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。     

Enumeration of perfect matchings of a type of Cartesian products of graphs

Let G be a graph and let Pm(G) denote the number of perfect matchings of G.We denote the path with m vertices by P_m and the Cartesian product of graphs G and H by G×H. In this paper, as the continuance of our paper [W. Yan, F. Zhang, Enumeration of perfect matchings of graphs with reflective symmetry by Pfaffians, Adv. Appl. Math. 32 (2004) 175-188], we enumerate perfect matchings in a type of Cartesian products of graphs by the Pfaffian method, which was discovered by Kasteleyn. Here are some of our results:1. Let T be a tree and let C_n denote the cycle with n vertices. Then Pm(C₄×T)=∏(2+α²), where the product ranges over all eigenvalues α of T. Moreover, we prove that Pm(C₄×T) is always a square or double a square.2. Let T be a tree. Then Pm(P₄×T)=∏(1+3α²+α⁴), where the product ranges over all non-negative eigenvalues α of T.3. Let T be a tree with a perfect matching. Then Pm(P₃×T)=∏(2+α²), where the product ranges over all positive eigenvalues α of T. Moreover, we prove that Pm(C₄×T)=[Pm(P₃×T)]².     

Optical Glucose Monitoring Based on Femtosecond Two-Color Pulse Interferometry

We demonstrate the potential of femtosecond two-color pulse interferometry for in vitro optical glucose monitoring, by dispersion of the group refractive index in a glucose solution sample with respect to a red-color light and a blue-color light. By comparison with femtosecond one-color pulse interferometry, the basic performance of the present system with regard to sensitivity, quantitativeness, and tolerance to surrounding disturbances, is evaluated. The resulting accuracy and precision of glucose determination are 77 and 118mg/dl for 10-mm-sample-thickness, respectively. This near-common-path configuration of the two-color pulse light provides good stability to fluctuations of sample temperature, which is important in clinical applications. Considering the performance of femtosecond two-color pulse interferometry as an optical glucose sensor, a suitable measurement site for in vivo optical glucose monitoring is discussed.     

Measurements of edge-uncolorability

Cubic bridgeless graphs with chromatic index four are called uncolorable. We introduce parameters measuring the uncolorability of those graphs and relate them to each other. For k=2,3, let c_k be the maximum size of a k-colorable subgraph of a cubic graph G=(V,E). We consider r₃=|E|−c₃ and . We show that on one side r₃ and r₂ bound each other, but on the other side that the difference between them can be arbitrarily large. We also compare them to the oddness ω of G, the smallest possible number of odd circuits in a 2-factor of G. We construct cyclically 5-edge connected cubic graphs where r₃ and ω are arbitrarily far apart, and show that for each 1c<2 there is a cubic graph such that ωcr₃. For k=2,3, let ζ_k denote the largest fraction of edges that can be k-colored. We give best possible bounds for these parameters, and relate them to each other.     

Computations of critical groups and applications to asymptotically linear wave equation and beam equation

In this paper, by using the Morse index theory for strongly indefinite functionals developed in [Nonlinear Anal. TMA, in press], we compute precisely the critical groups at the origin and at infinity, respectively. The abstract theorems are used to study the existence (multiplicity) of nontrivial periodical solutions for asymptotically wave equation and beam equation with resonance both at infinity and at zero.     

每个算子都是两个强不可约算子的和

本文证明了可分无穷维 Hilbert空间上每个有界线性算子均可写成两个强不可约算子之和 .这回答了文献 [9]中提出一个公开问题     

Shape Optimization for Semi-Linear Elliptic Equations Based on an Embedding Domain Method

We study a class of shape optimization problems for semi-linear elliptic equations with Dirichlet boundary conditions in smooth domains in ℝ². A part of the boundary of the domain is variable as the graph of a smooth function. The problem is equivalently reformulated on a fixed domain. Continuity of the solution to the state equation with respect to domain variations is shown. This is used to obtain differentiability in the general case, and moreover a useful formula for the gradient of the cost functional in the case where the principal part of the differential operator is the Laplacian. Online publication 23 January 2004.     

On the existence of positive solutions for a class of singular boundary value problems

In this paper, by the use of a fixed point theorem, many new necessary and sufficient conditions for the existence of positive solutions in C[0,1]∩C¹[0,1]∩C²(0,1) or C[0,1]∩C²(0,1) are presented for singular superlinear and sublinear second-order boundary value problems. Singularities at t=0, t=1 will be discussed.     

Indexing text using the Ziv–Lempel trie

Let a text of u characters over an alphabet of size σ be compressible to n phrases by the LZ78 algorithm. We show how to build a data structure based on the Ziv–Lempel trie, called the LZ-index, that takes 4nlog₂n(1+o(1)) bits of space (that is, 4 times the entropy of the text for ergodic sources) and reports the R occurrences of a pattern of length m in worst case time O(m³logσ+(m+R)logn). We present a practical implementation of the LZ-index, which is faster than current alternatives when we take into consideration the time to report the positions or text contexts of the occurrences found.     

用反射法自动测量大尺寸样品的折射率分布

针对大尺寸样品的折射率分布测量,引入自动扫描装置和适时数据处理系统,研究出一种高灵敏度的智能化反射法折射率分布测量仪,可进行快速、自动、准确的折射率分布测量.经理论分析和实验研究提出了一套合理的实验数据处理方法.并具体介绍和详尽分析了实验装置,讨论了有关理论和实验误差,给出了消除各种误差的有效方法,最终得出较为理想的实验结果.