ABSTRACT
Universal Portfolio is an investment strategy that enables investors to reallocate their wealth by up-dating the portfolio daily to achieve maximum wealth. There is no assumption of a stochastic model for the stock price in a universal portfolio. Instead, this paper will study the low order universal portfolio generated by selected two and three parameters' distributions such as Pareto, Loglogistic, Paralogistic, Burr, and Trans-formed Gamma. Three portfolios, each containing three different companies selected from Kuala Lumpur Stock Exchange (KLSE), will be used throughout the study. In addition, opening and closing stock prices for 500, 1000, 1500, 2000, 2500, and 3000 trading days. In order to study the performance of the universal portfo-lio generated with selected distributions during the economic downturn, the selected trading period included the Covid-19 pandemic. Different parameter values were applied in this study to identify the significant pa-rameter for each distribution, affecting the maximum wealth for each portfolio. The results obtained from each portfolio generated by selected distributions are compared with the best constant rebalanced portfolio (BCRP). The result shows that the Pareto distribution could generate wealth comparable to the BCRP with specific parameter values.
ABSTRACT
Objective To prepare the monoclonal antibody (McAb) against spike (S) protein of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), and develop and verify a double antibody sandwich ELISA method for determination of spike protein antigen content. Methods McAb was prepared by hybridoma cell technology and identified. A double antibody sandwich ELISA using the prepared McAb as coating antibody and HRP-labeled rabbit anti-spike protein polyclonal antibody as detection antibody, and used for determination of SARS-CoV-2 spike protein antigen content. The concentrations of coating (10, 5, 2. 5 and 1. 25 microg / mL) and eniyme-labeled antibodies (4, 2 and l microg / mL) as well as kinds of bloc king reagents (non-blocked, 1% BSA diluted with PBS, 2% BSA diluted with PBS, 1% BSA + 1% sucrose, 2% BSA + 2% sucrose) were optimized. The developed method was verified .'or linear range, sensitivity, specificity and accuracy. The 10 samples with known S protein antigen contents at various stages of production process were determined by the developed method, of which the coincidence rate of result to that by a quantitative determination method developed by Institute of Medical Biology, Chinese Academy of Medical Sciences & Peking Union Medical College was calculated. Results Eighteen hybridom cell strains secreting S protein-specific McAb were screened. The ascites antibody prepared with 7B IOA2 cell line reached a concentration of 4. 487 mg/ mL and a purity of more than 90% after purification, which showed specific binding to the SI subunit of S protein. The McAb was of an antibody subtype of lgG2b, of which the titer and effect concentration were I: 128 000 and 0. 137 micro.g / mL respectively. The optimal concentrations of coating and enzyme-labeled antibodies were 5 and micro.g / mL respectively, while the optimal blocking reagent was 2% BSA + 2% sucrose. The linear range of the developed method was 2. 5 - 160 U, with a correlation coefficient (R2 ) of more than 0. 99 and a sensitivity of 1. 25 U. The method showed high specificity, with no reactions with nucleocapsid (N) protein, BSA, PBS and influenza virus. The recovery in verification for accuracy was 92. 10% - 111. 58%. The coincidence rates of determination results of samples with known S protein antigen contents by two methods were 94. 2% - 109% . Conclusion Specific McAb against S protein of SARS-CoV-2 was prepared, and a double antibody sandwich ELISA method was developed, which was suitable for determination of S protein content in vaccine products samples at various stages of production process and other samples. Copyright © 2022 Changchun Institute of Biological Products. All rights reserved.