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71.
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73.
我国封闭式投资基金业绩评价实证研究 总被引:2,自引:1,他引:1
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。 相似文献
74.
In the present paper, a Lotka–Volterra type mutualism system with several delays is studied. Some new and interesting sufficient conditions are obtained for the global existence of positive periodic solutions of the mutualism system. Our method is based on Mawhin’s coincidence degree and novel estimation techniques for the a priori bounds of unknown solutions. Our results are different from the existing ones such as those in of Yang et al. [F. Yang, D. Jiang, A. Ying, Existence of positive solution of multidelays facultative mutualism system, J. Eng. Math. 3 (2002) 64–68] and Chen et al. [F. Chen, J. Shi, X. Chen, Periodicity in a Lotka–Volterra facultative mutualism system with several delays, J. Eng. Math. 21 (3) (2004) 403–409]. 相似文献
75.
Huazhong Tang Tao Tang Kun Xu 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》2004,55(3):365-382
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. 相似文献
76.
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. 相似文献
77.
Wei Jun Liao Xianfeng Chen Fucheng Chen Yuping Chen Yuxing Xia Yingli Chen 《Optics & Laser Technology》2004,36(8):603-606
In this paper, we first report that a new proton source, glutaric acid, has been used to fabricate optical waveguides in Z-cut lithium niobate crystals. The relationship was experimentally established between proton-exchanged (PE) waveguide parameters and fabrication conditions. It is shown that this new organic acid can be used to obtain deep PE waveguides in fast diffusion speed (0.275 μm2/h at 221°C) and with low loss (0.2 dB/cm). It provides an alternative approach for fabricating PE waveguides in lithium niobate substrate. 相似文献
78.
Under the nonresonant case where the carrier frequency of a Gaussian beam deviates from the resonant frequency of a Fabry–Perot etalon, the transmission of a Gaussian beam after incidenting nonnormally on a Fabry–Perot etalon has been investigated. The results show that under the nonresonant case, variations of the peak intensity, the position of the peak intensity and the spot size of the transmitted beam with the input angle behave differently and even with a reversed tendency compared with those obtained under the resonant case. 相似文献
79.
ChunXiaLI YingXiaLI LingBoYU HuaZHANG SiftDongCHU HuaShiGUAN 《中国化学快报》2003,14(8):776-778
A convenient synthetic route was developed for the synthesis of the novel glycolipids: 1,2-di-O-acyl-3-O-(2‘-acylamide-2‘-denxy-ct-D-glucopyranosyl)-sn-glycerols. 10 new compounds of glycolipids with different acyl groups were obtained. 相似文献
80.
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. 相似文献