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991.
This paper studies portfolio optimization problems in a market with partial information and price impact. We consider a large investor with an objective of expected utility maximization from terminal wealth. The drift of the underlying price process is modeled as a diffusion affected by a continuous-time Markov chain and the actions of the large investor. Using the stochastic filtering theory, we reduce the optimal control problem under partial information to the one with complete observation. For logarithmic and power utility cases we solve the utility maximization problem explicitly and we obtain optimal investment strategies in the feedback form. We compare the value functions to those for the case without price impact in Bäuerle and Rieder (IEEE Trans Autom Control 49(3):442–447, 2004) and Bäuerle and Rieder (J Appl Prob 362–378, 2005). It turns out that the investor would be better off due to the presence of a price impact both in complete-information and partial-information settings. Moreover, the presence of the price impact results in a shift, which depends on the distance to final time and on the state of the filter, on the optimal control strategy. 相似文献
992.
Dong Kyun You Ji Hye Lee Hyonseok Hwang Hyoshik Kwon Myung Hwan Park Kang Mun Lee 《Tetrahedron letters》2017,58(33):3246-3250
1,3,5-Tris-(o-carboranyl-methyl)benzene (closo-1) and its nido-form (nido-1) were synthesized and fully characterized. The solid-state molecular structure of closo-1 was determined by single-crystal X-ray diffraction analysis. Compound closo-1 exhibited an intense single emission in various organic solvents that was red-shifted with increasing solvent polarity. The positive solvatochromic effect and theoretical calculation results at the first excited (S1) optimized structure of closo-1 strongly suggest that this emissive band can be assigned to an intramolecular charge transfer. Meanwhile, nido-1 showed a pronounced red-shift of the emissive band compared to that of closo-1 and aroused low-energy emission. The specific emissive features of nido-1 were attributed to the elevation of its HOMO level, estimated by cyclic voltammetry. The photophysical changes by conversion from closo-1 to nido-1 allowed the emissive color-tunable sensing of fluoride. Thus, the tris-o-carboranyl compound showed great potential as a chemodosimeter for fluoride anion sensing, detectable by the naked-eye. 相似文献
993.
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995.
Tsai YC Lu DY Lin YM Hwang JK Yu JS 《Chemical communications (Cambridge, England)》2007,(40):4125-4127
Reduction of Zn(2)(mu-eta(2)-Me(2)Si(NDipp)(2))(2) with 4 equiv. of KC(8) resulted in a dramatic structural transformation into [(eta(2)-Me(2)Si(NDipp)(2))ZnZn(eta(2)-Me(2)Si(NDipp)(2))](2-) featuring a Zn-Zn bond instead of [Zn(2)(micro-eta(2)-Me(2)Si(NDipp)(2))(2)](2-); the mechanism of the observed structural transformations arising from the Zn-Zn bond formation involving the intermediate of [Zn(2)(mu-eta(2)-Me(2)Si(NDipp)(2))(2)](-) was elucidated by elaborate computations. 相似文献
996.
[reaction: see text] N-(Rhodamine-6G)lactam-N'-phenylthiourea-ethylenediamine (1) was developed as a fluorescent and colorimetric chemodosimeter in aqueous solution with a broad pH span (5 approximately 10) and high selectivity toward Hg2+ but no significant response toward other competitive cations, such as Fe2+, Co2+, Ni2+, Cu2+, Zn2+, Pb2+, Cd2+, Ca2+, Mg2+, K+, Na+, etc. The Hg2+-promoted ring opening of spirolactam of the rhodamine moiety induced cyclic guanylation of the thiourea moiety, which resulted in the dual chromo- and fluorogenic observation (OFF-ON). 相似文献
997.
Tan YW Zhang Y Bolotin K Zhao Y Adam S Hwang EH Das Sarma S Stormer HL Kim P 《Physical review letters》2007,99(24):246803
The conductivity of graphene samples with various levels of disorder is investigated for a set of specimens with mobility in the range of 1-20x10(3) cm2/V sec. Comparing the experimental data with the theoretical transport calculations based on charged impurity scattering, we estimate that the impurity concentration in the samples varies from 2-15x10(11) cm(-2). In the low carrier density limit, the conductivity exhibits values in the range of 2-12e2/h, which can be related to the residual density induced by the inhomogeneous charge distribution in the samples. The shape of the conductivity curves indicates that high mobility samples contain some short-range disorder whereas low mobility samples are dominated by long-range scatterers. 相似文献
998.
Lee HS Bhang HC Choi JH Dao H Hahn IS Hwang MJ Jung SW Kang WG Kim DW Kim HJ Kim SC Kim SK Kim YD Kwak JW Kwon YJ Lee J Lee JH Lee JI Lee MJ Lee SJ Li J Li X Li YJ Myung SS Ryu S So JH Yue Q Zhu JJ;KIMS Collaboration 《Physical review letters》2007,99(9):091301
The Korea Invisible Mass Search (KIMS) experiment presents new limits on the weakly interacting massive particle (WIMP)-nucleon cross section using data from an exposure of 3409 kg.d taken with low-background CsI(Tl) crystals at the Yangyang Underground Laboratory. The most stringent limit on the spin-dependent interaction for a pure proton case is obtained. The DAMA signal region for both spin-independent and spin-dependent interactions for the WIMP masses greater than 20 GeV/c2 is excluded by the single experiment with crystal scintillators. 相似文献
999.
Imgon Hwang Seulgi So Mohamed Mokhtar Abdelmohsen Alshehri Shaeel A. Al‐Thabaiti Dr. Anca Mazare Prof. Patrik Schmuki 《Chemistry (Weinheim an der Bergstrasse, Germany)》2015,21(25):9204-9208
In the present work we report significant enhancement of the photoelectrochemical properties of self‐ organized TiO2 nanotubes by a combined “de‐coring” of classic nanotubes followed by an appropiate TiCl4 treatment. We show that, except for the expected particle decoration, a key effect of the TiCl4 treatment is that the electron transport characteristics in TiO2 nanotubes can be drastically improved, for example, we observe an enhancement of up to 70 % in electron‐transport times. 相似文献
1000.
Gd‐DTPA‐Dopamine‐Bisphytanyl Amphiphile: Synthesis,Characterisation and Relaxation Parameters of the Nanoassemblies and Their Potential as MRI Contrast Agents
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Abhishek Gupta Dr. Scott A. Willis Lynne J. Waddington Dr. Tim Stait‐Gardner Dr. Liliana de Campo Prof. Dennis W. Hwang Dr. Nigel Kirby Prof. William S. Price Dr. Minoo J. Moghaddam 《Chemistry (Weinheim an der Bergstrasse, Germany)》2015,21(40):13950-13960
Here, a new amphiphilic magnetic resonance imaging (MRI) contrast agent, a GdIII‐chelated diethylenetriaminepentaacetic acid conjugated to two branched alkyl chains via a dopamine spacer, Gd‐DTPA‐dopamine‐bisphytanyl (Gd‐DTPA‐Dop‐Phy), which is readily capable of self‐assembling into liposomal nanoassemblies upon dispersion in an aqueous solution, is reported. In vitro relaxivities of the dispersions were found to be much higher than Magnevist, a commercially available contrast agent, at 0.47 T but comparable at 9.40 T. Analysis of variable temperature 17O NMR transverse relaxation measurements revealed the water exchange of the nanoassemblies to be faster than that previously reported for paramagnetic liposomes. Molecular reorientation dynamics were probed by 1H NMRD profiles using a classical inner and outer sphere relaxation model and a Lipari–Szabo “model‐free” approach. High payloads of GdIII ions in the liposomal nanoassemblies made solely from the Gd‐DTPA‐Dop‐Phy amphiphiles, in combination with slow molecular reorientation and fast water exchange makes this novel amphiphile a suitable candidate to be investigated as an advanced MRI contrast agent. 相似文献