showing 3 related works from this author
The electron affinity of astatine
2020
One of the most important properties influencing the chemical behavior of an element is the electron affinity (EA). Among the remaining elements with unknown EA is astatine, where one of its isotopes, 211At, is remarkably well suited for targeted radionuclide therapy of cancer. With the At− anion being involved in many aspects of current astatine labeling protocols, the knowledge of the electron affinity of this element is of prime importance. Here we report the measured value of the EA of astatine to be 2.41578(7) eV. This result is compared to state-of-the-art relativistic quantum mechanical calculations that incorporate both the Breit and the quantum electrodynamics (QED) corrections and…
Synthesis and Characterization of a Stable Copper(I) Complex for Radiopharmaceutical Applications
2014
A highly stable copper(I) complex was obtained starting from a copper(II) salt. This compound was characterized by a combination of several analytical techniques (UV/Vis spectroscopy, energy-dispersive X-ray spectroscopy, electrochemistry, and X-ray photoelectron spectroscopy) and was shown to present an N4Cu structure. These results were confirmed by a density functional calculations study of the binding energy and the electronic structure of model ligand and copper complexes. Preliminary tests of complexation showed a high ability of the corresponding ligand to chelate 64Cu in very diluted medium, which is of interest for developing new positron emission tomography imaging agents. The sta…
Aggregation of preferences for skewed asset returns
2014
This paper characterizes the equilibrium demand and risk premiums in the presence of skewness risk. We extend the classical mean-variance two-fund separation theorem to a three-fund separation theorem. The additional fund is the skewness portfolio, i.e. a portfolio that gives the optimal hedge of the squared market return; it contributes to the skewness risk premium through co-variation with the squared market return and supports a stochastic discount factor that is quadratic in the market return. When the skewness portfolio does not replicate the squared market return, a tracking error appears; this tracking error contributes to risk premiums through kurtosis and pentosis risk if and only …