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The contents of a Java Server Page can be categorized as static or dynamic. Static content is written using regular HTML, and dynamic content is generated by the Java servlet using the JSP tags. You may wonder how a JSP engine identifies the part of the page it needs to convert into dynamic content while generating the Java servlet. How are the contents of a page segregated to distinguish their placement The segregation of content is provided by enclosing the dynamic content within special tags that start with <% and end with %>. These JSP-specific tags enclose the Java code that is manipulated to generate the dynamic content. Consider the Hello World example again. You ll recollect the use of the <%= Hello World %> statement to display the Hello World message on the screen. Let s revisit this code example to understand how the JSP engine deals with the content within the HTML and JSP tags:

On December 1, 1999, X closes the November 1 short sale with 100 shares of common stock of Y Corporation acquired on December 1 Under Rule 2, the holding period of the bonds acquired on November 1 begins on December 1 (the date the short sale is closed) Pursuant to the special statutory exception of Code section 1233(f), however, the holding period of the bonds acquired on August 15 is not affected by the arbitrage transactions This same result would occur if, instead of purchasing the 100 shares of common stock of Y Corporation on December 1, X had converted the bonds acquired on November 1 into common stock and then used this stock to close the short sale on December 1 [Treas Reg 11233-1(f)(iii), Ex 1].

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Example 2: Assume the same facts as in Example 1 above, except that, on December 1, 1999, X sells the bonds acquired on November 1 (or converts these bonds into common stock of Y Corporation and then sells the stock) but does not close the November 1 short sale The sale of the bonds (or stock) creates a net short position in assets acquired for arbitrage operations, and this position is deemed to be a short sale made on December 1 Accordingly, the holding period of the bonds acquired on August 15 begins on the date the short sale is closed, or on the date of any disposition of the bonds, whichever occurs first [Treas Reg 11233-1(f)(1)(iii), Ex 2]..

The nancial institution s tiger is called J r me Kerviel and, while this time the show will go on, eo the tamer has again bled massively The 5 billion loss (materialized when trying to liquidate a longish bet amid tanking, credit crisis infected stock markets) places SocGen as indisputable leader in the pantheon of rogue traders victims, way above the hitherto dominators, Sumitomo Corp and Barings Bank Top-rated banks such as SocGen invest large amounts of resources in managing their market, credit, operational, and legal exposures Hundreds of pros use the latest technologies to model and measure those risks, attempting to create fast-response alarm systems that impose limits and send warning signals if these are breached, in which case positions must be cut until acceptable levels are reached again.

Style drift to me is a bit different than to most people. When I think of style drift, I refer as much to the underlying process as to the nal results (performance). As highlighted in the portfolio style section of this book, we can run a simple regression of the portfolio s historical returns against several style and capitalization benchmarks. The results can give us an indication of how closely the portfolio s returns mirror the individual style/cap benchmarks as well as some combination of them. I rmly believe that any good style analysis will look at the results of the style regression, but will then overlay those results with an evaluation of the process or method employed that produced the returns. Because I believe that fundamental portfolio analysis is a better indicator of investment style, I place much more of an emphasis on it versus the results of a returns-based style regression. Score/Methodology 0 Manager has no consistent style. 1 Fundamental portfolio analysis indicates that the product has been consistent for periods of time, but those periods were few and far between.

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FIGURE 3.3 Spot U.S. dollar/yen with 20-day channel breakout. Includes data from December 31, 1992, to December 31, 2002.

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