结合VEC和信心水平分析Black-Litterman投资组合模型

在理论上通过推导得出了Black-Litterman模型(B-L模型)最优权重与信心水平的关系式.实证部分开创性地将多元时间序列VEC模型运用到B-L模型的观点收益预测中.结果表明:且通过向量误差修正模型,实证取得了较好的效果.在任意一种做空限制下,随着信心水平在0%~70%水平上升,收益率有连续上升的趋势,并逐渐趋稳;风险有并不明显的下降的趋势.对同一信心水平而言,随做空限制的放宽,收益率有上升趋势.     

反三角函数的解析式及其应用

从反函数的定义出发,给出了几个三角函数在定义域内某个单调区间上反函数的解析式,并应用它们对几道习题进行了解答.     

One-pot Synthesis,Crystal Structures and Antimicrobial Activities of Two New 1,4-Disubstituted 1,2,3-Triazole-4-Carboxylates

Two new 1,4-disubstituted 1,2,3-triazoles-4-carboxylates were synthesized via click reaction. Compound 1a was synthesized by the interaction of 6-nitro-tetrazolo[1.5-a]-pyridine with ethyl propynoate at room temperature in the presence of Cu(OAc)2 as a catalyst and THF as solvent. Compound 1b was also synthesized by the same manner except that tert-butyl propionate, instead of ethyl propynoate, was used. The compounds were characterized by IR, 1H-NMR, 13C-NMR and single-crystal X-ray diffraction analysis. Compound 1a(C10H9N5O4) crystallizes in the triclinic system, space group P1 with a = 5.0894(9), b = 8.9834(13), c = 13.089(2) ?, α= 83.041(7), β= 80.256(7), γ=87.296(8)°, V = 585.24(16)?3, Z = 2, Mr = 263.22, crystal size(mm) = 0.37 × 0.20 ×0.18,(I 2σ(I)) = 8557, 2493, 1229, Rint = 0.057. Compound 1b(C12H13N5O4) crystallizes in the monoclinic system, space group P21/c with a = 6.8854(5), b = 21.783(2), c = 9.3986(8) ?,β = 93.239(4)°, V = 1407.4(2)?3, Z = 4, Mr = 291.27, crystal size(mm) = 0.38 × 0.22 × 0.20,(I 2σ(I)) = 11842, 3172, 1866, Rint = 0.047. Antimicrobial assay results showed that the title compounds display excellent activities to different bacterial and fungal strains.     

Synthesis,self-assembly and photo-responsive behavior of AB2 shaped amphiphilic azo block copolymer

In this work, we report the synthesis of AB2 shaped amphiphilic azo block copolymer by macromolecular azo coupling reaction. The product and intermediates were characterized by various methods. The selfassembly in selected solvents and photo-responsive behavior of the copolymer were studied by means of UV–vis spectrophotometry and TEM. Spherical aggregates can be obtained by gradually adding water into the solution of this amphiphilic azo block copolymer. Upon irradiation with polarized UV(365 nm)light, the aggregates can be elongated in the polarized direction.     

CdS quantum dot sensitized p-type NiO as photocathode with integrated cobaloxime in photoelectrochemical cell for water splitting

CdS sensitized NiO electrode was used as the photoactive cathode in a photoelectrochemical cell for water splitting,avoiding the use of a sacrificial electron donor.Photocurrent increment under visible light irradiation was observed after integration of[Co（dmgH）₂（4-Me-py）Cl]（1） to the photocathode,suggesting 1 could accept electrons from photoexcited CdS for water reduction and NiO could move the holes in the valence band of CdS to anode for water oxidation.     

Synthesis and Crystal Structure of a Novel 14,20-Annulated Pentacyclic Steroid 17(S)-Methyl-13β-hydroxyl-14(R),20(S)-epoxy-pregn-4-en-3-one

The title compound 17(S)-methyl-13β-hydroxyl-14(R),20(S)-epoxy-pregn-4-en-3-one was synthesized by an improved tandem reaction, and its structure was determined by IR, NMR, HR MS and X-ray single-crystal diffraction. The crystal belongs to orthorhombic, space group P212121 with a = 10.55248(15), b = 12.14700(16), c = 14.56841(18) ?, V = 1867.39(4) ?3, Z = 4, Dc= 1.175 g/cm3, μ= 0.604 mm-1, F(000) = 720, the final R = 0.0400 and w R = 0.1072 for 3610 observed reflections with I 2σ(I).     

A cucurbit[8]uril recognized rigid supramolecular polymer with photo-stimulated responsiveness

A rigid supramolecular polymer was constructed in aqueous solution via cucurbit[8]uril(CB[8]) host recognition with a rigid monomer containing an azobenzene unit and two 4,4'-bipyridin-1-ium(BP)moieties in the two ends, which also exhibited photo-responsiveness owing to the photoinduced trans–cis isomerization of azobenzene group.     

Light source system for high-precision flat-field correction and the calibration of an array detector

Signal distortion due to the non-uniform response of the detector degrades the measurement accuracy of most metrology instruments. In this Letter, we report a newly developed calibration source system for reference-based non-uniformity correction using a laser source, a fiber, and a diffusive module. By applying the Monte Carlo simulation, we show that the transmittance of the system highly depends on the cavity reflection of the diffusive module. We also demonstrate the use of this system to achieve a flat field at a very low non-uniformity(less than 0.2%) with proper illumination intensity, which most costly commercial integrating sphere systems traditionally cannot provide.     

Hierarchical structure observation and nanoindentation size effect characterization for a limnetic shell

In the present research, hierarchical structure observation and mechanical property characterization for a type of biomaterial are carried out. The investigated biomaterial is Hyriopsis cumingii, a typical limnetic shell, which consists of two different structural layers, a prismatic "pillar"structure and a nacreous "brick and mortar" structure. The prismatic layer looks like a "pillar forest" with variationsection pillars sized on the order of several tens of microns.The nacreous material looks like a "brick wall" with bricks sized on the order of several microns. Both pillars and bricks are composed of nanoparticles. The mechanical properties of the hierarchical biomaterial are measured by using the nanoindentation test. Hardness and modulus are measured for both the nacre layer and the prismatic layer, respectively.The nanoindentation size effects for the hierarchical structural materials are investigated experimentally. The results show that the prismatic nanostructured material has a higher stiffness and hardness than the nacre nanostructured material.In addition, the nanoindentation size effects for the hierarchical structural materials are described theoretically, by using the trans-scale mechanics theory considering both strain gradient effect and the surface/interface effect. The modeling results are consistent with experimental ones.