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。     

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.     

A New Cytotoxic Acetogenin from the Seeds of Annona squamosa

A New Annonaceous acetogenin,squamostolide(1),was isolated from the seeds of Annona squamosa.Its structure was elucidated based on spectroscopic methods and comparison with known compounds.It is the first example of Annonaceous acetogenin with each of the two ends of the aliphatic chain bearing a γ-lactone.Thenew compound exhibited cytotoxic activity in vitro against bel-7402 and CNE2 human tumor cell lines.     

Tunable microlens arrays using polymer network liquid crystal

A tunable-focus microlens array based on polymer network liquid crystal (PNLC) is demonstrated. The PNLC was prepared using an ultraviolet (UV) light exposure through a patterned photomask. The photocurable monomer in each of the UV exposed spot forms an inhomogeneous centro-symmetrical polymer network which acts as a lens when a homogeneous electric field is applied to the cell. The focal length of the microlens arrays is tunable with the applied voltage.     

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     

S3上阿诺德弦猜想中的变分方法

本文使用变分方法证明了三维标准切触球的标准勒让德扭结，至少存在一个弦连结适应于标准切触结构的任何选定切触形式，这部分证明了著名的阿诺德弦猜想。     

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.     

VALENCE AND EMISSION OF SAMARIUM IONS IN KMF(M:Mg、Ca)

The SmF_(2.01)was synthesized by reducing SmF_3 in H_2 stream.As it was doped inKM_gF_3 and KCaF_3.there was emission of Sm~(2+) in KMgF_3 but no emission of Sm~(2+) inKCaF_3 was observed.