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One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and

One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and Wald test statistics when the full rank condition fails. I show that the beta risk of useless factors or multiple proxy factors for a true factor are priced more often than they should be at the nominal size in the asset pricing models omitting some true factors. While under the null hypothesis that the risk premiums of the true factors are equal to zero, the beta risk of the true factors are priced less often than the nominal size. The simulation results are consistent with the theoretical findings. Hence, the factor selection in a proposed factor model should not be made solely based on their estimated risk premiums. In response to this problem, I propose an alternative estimation of the underlying factor structure. Specifically, I propose to use the linear combination of factors weighted by the eigenvectors of the inner product of estimated beta matrix. I further propose a new method to estimate the rank of the beta matrix in a factor model. For this method, the idiosyncratic components of asset returns are allowed to be correlated both over different cross-sectional units and over different time periods. The estimator I propose is easy to use because it is computed with the eigenvalues of the inner product of an estimated beta matrix. Simulation results show that the proposed method works well even in small samples. The analysis of US individual stock returns suggests that there are six common risk factors in US individual stock returns among the thirteen factor candidates used. The analysis of portfolio returns reveals that the estimated number of common factors changes depending on how the portfolios are constructed. The number of risk sources found from the analysis of portfolio returns is generally smaller than the number found in individual stock returns.
ContributorsWang, Na (Author) / Ahn, Seung C. (Thesis advisor) / Kallberg, Jarl G. (Committee member) / Liu, Crocker H. (Committee member) / Arizona State University (Publisher)
Created2011
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Description
Playing an orchestral reduction is not always the most joyous of times for pianists. As pianists, we have to express a reduced idea of all the instruments and orchestral textures that are in the full score. However, in many cases, there are often omissions, errors or discrepancies in the existing

Playing an orchestral reduction is not always the most joyous of times for pianists. As pianists, we have to express a reduced idea of all the instruments and orchestral textures that are in the full score. However, in many cases, there are often omissions, errors or discrepancies in the existing published reductions. These reductions are made by a variety of people: editors, conductors, pianists, but rarely by the composer, and often do not reflect the composer's true intentions. While many reductions are technically playable, including the reduction of the Sibelius Violin Concerto that will form the basis of this paper, the arrangement of the orchestration can be obscured or inaccurate to the point where the violin soloist may not be receiving the best representation of the actual orchestration. A piano reduction should as closely as possible represent the original intention of the composer, both for the sake of the audience and the performers. The pianist should be able to provide the proper support and orchestration of any reduction for the instrumentalist or vocalist so that the same performance style and technique can be used while performing with either a piano reduction or a full orchestra. This research document contains a detailed examination of the various orchestral reductions of the Sibelius Violin Concerto, culminating in a new version by the author. In this discussion, the author will present a basic understanding of how to orchestrate at the piano through an in-depth explanation of piano skill and technique, practice techniques such as listening to a recorded version of the full orchestration while playing the piano, and ways to study and revise an existing piano reduction. The current published reductions of the Sibelius Violin Concerto contain many errors and discrepancies and will be contrasted with the author's own reduction, available for comparison and study in the appendix. This new revised reduction will clearly show the orchestral instruments represented throughout the score, demonstrate new techniques for various orchestral textures, and will yield a playable product that more closely represents the composer's original intentions.
ContributorsLee, Sehee (Author) / Campbell, Andrew (Thesis advisor) / Rogers, Rodney (Committee member) / Ryan, Russell (Committee member) / Britton, David (Committee member) / Landschoot, Thomas (Committee member) / Arizona State University (Publisher)
Created2011
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Description
ABSTRACT The purpose of this research project is to provide participants with a personal experience in opera, to change their perceptions and provoke further interest in the art form. By introducing community opera into a society, we can educate and perhaps expand the acceptance of opera in a population. This

ABSTRACT The purpose of this research project is to provide participants with a personal experience in opera, to change their perceptions and provoke further interest in the art form. By introducing community opera into a society, we can educate and perhaps expand the acceptance of opera in a population. This document uses The Survey of Public Participation of the Arts by the National Endowment for the Arts in order to provide an accurate account of the declining attendance of opera. Only through education and exposure can we improve opera attendance. In order to create opera appreciation the researcher introduced an applicable opera performance situation in a small community. The process in which the opera was implemented has been evaluated and separated into the following eight components: preparation, rehearsal, set construction and props, pamphlets, budget, advertising, dress rehearsal, and performance. Each will be considered separately. The benefits of that community program and the process in which the opera took place are included in this research.
ContributorsYekel, Amy Louise (Author) / Doan, Jerry (Thesis advisor) / Mills, Robert (Committee member) / Dreyfoos, Dale (Committee member) / Rogers, Rodney (Committee member) / Kopta, Anne (Committee member) / Arizona State University (Publisher)
Created2012
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Description
The two solo violin works by Carl Nielsen (1865-1931) have been largely overlooked since their composition in the 1920s. These pieces are representative of Nielsen's mature style, combining elements of classical form (the Theme and Variations) as well as processes more commonly found in the twentieth century (through-composition and non-tonal

The two solo violin works by Carl Nielsen (1865-1931) have been largely overlooked since their composition in the 1920s. These pieces are representative of Nielsen's mature style, combining elements of classical form (the Theme and Variations) as well as processes more commonly found in the twentieth century (through-composition and non-tonal harmonic language). This paper is designed to bring these long-neglected works to light and make them more approachable for violin students, teachers and performers. As Denmark's leading composer, Nielsen was well regarded in his lifetime, although his isolation from mainland Europe created obstacles in his path toward international fame. Rather than following trends in post-romantic music, he remained true to his own musical ideals. This choice often isolated him further during his career, but his unique blend of chromatic harmony, driving rhythms and juxtapositions of character captivates modern listeners. Although small in scope compared to his symphonies and other large works, the enthusiastic spirit and indomitable energy of the solo violin works reflect Nielsen's character at its best. Combining a high level of virtuosity with solid structural integrity, textural variety and musical interest, these works deserve a much more prominent place in the standard violin repertoire.
ContributorsVallier, Michelle Mitchell (Author) / McLin, Katherine (Thesis advisor) / Rogers, Rodney (Committee member) / Jiang, Danwen (Committee member) / Bailey, Wayne (Committee member) / Landschoot, Thomas (Committee member) / Arizona State University (Publisher)
Created2012
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Description
Research in fulfillment of the degree of Doctor of Musical Arts in performance has included CD recording projects, commissions of new pieces, as well as papers on existing pieces that push the performer beyond traditional playing by incorporating extended techniques, multimedia, technology, or movement. This study attempts to synthesize these

Research in fulfillment of the degree of Doctor of Musical Arts in performance has included CD recording projects, commissions of new pieces, as well as papers on existing pieces that push the performer beyond traditional playing by incorporating extended techniques, multimedia, technology, or movement. This study attempts to synthesize these ideas by commissioning a new work for clarinet and electronics that can be performed alone, combined with movement, or with an interactive video accompaniment. Primary work for this project has been the audio recording, music video, and live dance performance of the new work, entitled Agents of Espionage, which can be viewed at: http://www.youtube.com/watch?v=SAZ20kCb0Qg or http://www.youtube.com/watch?v=94- C7wWTeKs&context;=C4063fdcADvjVQa1PpcFPv1fBtuWcqgV638q_BRacH7 XWR-xy1B7A=. The entirety of the project, including creating the music, video, audio recordings, and dance was completed on a limited budget of under $500USD, using all student performers and creators. The accompanying written document outlines the various steps for completing each portion of the project, interviews with the artists involved, including Zachary Bramble, composer; Jason Mills, videographer; and Jacquelyn Achord, choreographer; and an analysis of the music from the performer's perspective. This paper should convey ideas about how future undertakings of this sort are possible. This work has been greatly inspired by Martin Fröst and his collaboration with Fredrik Hogberg on the piece The Invisible Duet.
ContributorsViliunas, Brian Bodo (Author) / Spring, Robert (Thesis advisor) / Hill, Gary (Committee member) / Marshall, Kimberly (Committee member) / Schuring, Martin (Committee member) / Rogers, Rodney (Committee member) / Gardner, Joshua (Committee member) / Arizona State University (Publisher)
Created2012
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This study presents a conductor's guide to the Carpathian Concerto by Myroslav Skoryk. As a Deputy Head of the National Composers Association of Ukraine, a professor at the Tchaikovsky National Academy of Music and the Music Artistic Director of the National Opera of Ukraine, Skoryk continues to be active as

This study presents a conductor's guide to the Carpathian Concerto by Myroslav Skoryk. As a Deputy Head of the National Composers Association of Ukraine, a professor at the Tchaikovsky National Academy of Music and the Music Artistic Director of the National Opera of Ukraine, Skoryk continues to be active as a composer, teacher, and conductor. The Carpathian Concerto was composed in 1972 and was inspired by the culture and folklore of the west region of Ukraine, the Carpathian Mountains. Over the years the Carpathian Concerto has become standard repertoire for many symphony orchestras in the Ukraine. The author, himself from the Ukraine, performed this work in 2002, as a member of the Tchaikovsky National Academy of Music Symphony Orchestra, with the composer present. That experience was the inspiration for this study. This guide is intended as a score study supplementary from a conductor to a conductor, to aid in preparing a performance of the paper. The commentary focuses on issue of conducting, suggestions for score study, suggestions for interpretation and instructions to performers in connection with the rhythm, intonation, balance and orchestra placement. Programming ideas conclude this project, with short program notes provided for each program, in which Carpathian Concerto would contribute toward building a "theme" concert.
ContributorsIvanov, Lev, D.M.A (Author) / Russell, Timothy (Thesis advisor) / Hill, Gary (Committee member) / Oldani, Robert (Committee member) / Reber, William (Committee member) / Rogers, Rodney (Committee member) / Arizona State University (Publisher)
Created2012
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Description
Convergences, one of the best known orchestral pieces by Marlos Nobre, was originally written in 1968 and scored for winds, percussion and piano; however, that version was neither performed nor published. Upon contacting the composer, the author learned that there was no performance-ready edition available. The purpose of this project,

Convergences, one of the best known orchestral pieces by Marlos Nobre, was originally written in 1968 and scored for winds, percussion and piano; however, that version was neither performed nor published. Upon contacting the composer, the author learned that there was no performance-ready edition available. The purpose of this project, therefore, was to create a performance edition of Convergences Op. 28a by Marlos Nobre; to lead the premiere performance of the original version of the work; and to provide potential future performers with a descriptive analysis of the work, along with biographical information about the composer. After receiving revisions from the composer, the author created a new score, using a music notation program; the score appears at the end of this document. Additionally, performance parts were extracted from the new score. The analytical portion of this paper discusses the structure of the three movements (Vivo, Adagio, Vivo), their interrelationships, and the organic use of motivic transformation that binds the movements together. The work is approximately twenty-one minutes long and is scored for a small wind ensemble comprising: flute/piccolo, oboe, clarinet, bassoon, horn, trumpet, trombone, bass trombone, six percussionists, and piano.
ContributorsPereira, Diogo Ahmed (Author) / Hill, Gary W. (Thesis advisor) / Bailey, Wayne (Committee member) / Pagano, Caio (Committee member) / Rogers, Rodney (Committee member) / Russell, Timothy (Committee member) / Arizona State University (Publisher)
Created2012
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Description
Gloria is a work written for SATB choir and brass quintet that uses the traditional Latin text of the Gloria found in the ordinary of the Mass. The piece is approximately fourteen minutes and explores a variety of textures, colors, and timbres of the brass quintet and choir. The composition

Gloria is a work written for SATB choir and brass quintet that uses the traditional Latin text of the Gloria found in the ordinary of the Mass. The piece is approximately fourteen minutes and explores a variety of textures, colors, and timbres of the brass quintet and choir. The composition uses quartal sonorities mixed with upper tertian structures while avoiding simple triads and stable root position voicings until the most important climactic moments. The Gloria opens with a fanfare presenting the initial rhythmic motive in a call and response between the brass and choir before the irregular meters of the A section enter. The piece develops a variety of sonorities, pitch collections, and timbres before arriving at the first climactic moment on the text "Rex" (King). The music slowly comes to a point of repose with a brass interlude revealing the motives used in the B section. The choir begins the B section a cappella on the text "Dómine Fili unigénite, Jésu Chríste" (Lord Jesus Christ, the only begotten Son). The section features a dialogue between the brass and choir, though the two groups never sound together. The section includes a lyrical soprano duet incorporating dissonant intervals preceding the choir's response on the text requesting the mercy of the Lord. The section comes to a somber, penitential rest ending with the brass quintet response. The piece gradually builds and accelerates to the second climactic moment on the word "Jésu." From there it once again gains momentum toward the return of the A section on the text "Cum Sáncto Spíritu" (With the Holy Spirit). After a climactic "Amen" section, the composition concludes with a return to the material found in the introduction followed by an affirming brass postlude.
ContributorsRichard, Nathan Daniel (Author) / Rogers, Rodney (Thesis advisor) / DeMars, James (Committee member) / Gentry, Gregory (Committee member) / Arizona State University (Publisher)
Created2012
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This doctoral project involves a multi-disciplined analysis concerning Agamemnon's daughters (Iphigenia, Electra, and Chrysothemis) and how these women's gender and virtues were depicted as compared with ideal Greek women in antiquity. Three composers in three different eras adapted the literary and musical depictions of these women based on the composer's

This doctoral project involves a multi-disciplined analysis concerning Agamemnon's daughters (Iphigenia, Electra, and Chrysothemis) and how these women's gender and virtues were depicted as compared with ideal Greek women in antiquity. Three composers in three different eras adapted the literary and musical depictions of these women based on the composer's society, culture, audience expectations, musical climate and personal goals. George Friedrich Handel's Oreste (1734), Christoph Willibald von Gluck's Iphigénie en Tauride (1779) and Richard Strauss's Elektra (1909) are the main operas used for this analysis. The Mycenaean House of Atreus, a dynasty which the ancient Greeks traced back to the time of the Trojan War in the 12th century BCE, figures prominently in Greek mythology and ancient Greek literature concerning the Trojan War. The House of Atreus included Agamemnon, King of Mycenae and commander of the Greeks at Troy, his wife Clytaemnestra, their son Orestes, and their daughters: Iphigenia, Electra, and Chrysothemis. For over three thousand years, the legend of this ancient family has inspired musical scores, plays, poetry, architecture, sculpture, paintings, and movies. Numerous studies examine the varying interpretations of the House of Atreus myths; few, if any, address the ways in which female Greek virtues are depicted operatically within the myths. In the music of Handel's Oreste, Gluck's Iphigénie en Tauride and Strauss's Elektra, Agamemnon's daughters contradict the ideal Greek woman while still exhibiting heroic or idealistic virtues. The analysis of the operas in their social contexts will address the audience expectations and composers' dramatic interpretations of the myth. This analysis will include: a brief overview of ancient Greek culture and gender roles; a literary comparison of the original dramas to the librettos; societal audience expectations in their historical contexts; musical, philosophical, and literary influences on the composers; and an examination of music composed in two different centuries and in three different styles. The brief historical, cultural, literary, and musical analyses highlight the absence and presence of ancient Greek virtues, and how these women can be presented both as heroic, or virtuous, and unvirtuous in the same production.
ContributorsRocklein, Robyn Michele (Author) / FitzPatrick, Carole (Thesis advisor) / Campbell, Andrew (Committee member) / Dreyfoos, Dale (Committee member) / Mills, Robert (Committee member) / Rogers, Rodney (Committee member) / Arizona State University (Publisher)
Created2012
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Description
There are many passages in the standard collaborative piano repertoire that are best executed with average to larger hands, such as densely voiced chords, fast octave passages, spans of 9ths or 10ths, legato lines with wide ranges, or extended arpeggiated passages. As a petite Asian woman with smaller hands, I

There are many passages in the standard collaborative piano repertoire that are best executed with average to larger hands, such as densely voiced chords, fast octave passages, spans of 9ths or 10ths, legato lines with wide ranges, or extended arpeggiated passages. As a petite Asian woman with smaller hands, I am frequently engaged to rehearse and perform such works. Such engagements involve a greater amount of practice and preparation, as I spend time determining how to negotiate passages or avoid mistakes that larger hands could easily solve. Nevertheless, despite my best efforts, it is not always possible for one with smaller hands to play exactly what is written by the composer, and one may end up becoming injured by too much stretching of the fingers or hands, which can lead to stress and tension on the arms. This paper will be discussed certain passages from frequently-performed pieces that can be difficult for smaller hands, what makes each passage so awkward or uncomfortable, and provide several solutions that yield musical results without compromising the composer's original intentions. This paper will not only examine orchestral reductions such as concerti, in which the reductions are a mere representation of the composer's true intentions and therefore easier to adjust, but also repertoire originally written for the piano. Three methods will be offered that, while occasionally straying from the printed score, stay as true as possible to the composer's artistic intensions, all the while allowing these collaborative pianists the possibility to approach this repertoire in a realistic fashion.
ContributorsChoi, Hae Ju (Author) / Campbell, Andrew (Thesis advisor) / Rogers, Rodney (Committee member) / Britton, David (Committee member) / Arizona State University (Publisher)
Created2017