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。     

Spin-transfer switching in MgO magnetic tunnel junction nanostructures

Spin-transfer driven switching was observed in MgO based magnetic tunnelling junctions (MTJ) with tunnelling magnetoresistance ratio of up to 160% and the average intrinsic switching current density (J_c0) down to 2 MA/cm², which are the best known results reported in spin-transfer switched MTJ nanostructures. Based on a comparison of results both from MgO and AlO_x MTJs, further switching current decrease via MgO dual structures with two pinned layers is discussed.     

Studies on the Model Synthesis of the Brassinolide and Dolicholide‘s Side Chains

A highly stereoselective synthesis of the side Chain enantiomers of brassinolide and dolicholide through an aldol reaction of 2-(4-methoxy benzyloxyl) proplonylaldehyde (5) with the anion of 1- ( tert -butyldimethylsiloxy )-3-methyl-2-butanone ( 6 ) is described.     

森林发展系统的一个非线性半离散模型

本文建立了森林发展系统的一类非线性林龄面积结构的半离散模型 ,并讨论了半离散系统解的存在唯一性 ,给出了线性半离散系统稳定的一些充分条件     

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.     

Interior point cutting plane method for optimal power flow

In this paper, an interior point cutting plane method (IPCPM)is applied to solve optimal power flow (OPF) problems. Comparedwith the simplex cutting plane method (SCPM), the IPCPM is simpler,and efficient because of its polynomial-time characteristic.Issues in implementing IPCPM for OPF problems are addressed,including (1) how to generate cutting planes without using thesimplex tableau, (2) how to identify the basis variables inIPCPM, and (3) how to generate mixed integer cutting planes.The calculation speed of the proposed algorithm is further enhancedby utilizing the sparsity features of the OPF formulation. Numericalsimulations on IEEE 14-300-bus test systems have shown thatthe proposed method is effective.     

神光Ⅱ上柱形黑腔辐射驱动冲击波

利用神光Ⅱ的八路三倍频激光装置，驱动柱形黑腔产生的x 射线作辐射源驱动台阶铝样品产生冲击波，获得了清晰的冲击波图像，通过冲击波过台阶样 品的时间差获得冲击波速度和压力分别为31.2km/s和17.5×10⁵MPa.采用软x射线能谱 仪通过激光注入孔测量的辐射温度与采用冲击波法测量辐射温度的结果一致. 关键词： 冲击波 辐射驱动 辐射温度     

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