Construction of a portfolio with shorter downside tail and longer upside tail

The purpose of this paper is to propose an algorithm for solving Rachev ratio optimization problem which is intended to construct a portfolio with shorter downside tail and longer upside tail. Moreover, we propose modified Rachev ratio to remove the theoretical flaw of Rachev ratio. Also, we will compare several portfolio models using the market data in Tokyo Stock Exchange. We believe that this paper is of interest to researchers and practitioners in the field of portfolio optimization.     

Chromatic numbers of quadrangulations on closed surfaces

It has been shown that every quadrangulation on any nonspherical orientable closed surface with a sufficiently large representativity has chromatic number at most 3. In this paper, we show that a quadrangulation G on a nonorientable closed surface N_k has chromatic number at least 4 if G has a cycle of odd length which cuts open N_k into an orientable surface. Moreover, we characterize the quadrangulations on the torus and the Klein bottle with chromatic number exactly 3. By our characterization, we prove that every quadrangulation on the torus with representativity at least 9 has chromatic number at most 3, and that a quadrangulation on the Klein bottle with representativity at least 7 has chromatic number at most 3 if a cycle cutting open the Klein bottle into an annulus has even length. As an application of our theory, we prove that every nonorientable closed surface N_k admits an eulerian triangulation with chromatic number at least 5 which has arbitrarily large representativity. © 2001 John Wiley & Sons, Inc. J Graph Theory 37: 100–114, 2001     

Dual memory of enantiomeric helices in a polyacetylene induced by a single enantiomer

We report the dual memory of both the enantiomeric right- and left-handed helical conformations induced in a polyacetylene based on the temperature-stimulated helicity inversion of the polymer. The polyacetylene folds into a one-handed helix induced by noncovalent bonding interactions with a single enantiomeric amine. The induced helix underwent a reversible inversion of the helicity by temperature. The diastereomeric right- and left-handed helices obtained at different temperatures could be further memorized when the optically active amine was replaced by an achiral diamine, generating right- and left-handed helices of the mirror images of each other. Consequently, both enantiomeric helices can be produced with a high efficiency from dynamically diastereomeric helical polyacetylenes induced by a single enantiomer.     

Crystal structure and conformational disorder of poly(hexamethylene terephthalate)

Packing polymorphism and conformational disorder of poly(hexamethylene terephthalate) were analyzed by x-ray diffraction technique. The measurements were performed in the temperature range from 20 to 135°C. At high temperature, several unassignable reflections were found to disappear, and all reflections were satisfactorily indexed by single-chain unit cell. The crystal structures of β form (135°C) and β form (20°C) were similarly triclinic. The β′ unit cell assumed the double b-axis dimension, and the centrosymmetric conformations of the two chains adjacent along the b-axis differed in the orientation of the phenylene rings. At the elevated temperature (β form), the chains were indistinguishable by x-ray diffraction owing to the ring-flipping motion. The β and β′ structures were different in the local conformational disorder around the terephthaloyl groups. Conformational polymorphism of homologous poly(oligomethylene terephthalate)s was considered to originate from the difference in bulkiness of the aromatic and aliphatic residues. © 1996 John Wiley & Sons, Inc.     

Novel polymer-supported chiral catalysts for asymmetric synthesis

Hydroxy amino acid monomers 3, 5 and amino acid monomers 10, 11 were prepared. Suspension polymerization of these chiral monomers with styrene and crosslinking agent afforded insoluble chiral polymers which were used as chiral ligands of the enantioselective Diels-Alder reaction catalysts. A continuous flow system using polymeric catalyst was also successfully achieved in the same reaction.     

基于太赫兹吸收波谱的氨基酸定量分析

本文针对半胱氨酸(Cys)、天冬酰胺(Asn)和苏氨酸(Thr)等三种L型氨基酸及其混合物,在太赫兹时域谱分析仪上测定了吸收曲线,计算了相应的吸收系数谱、摩尔吸收系数谱,求出了混合物的摩尔浓度。同时,分析了不稳定超快激光源对实验数据的影响,提出一种消除不稳定因素的定量分析算法。最后,对比了混合物样品的计算浓度和真实浓度,并以吸收系数谱的拟合误差指标评价了这种算法。     

Molecular motion of ends of isolated poly(isobutylene) chains tethered on the poly(tetrafluoroethylene) surface in vacuo

Poly(isobutylene) (PIB) chains with a radical at the chain end were graft-copolymerized on the poly(tetrafluoroethylene) (PTFE) surface in vacuo at 77 K. The PIB chains tethered on the PTFE surface in vacuo were regarded as isolated chains from neighboring tethered PIB chains. The molecular motion of the ends of the isolated PIB chains was observed by an electron spin resonance (ESR) spectrometer in the temperature range from 3 to 125 K, which was lower than T_g of PIB, 200 K,¹ and two motion modes were found: One is a quantum tunneling of the methyl group located at the chain end at 3 K, and the other is an interconformation transition with freely rotating methyl group at the end at 77 K, where the transition rate was estimated to be 15 MHz at that temperature. The transition rate increased with an increase in temperature. The activation energy of the transition was estimated to be 370 J/mol. The high mobility and low activation energy was attributed to the isolation of PIB chains in vacuo. © 1998 John Wiley & Sons, Inc. J Polym Sci B: Polym Phys 36: 2095–2102, 1998     

The 3-connected graphs having a longest cycle containing only three contractible edges

It is shown that with one small exception, the 3-connected graphs admitting longest cycles that contain less than four contractible edges of the parent graph are the members of three closely related infinite families. © 1993 John Wiley & Sons, Inc.     

Chemical role of amines in the colloidal synthesis of CdSe quantum dots and their luminescence properties

The role of organic amines in the colloidal synthesis of CdSe quantum dots (QDs) has been studied. CdSe QDs were synthesized from the source solutions containing 5 vol% of amines having various alkyl chain lengths, stereochemical sizes and electron donation abilities. The role of the additional amines was evaluated on the basis of the photoluminescence (PL) properties such as PL wavelength and intensity of the obtained CdSe QDs. The observed PL spectra were explained by the fact that the amines behaved as capping ligands on the surface of the QDs in the product colloidal solution and complex ligands for cadmium in the source solutions. It was shown that the particle size was controlled by the diffusion process depending on the mass and stereochemical shape of the amines, and the luminescence intensity increased with the increasing electron donation ability and capping density of the amines.