排序方式: 共有26条查询结果,搜索用时 38 毫秒
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In this paper, we realise an early warning system for hedge funds based on specific red flags that help detect the symptoms of impending extreme negative returns and the contagion effect. To do this we use regression tree analysis to identify a series of splitting rules that act as risk signals. The empirical findings presented herein prove that contagion, crowded trades, leverage commonality and liquidity concerns are the leading indicators for predicting worst returns. We not only provide a variable selection among potential predictors, but also assign specific risk thresholds for the selected key indicators at which the vulnerability of hedge funds becomes systemically relevant. 相似文献
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Salvinorin A (1), a neoclerodane diterpene from the hallucinogenic mint Salvia divinorum, is the only known naturally occurring non-nitrogenous and specific κ-opioid agonist. Some oxidative modifications of the A ring in the congeners of 1 isolated from Salvia splendens salviarin, splenolide B, splendidin, and in the non-natural 8-epi-salviarin gave new derivatives, some of which were tested as agonists at opioid receptors. However, none of these compounds was active. The presence of the C-18, C-19 lactone could be at the origin of the observed lack of binding affinity. 相似文献
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We model the resonant excitation transfer between semiconductor quantum dots, accounting for the radiative nature of the electromagnetic field. The model based on Maxwell equations and on a non-local linear susceptibility accounts both for the instantaneous dipole–dipole coupling, decaying as R−3, and for retardation effects, decaying as R−1. The coupling is strongly resonant and its spatial range is of the order of the wavelength, due to the radiative nature of the retarded contribution. 相似文献
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Calic M Gallo P Felici M Atlasov KA Dwir B Rudra A Biasiol G Sorba L Tarel G Savona V Kapon E 《Physical review letters》2011,106(22):227402
We demonstrate that the emission characteristics of site-controlled InGaAs/GaAs single quantum dots embedded in photonic crystal slab cavities correspond to single confined excitons coupled to cavity modes, unlike previous reports of similar systems based on self-assembled quantum dots. By using polarization-resolved photoluminescence spectroscopy at different temperatures and a theoretical model, we show that the exciton-cavity interaction range is limited to the phonon sidebands. Photon-correlation and pump-power dependence experiments under nonresonant excitation conditions further establish that the cavity is fed only by a single exciton. 相似文献
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The mean squared value of the photonic disorder is found to be reduced by a factor of 100 in a typical GaAs based microcavity when exposed to a circularly polarized continuous wave optical pump without any special spatial patterning. Resonant excitation of the cavity mode excites a spatially nonuniform distribution of spin-polarized electrons, which depends on the photonic disorder profile. Electrons transfer spin to nuclei via the hyperfine contact interaction, inducing a long-living Overhauser magnetic field able to modify the potential of exciton polaritons. 相似文献