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20 Sep 2010, 10:39 am
United States Second Circuit, 09/17/2010 Van Allen v. [read post]
22 Feb 2008, 3:00 am
Under these circumstances, the defendant established that its actions did not proximately cause the plaintiffs' alleged damages, and that subsequent counsel had a sufficient opportunity to protect the plaintiffs' rights by pursuing any remedies it deemed appropriate on their behalf (see Ramcharan v Pariser, 20 AD3d 556; Perks v Lauto & Garabedian, 306 AD2d 261; Albin v Pearson, 289 AD2d 272; Kozmol v Law Firm of Allen L. [read post]
10 Jan 2016, 7:27 pm by New York Criminal Defense
 (See also People v Abney, 13 NY3d 251, 267 [2011].)Since LeGrand, the Court of Appeals has reversed the trial court’s exclusion of eyewitness expert testimony in two cases People v Abney  and  People v Santiago (17 NY3d 661 [2011])  In Santiago, the Court held that the testimony of two additional eyewitness identification witnesses did not sufficiently corroborate the victim's identification of the defendant and did not obviate the need… [read post]
10 Jan 2016, 7:27 pm by Danielle Wild
 (See also People v Abney, 13 NY3d 251, 267 [2011].)Since LeGrand, the Court of Appeals has reversed the trial court’s exclusion of eyewitness expert testimony in two cases People v Abney  and  People v Santiago (17 NY3d 661 [2011])  In Santiago, the Court held that the testimony of two additional eyewitness identification witnesses did not sufficiently corroborate the victim's identification of the defendant and did not obviate the need… [read post]
24 Aug 2012, 1:00 pm by Jim Chen
The variable VaRp expresses the value at risk given a particular probability of a loss as the product of −zp, standard deviation (σ), and the total value of the portfolio (v): VaRp = −zp · σ · v The negative sign before −zp allows us to state value at risk as a positive sum at risk of loss. [read post]
14 Oct 2015, 4:45 am by David Markus
I'm sure it was more interesting than the snoozer of a debate last night in which the Supreme Court didn't come up.The DP case before the Supreme Court was Hurst v. [read post]
24 Aug 2012, 1:00 pm by Jim Chen
The variable VaRp expresses the value at risk given a particular probability of a loss as the product of −zp, standard deviation (σ), and the total value of the portfolio (v): VaRp = −zp · σ · v The negative sign before −zp allows us to state value at risk as a positive sum at risk of loss. [read post]
1 May 2011, 12:44 pm by Will Aitchison
And so it was for the defendants in Thompson v. [read post]