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。     

Wide-range regulation of polyaniline conduction by interphase doping of a polyaniline film

The not-sufficient-enough conductance of semioxidized protonated polyaniline (PANI) is usually attributed to the presence of ordered quasi-metallic domains surrounded by a poorly conducting amorphous phase. The paper presents experimental results testifying to the existence, in semioxidized PANI, of multilevel redox heterogeneity that crucially effects the conductance magnitude in view of specific topology at which higher-oxidized (conducting) domains are surrounded by less oxidized (poorly conducting) domains and because the PANI conduction is extremely sensitive to the oxidation degree. It is shown experimentally that the interphase doping with metals and degenerate semiconductors of a semioxidized salt of PANI and poly(2-acrylamide-2-methyl-1-propanesulfonic acid) (PAMPSA) with a 1: 2 ratio between PANI and PAMPSA raises the PANI-PAMPSA conductivity by 3–8 orders of magnitude due to the formation near the interface of thin layers whose conductance depends on the work function of the material in contact with PANI-PAMPSA and in extreme cases substantially exceeds the conductance of gold and copper at room temperature.     

Optical Glucose Monitoring Based on Femtosecond Two-Color Pulse Interferometry

We demonstrate the potential of femtosecond two-color pulse interferometry for in vitro optical glucose monitoring, by dispersion of the group refractive index in a glucose solution sample with respect to a red-color light and a blue-color light. By comparison with femtosecond one-color pulse interferometry, the basic performance of the present system with regard to sensitivity, quantitativeness, and tolerance to surrounding disturbances, is evaluated. The resulting accuracy and precision of glucose determination are 77 and 118mg/dl for 10-mm-sample-thickness, respectively. This near-common-path configuration of the two-color pulse light provides good stability to fluctuations of sample temperature, which is important in clinical applications. Considering the performance of femtosecond two-color pulse interferometry as an optical glucose sensor, a suitable measurement site for in vivo optical glucose monitoring is discussed.     

Measurements of edge-uncolorability

Cubic bridgeless graphs with chromatic index four are called uncolorable. We introduce parameters measuring the uncolorability of those graphs and relate them to each other. For k=2,3, let c_k be the maximum size of a k-colorable subgraph of a cubic graph G=(V,E). We consider r₃=|E|−c₃ and . We show that on one side r₃ and r₂ bound each other, but on the other side that the difference between them can be arbitrarily large. We also compare them to the oddness ω of G, the smallest possible number of odd circuits in a 2-factor of G. We construct cyclically 5-edge connected cubic graphs where r₃ and ω are arbitrarily far apart, and show that for each 1c<2 there is a cubic graph such that ωcr₃. For k=2,3, let ζ_k denote the largest fraction of edges that can be k-colored. We give best possible bounds for these parameters, and relate them to each other.     

Computations of critical groups and applications to asymptotically linear wave equation and beam equation

In this paper, by using the Morse index theory for strongly indefinite functionals developed in [Nonlinear Anal. TMA, in press], we compute precisely the critical groups at the origin and at infinity, respectively. The abstract theorems are used to study the existence (multiplicity) of nontrivial periodical solutions for asymptotically wave equation and beam equation with resonance both at infinity and at zero.     

每个算子都是两个强不可约算子的和

本文证明了可分无穷维 Hilbert空间上每个有界线性算子均可写成两个强不可约算子之和 .这回答了文献 [9]中提出一个公开问题     

On the existence of positive solutions for a class of singular boundary value problems

In this paper, by the use of a fixed point theorem, many new necessary and sufficient conditions for the existence of positive solutions in C[0,1]∩C¹[0,1]∩C²(0,1) or C[0,1]∩C²(0,1) are presented for singular superlinear and sublinear second-order boundary value problems. Singularities at t=0, t=1 will be discussed.     

用反射法自动测量大尺寸样品的折射率分布

针对大尺寸样品的折射率分布测量,引入自动扫描装置和适时数据处理系统,研究出一种高灵敏度的智能化反射法折射率分布测量仪,可进行快速、自动、准确的折射率分布测量.经理论分析和实验研究提出了一套合理的实验数据处理方法.并具体介绍和详尽分析了实验装置,讨论了有关理论和实验误差,给出了消除各种误差的有效方法,最终得出较为理想的实验结果.     

斐索梯度折射率光纤透镜传感实验

采用LD泵浦的单纵模Nd：YVO4倍频激光器、梯度折射率光纤透镜等器件构成斐索梯度折射率光纤透镜传感实验仪．本文介绍了实验装置和实验原理，并给出了实验结果。     

用迈克耳逊干涉仪测量气体折射率的误差的研究

研究在用迈克尔逊干涉仪测量气体折射率时存在的系统和方法误差，提出了误差修正方法。