Barium-Catalysed Dehydrocoupling of Hydrosilanes and Borinic Acids: A Mechanistic Insight

Two very rare cases of barium boryloxides, the homoleptic [Ba(OB{CH(SiMe₃)₂}₂)₂⋅C₇H₈] and the heteroleptic [{LO^NO4}BaOB{CH(SiMe₃)₂}₂] stabilised by the multidentate aminoetherphenolate {LO^NO4}⁻, are presented, and their structural properties are discussed. The electron-deficient [Ba(OB{CH(SiMe₃)₂}₂)₂⋅C₇H₈] shows, in particular, resilient η⁶-coordination of the toluene molecule. Together with its amido parents [Ba{N(SiMe₃)₂}₂⋅thf₂] and [Ba{N(SiMe₃)₂}₂]₂, this complex catalyses the fast and chemoselective dehydrocoupling of borinic acids R₂BOH and hydrosilanes HSiR′₃, yielding borasiloxanes R₂BOSiR′₃ in a controlled fashion. The assessment of substrate scope indicates that, for now, the reaction is limited to bulky borinic acids. Kinetic analysis shows that the rate-limiting step of the catalytic manifold traverses a dinuclear transition state. A detailed mechanistic scenario is proposed on the basis of DFT computations, the results of which are fully consistent with experimental data. It consists of a stepwise process with rate-determining nucleophilic attack of a metal-bound O-atom onto the incoming hydrosilane, involving throughout dinuclear catalytically active species.     

Robust asset allocation with conditional value at risk using the forward search

The well‐known Markowitz approach to portfolio allocation, based on expected returns and their covariance, seems to provide questionable results in financial management. One motivation for the pitfall is that financial returns have heavier than Gaussian tails, so the covariance of returns, used in the Markowitz model as a measure of portfolio risk, is likely to provide a loose quantification of the effective risk. Additionally, the Markowitz approach is very sensitive to small changes in either the expected returns or their correlation, often leading to irrelevant portfolio allocations. More recent allocation techniques are based on alternative risk measures, such as value at risk (VaR) and conditional VaR (CVaR), which are believed to be more accurate measures of risk for fat‐tailed distributions. Nevertheless, both VaR and CVaR estimates can be influenced by the presence of extreme returns. In this paper, we discuss sensitivity to the presence of extreme returns and outliers when optimizing the allocation, under the constraint of keeping CVaR to a minimum. A robust and efficient approach, based on the forward search, is suggested. A Monte Carlo simulation study shows the advantages of the proposed approach, which outperforms both robust and nonrobust alternatives under a variety of specifications. The performance of the method is also thoroughly evaluated with an application to a set of US stocks.     

The Effect of Temperature and Magnetic Field on the Precipitation of Insoluble Salts of Alkaline Earth Metals

Journal of Solution Chemistry - A study of the effects induced by a weak magnetic field of about 0.4 T on the precipitation of insoluble alkaline earth carbonates is reported. Optical...     

On the moving plane method for nonlocal problems in bounded domains

We consider a nonlocal problem involving the fractional Laplacian and the Hardy potential in bounded smooth domains. Exploiting the moving plane method and some weak and strong comparison principles, we deduce symmetry and monotonicity properties of positive solutions under zero Dirichlet boundary conditions.