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- All Subjects: Clarinet and piano music
Description
Despite the wealth of folk music traditions in Portugal and the importance of the clarinet in the music of bandas filarmonicas, it is uncommon to find works featuring the clarinet using Portuguese folk music elements. In the interest of expanding this type of repertoire, three new works were commissioned from three different composers. The resulting works are Seres Imaginarios 3 by Luis Cardoso; Delirio Barroco by Tiago Derrica; and Memória by Pedro Faria Gomes. In an effort to submit these new works for inclusion into mainstream performance literature, the author has recorded these works on compact disc. This document includes interview transcripts with each composer, providing first-person discussion of each composition, as well as detailed biographical information on each composer. To provide context, the author has included a brief discussion on Portuguese folk music, and in particular, the role that the clarinet plays in Portuguese folk music culture.
ContributorsFerreira, Wesley (Contributor) / Spring, Robert S (Thesis advisor) / Bailey, Wayne (Committee member) / Gardner, Joshua (Committee member) / Hill, Gary (Committee member) / Schuring, Martin (Committee member) / Solis, Theodore (Committee member) / Arizona State University (Publisher)
Created2013
ContributorsBurton, Charlotte (Performer) / ASU Library. Music Library (Publisher)
Created2018-04-08
ContributorsDruesedow, Elizabeth (Performer) / ASU Library. Music Library (Publisher)
Created2018-04-07
Description
This project includes a recording and performance guide for three newly commissioned pieces for the clarinet. The first piece, shimmer, was written by Grant Jahn and is for B-flat clarinet and electronics. The second piece, Paragon, is for B-flat clarinet and piano and was composed by Dr. Theresa Martin. The third and final piece, Duality in the Eye of a Bovine, was written by Kurt Mehlenbacher and is for B-flat clarinet, bass clarinet, and piano. In addition to the performance guide, this document also includes background information and program notes for the compositions, as well as composer biographical information, a list of other works featuring the clarinet by each composer, and transcripts of composer and performer interviews. This document is accompanied by a recording of the three pieces.
ContributorsPoupard, Caitlin Marie (Author) / Spring, Robert (Thesis advisor) / Gardner, Joshua (Thesis advisor) / Hill, Gary (Committee member) / Oldani, Robert (Committee member) / Schuring, Martin (Committee member) / Arizona State University (Publisher)
Created2016
Description
With the fast development of Chinese capital market, an increasing number of institutions and retail investors invest through professional managers. The key to evaluating investment manager’s skill and performance persistence largely lies in portfolio style research and attribution analysis.
The current dissertation takes advantage of a unique dataset, uncover hidden investment style and trading behavior, understanding their source of excess returns, and establishing a more comprehensive methodology for evaluating portfolio performance and manager skills.
The dissertation focuses on quantitative analysis. Highlights three most important aspects. Investment style determines the systematic returns and risks of any portfolio, and can be assessed ex-ante; Transaction can be observed and modified during the investment process; and return attribution can be implemented to evaluate portfolio (managers), ex-post. Hence, these three elements make up a comprehensive and logical investment process.
Investment style is probably the most important factor in determining portfolio returns. However, Chinese investment managers are under constant pressure to follow the market trend and shift style accordingly. Therefore, accurately identifying and predicting each manager’s investment style proves critically valuable.
In addition, transaction data probably provides the most reliable source of information in observing and evaluating an investment manager’s style and strategy, in the middle of the investment process.
Despite the efficacy of traditional return attribution methodology, there are clear limitations. The current study proposes a novel return attribution methodology, by synthesizing major portfolio strategy components, such as risk exposure adjustment, sector rotation, stock selection, altogether. Our novel methodology reveals that investment managers do not obtain much abnormal returns through risk exposure adjustment or sector rotation. Instead, Chinese investment managers seem to enjoy most of their excess returns through stock selection.
In addition, we find several interesting patterns in Chinese A-share market: 1). There is a negative relationship between asset under management (AUM) and investment performance, beyond certain AUM threshold; 2). There are limited benefits from style switching in the long run; 3). Many investment managers use CSI 300 component stocks as portfolio ballast and speculate with CSI500 and Medium-and-Small board component stocks for excess returns; 4). There is no systematic negative relationship between portfolio turnover and investment performance; despite negative relationship within certain sub-samples and sectors; 5). It is plausible to construct out-performing portfolios with style index funds and ETFs.
The current dissertation takes advantage of a unique dataset, uncover hidden investment style and trading behavior, understanding their source of excess returns, and establishing a more comprehensive methodology for evaluating portfolio performance and manager skills.
The dissertation focuses on quantitative analysis. Highlights three most important aspects. Investment style determines the systematic returns and risks of any portfolio, and can be assessed ex-ante; Transaction can be observed and modified during the investment process; and return attribution can be implemented to evaluate portfolio (managers), ex-post. Hence, these three elements make up a comprehensive and logical investment process.
Investment style is probably the most important factor in determining portfolio returns. However, Chinese investment managers are under constant pressure to follow the market trend and shift style accordingly. Therefore, accurately identifying and predicting each manager’s investment style proves critically valuable.
In addition, transaction data probably provides the most reliable source of information in observing and evaluating an investment manager’s style and strategy, in the middle of the investment process.
Despite the efficacy of traditional return attribution methodology, there are clear limitations. The current study proposes a novel return attribution methodology, by synthesizing major portfolio strategy components, such as risk exposure adjustment, sector rotation, stock selection, altogether. Our novel methodology reveals that investment managers do not obtain much abnormal returns through risk exposure adjustment or sector rotation. Instead, Chinese investment managers seem to enjoy most of their excess returns through stock selection.
In addition, we find several interesting patterns in Chinese A-share market: 1). There is a negative relationship between asset under management (AUM) and investment performance, beyond certain AUM threshold; 2). There are limited benefits from style switching in the long run; 3). Many investment managers use CSI 300 component stocks as portfolio ballast and speculate with CSI500 and Medium-and-Small board component stocks for excess returns; 4). There is no systematic negative relationship between portfolio turnover and investment performance; despite negative relationship within certain sub-samples and sectors; 5). It is plausible to construct out-performing portfolios with style index funds and ETFs.
ContributorsZhan, Yuyin (Author) / Gu, Bin (Thesis advisor) / Wang, Jiang (Thesis advisor) / Wang, Tan (Committee member) / Arizona State University (Publisher)
Created2016
Description
The primary objective of this research project is to expand the clarinet repertoire with the addition of four new pieces. Each of these new pieces use contemporary clarinet techniques, including electronics, prerecorded sounds, multiphonics, circular breathing, multiple articulation, demi-clarinet, and the clari-flute. The repertoire composed includes Grant Jahn’s Duo for Two Clarinets, Reggie Berg’s Funkalicious for Clarinet and Piano, Rusty Banks’ Star Juice for Clarinet and Fixed Media, and Chris Malloy’s A Celestial Breath for Clarinet and Electronics. In addition to the musical commissions, this project also includes interviews with the composers indicating how they wrote these works and what their influences were, along with any information pertinent to the performer, professional recordings of each piece, as well as performance notes and suggestions.
ContributorsCase-Ruchala, Celeste Ann (Contributor) / Gardner, Joshua (Thesis advisor) / Spring, Robert (Thesis advisor) / Hill, Gary (Committee member) / Rogers, Rodney (Committee member) / Schuring, Martin (Committee member) / Arizona State University (Publisher)
Created2016
ContributorsClements, Katrina (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-15
ContributorsClifton-Armenta, Tyler (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-16
ContributorsMoonitz, Olivia (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-13
ContributorsKierum, Caitlin (Contributor) / Novak, Gail (Pianist) (Performer) / Liang, Jack (Performer) / ASU Library. Music Library (Publisher)
Created2018-04-11