinear utility functions gathered from Prospect Theory. Results hold in an in-sample testing environment. Improving ex- pected utility, and the first three moments when tested against a standard benchmark method, as well as in measurement of the Sharpe Ratio., Portfolio choice theory have in the last decades seen a rise in utilising more advanced utility functions for finding optimal portfolios. This is partly a consequence of the relatively simplistic nature of the quadratic utility, which is often assumed in the classical mean-variance framework. There have been some suggestions on how to find optimal portfolios in ac- cordance to more realistic utility functions gathered from Prospect theory. However, some of these methods suffer from practical drawbacks. This paper proposes a method consisting of a mixture between two op- timization techniques, in order to find a portfolio allocation that is optimal in relation to the first four moments. In the empirical implementation, we utilise the S-shaped and Bilinear utility functions gathered from Prospect Theory. Results hold in an in-sample testing environment. Improving ex- pected utility, and the first three moments when tested against a standard benchmark method, as well as in measurement of the Sharpe Ratio.

Portfolio choice theory have in the last decades seen a rise in utilising more advanced utility functions for finding optimal portfolios. This is partly a consequence of the relatively simplistic nature of the quadratic utility, which is often assumed in the classical mean-variance framework. There have been some suggestions on how to find optimal portfolios in ac- cordance to more realistic utility functions gathered from Prospect theory. However, some of these methods suffer from practical drawbacks. This paper proposes a method consisting of a mixture between two op- timization techniques, in order to find a portfolio allocation that is optimal in relation to the first four moments. In the empirical implementation, we utilise the S-shaped and Bilinear utility functions gathered from Prospect Theory. Results hold in an in-sample testing environment. Improving ex- pected utility, and the first three moments when tested against a standard benchmark method, as well as in measurement of the Sharpe Ratio., Portfolio choice theory have in the last decades seen a rise in utilising more advanced utility functions for finding optimal portfolios. This is partly a consequence of the relatively simplistic nature of the quadratic utility, which is often assumed in the classical mean-variance framework. There have been some suggestions on how to find optimal portfolios in ac- cordance to more realistic utility functions gathered from Prospect theory. However, some of these methods suffer from practical drawbacks. This paper proposes a method consisting of a mixture between two op- timization techniques, in order to find a portfolio allocation that is optimal in relation to the first four moments. In the empirical implementation, we utilise the S-shaped and Bilinear utility functions gathered from Prospect Theory. Results hold in an in-sample testing environment. Improving ex- pected utility, and the first three moments when tested against a standard benchmark method, as well as in measurement of the Sharpe Ratio.

This thesis investigates the relationship between the quantitative volatility model HAR-RV and the qualitative volatility implied in the option pricing formula. Using OLS regression with Newey-West to estimate the HAR model, strong predictive characteristics where obtained, as well as observing a very high informational relationship between the two model. The relationship is however still, due to the risk premium, ineffiecient and biased. We conclude that our good results comes from the horizon of estimation optimal due to macroeconomic powers, we also believe that the model in itself can gain further strenght with a revision of the lag structure in the components.

This thesis investigates the relationship between the quantitative volatility model HAR-RV and the qualitative volatility implied in the option pricing formula. Using OLS regression with Newey-West to estimate the HAR model, strong predictive characteristics where obtained, as well as observing a very high informational relationship between the two model. The relationship is however still, due to the risk premium, ineffiecient and biased. We conclude that our good results comes from the horizon of estimation optimal due to macroeconomic powers, we also believe that the model in itself can gain further strenght with a revision of the lag structure in the components.

The effects of ball diameter on wear and of mill diameter on grinding power and ball wear are illustrated by laboratory and pilot plant grinding tests using a magnetic taconite ore and a siliceous sulphide ore., The effects of ball diameter on wear and of mill diameter on grinding power and ball wear are illustrated by laboratory and pilot plant grinding tests using a magnetic taconite ore and a siliceous sulphide ore.