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。     

Formation of Interfacial Layers in LaAlO3/Silicon during Film Deposition

We have studied the interracial reactions between amorphous LaAlO3 thin films and Si substrates, using high- resolution transmission electron microscopy and x-ray photoelectron spectroscopy. It has been shown that the interracial layer between LaAlO3 film and Si substrate chemical states show that the ratio of La 4d3/2 to Al 2p is SiLaxAlyOz. The depth distributions of La, Si and Al of the interfacial layer remains unchanged with the depth compared to that of the LaAlO3 film. Moreover, the Si content, in the interracial layer gradually decreases with increasing thickness of the interracial layer. These results strongly suggest that the Al element is not deficient in the interracial layer, as previously believed, and the formation of a SiLaxAlyOz interracial layer is mainly due to the diffusion of Si from the substrate during the LaAlO3 film deposition. With the understanding of the interracial layer formation, ones can control the interface characteristics to ensure the desired performances of devices using high-k oxides as gate dielectrics.     

A gas-kinetic scheme for shallow-water equations with source terms

In this paper, the Kinetic Flux Vector Splitting (KFVS) scheme is extended to solving the shallow water equations with source terms. To develop a well-balanced scheme between the source term and the flow convection, the source term effect is accounted in the flux evaluation across cell interfaces. This leads to a modified gas-kinetic scheme with particular application to the shallow water equations with bottom topography. Numerical experiments show better resolution of the unsteady solution than conventional finite difference method and KFVS method with little additional cost. Moreover, some positivity properties of the gas-kinetic scheme is established.     

Activation and Afterheat Calculation Analysis for TBM

Safety considerations of TBM are part of the design process to ensure that the TBM do not adversely affect the safety of ITER. So accurate calculations of all radioactivity and potential harmfulness are very important for designing of device, selecting of blanket and shield material, analyzing of the safety and environment, disposing of nuclear waste and operation of the reactor.     

Investigation on nonradiative decay of I13/2→I15/2 transition of Er-doped oxide glasses

Nonradiative decay of ⁴I_13/2→⁴I_15/2 transition of Er³⁺ has been investigated in a series of oxide glasses. For Er³⁺-doped glass samples, the Judd-Ofelt analysis on absorption spectra was performed and the fluorescence lifetime was determined by extrapolating to zero Er³⁺ concentration limit. Infrared spectra were measured in order to investigate the influence of OH⁻ groups in different glasses. The effects of glass matrix on the decay rate were discussed from the viewpoint of phonon energy, variations of effective fields, and OH⁻ groups. Compared to other glasses, phosphate glass presents low quantum efficiency and large nonradiative decay rate due to its high phonon energy and hygroscopic behavior.     

稀磁半导体Zn1-xMnxTe吸收光谱压力红移的理论研究

以自由Mn²⁺离子的径向波函数为基础,通过引入电子云延伸效应系数κ来修正这一径向波函数,得到了稀磁半导体Zn_1-xMn_xTe晶体中Mn²⁺离子的径向波函数.以此波函数为基础,研究了Zn1-xMnxTe晶体吸收光谱的高压谱移特性,并且得到了吸收谱中四条谱线随压力的红移规律.     

Recurrence propagation equation of Hermite-Gaussian beams through a paraxial optical ABCD system with hard-edge aperture

Based on the generalized Huygens-Fresnel diffraction integral, a recurrence propagation equation of Hermite-Gaussian (H-G) beams through a paraxial optical ABCD system with hard-edge aperture is derived, which permits us to obtain the analytical propagation expression for H-G beams of any order. The advantages of our analytical results are analyzed, and the application is illustrated with numerical examples.     

三量子位Heisenberg XX 链中杂质对纠缠的影响

研究了有杂质时三量子位Heisenberg-XX链中正常格点之间的热纠缠情况，给出了Concurrence的解析表达式.进一步的讨论发现，杂质对正常格点的热纠缠有着重要的影响，甚至能够改变纠缠在反铁磁区的特性.理论表明，可以通过调节温度和杂质参数来控制纠缠. 关键词： Heisenberg -XX链 热纠缠 杂质格点     

The solvability conditions for inverse eigenproblem of symmetric and anti‐persymmetric matrices and its approximation

The problem of generating a matrix A with specified eigen‐pair, where A is a symmetric and anti‐persymmetric matrix, is presented. An existence theorem is given and proved. A general expression of such a matrix is provided. We denote the set of such matrices by ??????_Eⁿ. The optimal approximation problem associated with ??????_Eⁿ is discussed, that is: to find the nearest matrix to a given matrix A* by A∈??????_Eⁿ. The existence and uniqueness of the optimal approximation problem is proved and the expression is provided for this nearest matrix. Copyright © 2002 John Wiley & Sons, Ltd.     

基于新型长周期光纤光栅的掺铒光纤放大器

报道了基于高频CO₂激光脉冲写入的新型长周期光纤光栅的低噪音掺铒光纤放大器,这种新型长周期光纤光栅是用大约几千Hz的高频CO₂激光脉冲对光纤玻璃热冲击作用而形成的.在铒纤中插入一个长周期光纤光栅,会明显减少掺铒光纤放大器的放大自发辐射(ASE)噪音.报道了两种低噪音掺铒光纤放大器,作为前置放大器和线路放大器,它们的ASE噪音指数分别从4.0 dB减少到3.5 dB和从4.8 dB减少到4.3 dB,并且在作为线放时,其小信号增益从30 dB提高到37 dB,降噪及提高增益效应十分显著.