私募反弹中收拾旧山河

随着市场反弹,私募业绩出现起色,少数优秀私募甚至已经借助今年以来的反律行情一举弥补了去年的损失。2012年,反弹成为市场关键词,截至3月14日,沪深300指数收于2605.11点,短短2个多月,A股已经迅速收复2011年部分失地。但与此同时,私募基金的反弹之路则走得有些崎岖。     

矩形平底渠道淹没水跃区的水头损失

研究了矩形平底明渠淹没水跃区的水头损失。根据Rajaratnam对淹没水跃区的流速分布、壁面切应力、最大流速的试验成果和Verhoff附壁射流区断面流速分布的计算公式,应用紊流边界层理论研究了淹没水跃区的边界层发展和沿程水头损失的计算方法。根据动量方程和能量方程研究了淹没水跃区的跃前断面水深、总水头损失、局部水头损失、消能率的计算方法。给出了淹没水跃区最大流速、紊流边界层厚度、沿程水头损失、总水头损失、局部水头损失、局部阻力系数、消能率的计算方法。研究表明:淹没水跃区的总水头损失是跃前断面弗劳德数、跃前水深和淹没度的函数,沿程水头损失和局部水头损失与跃前断面流速、水深、水跃长度、跃前断面的特征雷诺数和消力池宽度有关。淹没水跃区的水头损失主要是局部水头损失,消能率随着弗劳德数的增加而增加。     

PbTiO3/SrTiO3(010)异质界面上的周期性失配位错及电子富集

It is important to determine the effects of misfit dislocations and other defects on the domain structure, ferroelectricity, conductivity, and other physical properties of ferroelectric thin films to understand their ferroelectric and piezoelectric behaviors. Much attention has been given to ferroelectric PbTiO₃/SrTiO₃ or PbZr_0.2Ti_0.8O₃/SrTiO₃ heterointerfaces, at which improper ferroelectricity, a spin-polarized two-dimensional electron gas, and other physical phenomena have been found. However, those heterointerfaces were all (001) planes, and there has been no experimental studies on the growth of (010) PbTiO₃/SrTiO₃ heterointerface due to the 6.4% misfit between two materials. In this study, we selected an atomically flat (010) PbTiO₃/SrTiO₃ heterointerface grown using a two-step hydrothermal method as the research subject, and this is the first experimental report on that interface. Interfacial dislocations can play a significant role in causing dramatic changes in the Curie temperature and polarization distribution near the dislocation cores, especially when the size of a ferroelectric thin film is scaled down to the nanoscale. The results of previous studies on the effects of interfacial dislocations on the physical properties of ferroelectric thin films have been contradictory. Thus, this issue needs to be explored more deeply in the future. This study used aberration corrected scanning transmission electron microscopy (STEM) to study the atomic structure of a (010) PbTiO₃/SrTiO₃ heterointerface and found periodic misfit dislocations with a Burgers vector of a[001]. The extra planes at the dislocation cores could relieve the misfit strain between the two materials in the [001] direction and thus allowed the growth of such an atomically sharp heterointerface. Moreover, monochromated electron energy-loss spectroscopy with an atomic scale spatial resolution and high energy resolution was used to explore the charge distribution near the periodic misfit dislocation cores. The fine structure of the Ti L edge was quantitatively analyzed by linearly fitting the experimental spectra recorded at various locations near and at the misfit dislocation cores with the Ti³⁺ and Ti⁴⁺ reference spectra. Therefore, the accurate valence change of Ti could be determined, which corresponded to the charge distribution. The probable existence of an aggregation of electrons was found near the a[001] dislocation cores, and the density of the electrons calculated from the valence change was 0.26 electrons per unit cell. Based on an analysis of the fine structure of the oxygen K edge, it could be argued that the electrons aggregating at the dislocation cores came from the oxygen vacancies in the interior regions of the PbTiO₃. This aggregation of electrons will probably increase the electron conductivity along the dislocation line. The physics of two-dimensional charge distributions at oxide interfaces have been intensively studied, however, little attention had been given to the one-dimensional charge distribution. Therefore, the results of this study can stimulate research interest in exploring the influence of the interfacial dislocations on the physics of ferroelectric heterointerfaces.     

Theoretical studies on the structural, electronic, and optical properties of Ag2HgSnSe4

We investigate the electronic structure of Ag₂HgSnSe₄ in a wurtzite-stannite structure with the first principles method. This crystal is a direct band-gap compound. In addition the dielectric function, absorption coefficient, reflectivity, and energy-loss function are studied using the density functional theory in the generalized gradient approximation. We discuss the optical transitions between the valence bands and the conduction bands in the spectrum of the imaginary part of the dielectric function at length. We also find a very high absorption coefficient and a wide absorption band for this material. The prominent structures in the spectra of reflectivity and the energy-loss function are discussed in detail.     

两电容与两电感分别连接前后能量变化的类比分析

本文从电学中两个具有初始电压的电容连接前后的能量变化出发,类比地讨论了磁学中两个具有初始电流的电感连接前后的能量变化,并分析了初始电压及初始电流的方向对其能量损失的影响,从而从本质上加深对电磁现象的认识.     

带交易费用的最优投资和比例再保险

研究了保险公司的最优投资和再保险问题.保险公司的盈余通过跳-扩散风险模型来模拟,可以把盈余的一部分投资到金融市场,金融市场由一个无风险资产和n个风险资产组成,并且保险公司还可以购买比例再保险;在买卖风险资产时,考虑了交易费用.通过随机控制的理论,获得了最优策略和值函数的显示解.     

数字

23亿美元瑞银未授权交易损失 瑞士银行（UBSAG）近日表示,未授权的股指期货投机交易令该行蒙受23亿美元的损失。损失来自过去三个月内对标准普尔500指数、法兰克福DAX指数和斯托克指数期货的未授权投机交易。该行一位交易员未经上级批准私自动用银行自有资金进行交易。     

多周期多目标条件风险值模型

在商业、工业、电力和房地产等行业中存在许多复杂的多周期风险决策问题,它的数学模型研究对于解决这些问题具有重要的作用.作者建立了一种新的多周期多目标条件风险值(CVaR)数学模型理论和方法.先定义了一种带时间段的多周期多目标损失函数下的α-VaR和α-CVaR值,给出了一类多周期多目标CVaR最优化模型.然后,证明了多目标意义下的对应模型的等价定理,给出了多周期多目标CVaR模型的近似求解等价模型.最后,建立了一种生产企业在供过于求和供不应求两种情形下产生的多周期双目标CVaR模型,针对一个电力生产企业进行的数值实验,表明了模型可以得到在最小供给的用电损失分布下的各周期下的相匹配供电策略,可以帮助供电部门各个时期供电不平衡状况下的风险控制.     

基于Pareto最优风险转换的联合共保模型及其破产概率

本文从联合保险市场Pareto最优风险转换出发,考虑保险公司不仅是分出再保险自己公司承保的风险,也可以分入再保险以分保其他公司的风险,整个保险市场的各公司之间是相互承保的,形成一个联合共保的市场整体,依据Borch的市场均衡理论,建立了保险公司之间联合比例分保模型,同时给出了风险转移矩阵的基本性质、各保险公司的安全荷载系数、各公司之间相关度以及各保险公司的破产概率,最后给出了有关联合共保及Pareto最优风险转换的实例分析.     

桁架拱结构在地震动双向多点激励下的反应分析

基于经验相干损失函数和《建筑抗震设计规范》定义的反应谱模拟了空间变化地震动,进行了空间变化水平向和竖向地震动共同激励下桁架拱结构的反应分析。数值分析结果表明,与一致激励引起的结构反应相比,考虑地震动的空间变化增大了桁架拱结构的地震反应,引起地震动空间变化的每一个因素对于结构反应都有重要的影响。传统的基于一致地震动和仅考...