Recent Developments in Robust Portfolios with a Worst-Case Approach

Robust models have a major role in portfolio optimization for resolving the sensitivity issue of the classical mean–variance model. In this paper, we survey developments of worst-case optimization while focusing on approaches for constructing robust portfolios. In addition to the robust formulations for the Markowitz model, we review work on deriving robust counterparts for value-at-risk and conditional value-at-risk problems as well as methods for combining uncertainty in factor models. Recent findings on properties of robust portfolios are introduced, and we conclude by presenting our thoughts on future research directions.     

Push–Pull Porphyrins via β-Pyrrole Functionalization: Evidence of Excited State Events Leading to High-Potential Charge-Separated States

A new set of free-base and zinc(II)-metallated, β-pyrrole-functionalized unsymmetrical push–pull porphyrins were designed and synthesized via β-mono- and dibrominated tetraphenylporphyrins using Sonogashira cross-coupling reactions. The ability of donors and acceptors on the push–pull porphyrins to produce high-potential charge separated states was investigated. The porphyrins were functionalized at the opposite β,β′-pyrrole positions of porphyrin ring bearing triphenylamine push groups and naphthalimide pull groups. Systematic studies involving optical absorption, steady-state and time-resolved emission revealed existence of intramolecular type interactions both in the ground and excited states. The push–pull nature of the molecular systems was supported by frontier orbitals generated on optimized structures, wherein delocalization of HOMO over the push group and LUMO over the pull group connecting the porphyrin π-system was witnessed. Electrochemical studies were performed to visualize the effect of push and pull groups on the overall redox potentials of the porphyrins. Spectroelectrochemical studies combined with frontier orbitals helped in characterizing the one-electron oxidized and reduced porphyrins. Finally, by performing transient absorption studies in polar benzonitrile, the ability of push–pull porphyrins to produce charge-separated states upon photoexcitation was confirmed and the measured rates were in the range of 10⁹ s⁻¹. The lifetime of the final charge separated state was around 5 ns. This study ascertains the importance of push–pull porphyrins in solar energy conversion and diverse optoelectronic applications, for which high-potential charge-separated states are warranted.     

Liquid crystalline epoxy resin with improved thermal conductivity by intermolecular dipole–dipole interactions

To address tremendous needs for developing efficiently heat dissipating materials with lightweights, a series of liquid crystalline epoxy resins (LCEs) are designed and synthesized as thermally conductive matrix. All prepared LCEs possess epoxies at the molecular side positions and cyanobiphenyl mesogenic end groups. Based on several experimental results such as differential scanning calorimetry, polarized optical microscopy, and X‐ray diffraction, it is found that the LCEs exhibited liquid crystalline mesophases. When LCE is cured with a diamine crosslinker, the cured LCE maintains the oriented LC domain formed in the uncured state, ascribing to a presence of dipole–diploe and π–π interactions between cyanobiphenyl mesogenic end groups. Due to the anisotropic molecular orientation, the cured LCE exhibits a high thermal conductivity of 0.46 W m^?1 K^?1, which is higher than those of commercially available crystalline or amorphous epoxy resins. © 2018 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2019 , 57, 708–715     

Efficient preparation of UCl3 by ZnCl2 mediated chlorination

Journal of Radioanalytical and Nuclear Chemistry - U chlorination is demonstrated using electrochemical and chemical reactions with ZnCl2 in LiCl–KCl molten salts. Voltammetric studies...     

Multistage homotopy perturbation method for nonlinear reaction networks

In this paper, we present the multistage homotopy perturbation method for finding the solution of the chemical kinetics with nonlinear reactions. We develop a general scheme for finding the analytic solution of chemical reaction networks and apply it to motivating chemical examples such as the enzyme kinetics model and the Brusselator model. We illustrate the numerical result for the models and show the accuracy of the method.     

How Does Solvation Affect the Binding of Hydrophilic Amino Saccharides to Cucurbit[7]uril with Exceptional Anomeric Selectivity?

Cucurbit[7]uril (CB[7]) is known to bind strongly to hydrophilic amino saccharide guests with exceptional α‐anomer selectivities under aqueous conditions. Single‐crystal X‐ray crystallography and computational methods were used to elucidate the reason behind this interesting phenomenon. The crystal structures of protonated galactosamine (GalN) and glucosamine (GluN) complexes confirm the inclusion of α anomers inside CB[7] and disclose the details of the host–guest binding. Whereas computed gas‐phase structures agree with these crystal structures, gas‐phase binding free energies show preferences for the β‐anomer complexes over their α counterparts, in striking contrast to the experimental results under aqueous conditions. However, when the solvation effect is considered, the binding structures drastically change and the preference for the α anomers is recovered. The α anomers also tend to bind more tightly and leave less space in the CB[7] cavity toward inclusion of only one water molecule, whereas loosely bound β anomers leave more space toward accommodating two water molecules, with markedly different hydrogen‐bonding natures. Surprisingly, entropy seems to contribute significantly to both anomeric discrimination and binding. This suggests that of all the driving factors for the strong complexation of the hydrophilic amino saccharide guests, water mediation plays a crucial role in the anomer discrimination.     

Template‐free anion‐controlled synthesis of Pd (II) nano‐aggregates for the antifouling polymerization of CO and ethylene

The reaction of [(domppp) Pd (OAc)₂] [domppp = 1,3‐bis (di‐o‐methoxyphenylphosphino)propane] and imidazolium‐functionalized carboxylic acids containing various anions (Br^?, PF₆^?, SbF₆^? and BF₄^?) resulted in the formation of nano‐sized Pd (II) aggregates under template‐free conditions. The rate of formation of aggregates can be modulated by changing the anion, affecting the rate of polymerization of CO and olefins without fouling. Herein, we describe the analysis of Pd (II) catalysts by dynamic light scattering, atomic force microscopy, X‐ray photoelectron spectroscopy and X‐ray crystallography, and co‐ and terpolymerization results including the catalytic activity, and bulk density and molecular weight of polymers.     

Relationship between liquid crystalline phase stability and ingredient composition in liquid crystal oil–water emulsion

In this study, we postulated that the optical retardation magnitude could be used to evaluate the stability of the LC phase through the Mueller matrix polarimeter method in LC emulsion. In addition, we found that the increase of cetearyl alcohol concentration induced the more periodic dense lattice structure in crystalline phase of LC lamellae and the sorbitan olivate was relatively more responsible for higher ordering in LC phase compared to C12–20 alkyl glucoside in terms of molecular parallel packing on the basis of the optical retardation magnitude. Furthermore, it was confirmed that the LC emulsion had higher skin barrier function owing to lower TEWL and higher reflectance than ordinary emulsion on human skin and maintained a uniform phase without phase separation for 8 weeks.     

Relationships between molecular structure and thermomechanical properties of bio‐based thermosetting polymers

Molecular dynamics simulations are used to study highly cross‐linked epoxy networks comprised of furanyl epoxy monomer, 2,5‐bis[(2‐oxiranylmethoxy)methyl]‐furan (BOF), that is cross‐linked by two furanyl amine hardeners, 5,5'‐methylenedifurfurylamine (DFDA) and 5,5'‐ethylidenedifurfirylamine (CH₃‐DFDA). Important properties of these fully furan‐based systems, including room temperature density, glass transition temperature, and Young's modulus are found to agree with previous experimental results. We also compare the simulated and experimental values of four fully furan‐based thermosetting materials to those using the conventional resin diglycidyl ether of bisphenol A (DGEBA) cured with the two furanyl hardeners. Our simulation results predict a slight decrease in density and Young's modulus, but no impact on the glass transition temperature, upon adding the methyl group in DFDA. Detailed analyses of the MD trajectories reveal the underlying mechanisms responsible for the observed structure/property relations, which center on the lack of collinear covalent bonds in the BOF molecular structure. © 2016 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2017 , 55, 285–292