我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

Quantum Tunneling of Massive Particles from a Garfinkle-Horowitz-Strominger Dilatonic Black Hole

Hawking radiation is viewed as a process of quantum tunneling. The massive particles‘ tunneling from Garfinkle-Horowitz-Strominger black hole is investigated. Using Jingyi Zhang‘s de Broglie wave method, we get the unthermal spectrum, and the result is consistent with the underlying unitary theory.     

Two New Eremophilenolides from Ligularia muliensis

Many Ligularia species have long been used as traditional folk medicine for theirantibiotic, antiphlogistic and antitussive activities1, and were found to be an importantsource of eremophilane. In the course of our search for bioactive sesquiterpenoids, w…     

一种带时间窗和车辆数目限制的车辆路线问题及其算法

本文提出了带时间窗和车辆数目限制的车辆路线问题的数学模型,针对该问题的特征构造了一种路线生成算法和禁忌搜索算法,并对Solomon提出的C1、R1、RC1类数据集给出了数值运算的结果,实验结果表明算法是有效的.     

Studies on the Model Synthesis of the Brassinolide and Dolicholide‘s Side Chains

A highly stereoselective synthesis of the side Chain enantiomers of brassinolide and dolicholide through an aldol reaction of 2-(4-methoxy benzyloxyl) proplonylaldehyde (5) with the anion of 1- ( tert -butyldimethylsiloxy )-3-methyl-2-butanone ( 6 ) is described.     

A gas-kinetic scheme for shallow-water equations with source terms

In this paper, the Kinetic Flux Vector Splitting (KFVS) scheme is extended to solving the shallow water equations with source terms. To develop a well-balanced scheme between the source term and the flow convection, the source term effect is accounted in the flux evaluation across cell interfaces. This leads to a modified gas-kinetic scheme with particular application to the shallow water equations with bottom topography. Numerical experiments show better resolution of the unsteady solution than conventional finite difference method and KFVS method with little additional cost. Moreover, some positivity properties of the gas-kinetic scheme is established.     

Activation and Afterheat Calculation Analysis for TBM

Safety considerations of TBM are part of the design process to ensure that the TBM do not adversely affect the safety of ITER. So accurate calculations of all radioactivity and potential harmfulness are very important for designing of device, selecting of blanket and shield material, analyzing of the safety and environment, disposing of nuclear waste and operation of the reactor.     

带有单模糊映射的一般变分不等式解的存在性

众所周知，在各种变分不等式问题中，解的存在性是最基础也是最重要的问题之一．本文的目的是在Hilbert空间中研究带有单模糊映射的一般变分不等式解的存在性．此外，还讨论了几种特殊情况．     

Recurrence propagation equation of Hermite-Gaussian beams through a paraxial optical ABCD system with hard-edge aperture

Based on the generalized Huygens-Fresnel diffraction integral, a recurrence propagation equation of Hermite-Gaussian (H-G) beams through a paraxial optical ABCD system with hard-edge aperture is derived, which permits us to obtain the analytical propagation expression for H-G beams of any order. The advantages of our analytical results are analyzed, and the application is illustrated with numerical examples.     

三量子位Heisenberg XX 链中杂质对纠缠的影响

研究了有杂质时三量子位Heisenberg-XX链中正常格点之间的热纠缠情况，给出了Concurrence的解析表达式.进一步的讨论发现，杂质对正常格点的热纠缠有着重要的影响，甚至能够改变纠缠在反铁磁区的特性.理论表明，可以通过调节温度和杂质参数来控制纠缠. 关键词： Heisenberg -XX链 热纠缠 杂质格点