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假设无风险利率可由Ho-Lee利率模型描述,且与股票动态存在一般线性相关系数,应用最优性原理和HJB方程研究了市场存在多种风险资产情形的动态资产分配问题,通过变量替换方法得到了幂效用和指数效用下最优投资策略的显示解,数值算例分析了利率参数和市场参数对最优投资策略的影响趋势。研究结果发现:两种效用下的最优策略均由两部分所构成,一部分由市场参数所确定,另一部分由利率参数所确定。而且,幂效用下的最优投资策略与瞬时利率无关,而指数效用下的最优投资策略与瞬时利率相关。 相似文献
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中国科学院近代物理研究所自主研发的ADS注入器Ⅱ第一代高频低电平(LLRF)控制系统,工作频率为162.5 MHz;LLRF系统是由基于I/Q采样的正交解调技术构成的全数字闭环反馈控制系统,其主要功能是实现超导腔腔体电压幅值稳定控制、相位稳定控制与腔体谐振频率控制;LLRF控制系统在液氦温区超导腔上进行了系统稳定度和性能的在线测试,根据实验数据计算得超导腔体电压幅度稳定度为±3.4‰,相位稳定度为±0.3°,腔体表面峰值电场(Epk)能长时间稳定在25.1 MV/m。通过实验测试,检验了LLRF控制系统的性能,并对测试过程中出现的问题进行了分析,为将来超导腔LLRF控制系统运行积累了经验。 相似文献
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Liquid chromatography-electrospray ionization-infrared multiphoton dissociation (IRMPD) mass spectrometry was developed to investigate the distributions of intrastrand crosslinks formed between cisplatin and two oligodeoxynucleotides (ODNs), d(A1T2G3G4G5T6A7C8C9C10A11T12) (G3-D) and its analog d(A1T2G3G4G5T6T7C8C9C10A11T12) (G3-H), which have been reported to adopt different secondary structures in solution. Based on the formation of site-specific fragment ions upon IRMPD, two isobaric crosslink products were differentiated for each ODN. The preferential formation of G3G4 and G4G5 crosslinks was determined as a function of reaction conditions, including incubation temperature and presence of metal ions. G3-D consistently exhibited a greater preference for formation of the G4G5 crosslink compared with the G3-H ODN. The ratio of G3G4:G4G5 crosslinks increased for both G3-D and G3-H at higher incubation temperatures or when metal salts were added. Comparison of the IRMPD fragmentation patterns of the unmodified ODNs and the intramolecular platinated crosslinks indicated that backbone cleavage was significantly suppressed near the crosslink. Figure
? 相似文献
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Unusual Acetylation‐Dependent Reaction Cascade in the Biosynthesis of the Pyrroloindole Drug Physostigmine 下载免费PDF全文
Joyce Liu Tailun Ng Dr. Zhe Rui Omer Ad Prof. Dr. Wenjun Zhang 《Angewandte Chemie (International ed. in English)》2014,53(1):136-139
Physostigmine is a parasympathomimetic drug used to treat a variety of neurological disorders, including Alzheimer’s disease and glaucoma. Because of its potent biological activity and unique pyrroloindole skeleton, physostigmine has been the target of many organic syntheses. However, the biosynthesis of physostigmine has been relatively understudied. In this study, we identified a biosynthetic gene cluster for physostigmine by genome mining. The 8.5 kb gene cluster encodes eight proteins (PsmA–H), seven of which are required for the synthesis of physostigmine from 5‐hydroxytryptophan, as shown by in vitro total reconstitution. Further genetic and enzymatic studies enabled us to delineate the biosynthetic pathway for physostigmine. The pathway features an unusual reaction cascade consisting of highly coordinated methylation and acetylation/deacetylation reactions. 相似文献
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Dr. Zhe Liu Dr. Isolda Romero‐Canelón Bushra Qamar Jessica M. Hearn Dr. Abraha Habtemariam Dr. Nicolas P. E. Barry Dr. Ana M. Pizarro Dr. Guy J. Clarkson Prof. Dr. Peter J. Sadler 《Angewandte Chemie (International ed. in English)》2014,53(15):3941-3946
Platinum complexes are the most widely used anticancer drugs; however, new generations of agents are needed. The organoiridium(III) complex [(η5‐Cpxbiph)Ir(phpy)(Cl)] ( 1‐Cl ), which contains π‐bonded biphenyltetramethylcyclopentadienyl (Cpxbiph) and C^N‐chelated phenylpyridine (phpy) ligands, undergoes rapid hydrolysis of the chlorido ligand. In contrast, the pyridine complex [(η5‐Cpxbiph)Ir(phpy)(py)]+ ( 1‐py ) aquates slowly, and is more potent (in nanomolar amounts) than both 1‐Cl and cisplatin towards a wide range of cancer cells. The pyridine ligand protects 1‐py from rapid reaction with intracellular glutathione. The high potency of 1‐py correlates with its ability to increase substantially the level of reactive oxygen species (ROS) in cancer cells. The unprecedented ability of these iridium complexes to generate H2O2 by catalytic hydride transfer from the coenzyme NADH to oxygen is demonstrated. Such organoiridium complexes are promising as a new generation of anticancer drugs for effective oxidant therapy. 相似文献
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Inside Cover: Uniaxial Movements of a Metal–Cyanide Framework Switched by Weak Interactions through Dehydration and Rehydration (Chem. Eur. J. 27/2014) 下载免费PDF全文