硝酸酯热分解的机理分析

使用加速量热仪研究硝酸正丙酯（NPN）、硝酸异丙酯（IPN）和硝酸异辛酯（EHN）的热分解过程。分析了在绝热条件下热分解反应动力学, 根据实验数据计算出表观活化能、指前因子和反应热等参数。根据NPN、IPN和EHN热分解的起始温度和反应热数据,给出了三种硝酸酯在75℃时的反应风险指数,分析得到三种物质的热失稳风险度。分别在B3LYP/6-31+G(2df,2p)和B3P86/6-31+G(2df,2p)的理论水平下,计算得到NPN、IPN和EHN的O-NO2键离解能(BDE)。由NPN、IPN和EHN的O-NO2键离解能在很大程度上符合由加速量热仪测试得到的活化能,推知三种硝酸酯的热分解反应只是单分子O-NO2键的均裂反应。     

稀土金属间化合物RFe2Zn20-xInx的结构属性研究

RFe2Zn20(R代表稀土元素)型稀土金属间化合物因其低稀土含量和良好的铁磁性,已成为铁磁材料的研究热点之一.添加第四组元对该系列化合物的晶体结构和材料性能会产生一定影响.利用晶格反演方法获得了一系列有效的原子间相互作用势,对三元RFe2Zn20和四元RFe2Zn20-xInx化合物进行原子级模拟计算.研究表明,随着稀土元素原子量的增加,三元体系的晶格参数和体积呈线性下降,第四组元引入与否对该线性关系无直接影响.第四组元In替代Zn时,择优占据16c晶位,占满16c后选择占据96g晶位,始终不占据48f晶位.择优占位的结论符合实验观测,并与晶格反演势分析的结果一致.     

Risk management in power markets: The Hedging value of production flexibility

Since the 1990s power markets are being restructured worldwide and nowadays electrical power is traded as a commodity. The liberalization and with it the uncertainty in gas, fuel and electrical power prices requires an effective management of production facilities and financial contracts. Thereby derivatives build essential instruments to exchange volume as well as price risks. The challenge for participants in the newly competitive market environment is how to design, price and hedge derivative contracts in particular combination with the flexibility embedded in dispatch strategies of production assets. Accordingly, an adequate basis for management and investment decisions is needed which responds to the highly complex market situation.     

Production decisions under joint price and production uncertainty

While production decisions in the presence of price uncertainty have been extensively studied, this is not so for the case in which the level of production is itself uncertain. In this paper,we provide a decision analysis under multiplicative production uncertainty, both with and without price uncertainty. We depict equilibrium and obtain comparative statics results with the aid of a diagram based on the difference between expected price and marginal cost. Comparative statics results are obtained for the model with production uncertainty alone and also for simultaneous price and production uncertainty (including two special cases). We first derive results based on the Arrow–Pratt coefficients of risk aversion, and then supplement these with the Ross measure of relative risk aversion, since this proves useful in the presence of multiple sources of uncertainty. We find that increases in risk (both price and production) or input prices reduce expected output. However, expected output supply is an increasing function of (expected) price only for “low” levels of risk aversion, and in general the relationship is ambiguous.     

新型风险投资组合选择模型

为克服现有关于风险投资的投资组合选择研究所存在的诸如相关参量在实际中不易确定、对投资风险的刻画过于粗糙等不足,本文依据风险投资的特点,提出了直接基于对风险投资项目的综合评价值来预测其未来投资效益与风险的新方法,给出了两种更合理的风险度量,并由此导出了相应的新型风险投资的投资组合选择模型,模拟结果说明了新度量和模型的合理性和实用价值.     

标准金融和行为金融在证券组合中的关系

在证券组合分析中,标准金融理论认为风险与收益具有正相关关系,而行为金融理论认为认知风险与认知期望收益具有负相关关系.将标准金融和行为金融都作为设计和管理投资组合的工具,建立了基于"自信度"的认知风险和认知期望收益模型;研究了影响认知风险和认知期望收益的主要因素;得出了标准金融和行为金融在证券组合中的关系:只有在"自信度"大于某一值的情况下,收益与风险才具有正相关关系,否则具有负相关关系;讨论了标准金融和行为金融相互转换的边临界条件.为标准金融和行为金融对证券组合中风险和收益之间的矛盾关系给予了一种有效的理论解释.     

Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models

Shrinkage estimators of a partially linear regression parameter vector are constructed by shrinking estimators in the direction of the estimate which is appropriate when the regression parameters are restricted to a linear subspace. We investigate the asymptotic properties of positive Stein-type and improved pretest semiparametric estimators under quadratic loss. Under an asymptotic distributional quadratic risk criterion, their relative dominance picture is explored analytically. It is shown that positive Stein-type semiparametric estimators perform better than the usual Stein-type and least square semiparametric estimators and that an improved pretest semiparametric estimator is superior to the usual pretest semiparametric estimator. We also consider an absolute penalty type estimator for partially linear models and give a Monte Carlo simulation comparisons of positive shrinkage, improved pretest and the absolute penalty type estimators. The comparison shows that the shrinkage method performs better than the absolute penalty type estimation method when the dimension of the parameter space is much larger than that of the linear subspace.     

Heterogeneous impatience in a continuous-time model

In a continuous-time economy with complete markets, we study how the heterogeneity in the individual consumers’ risk tolerance and impatience affects the representative consumer’s risk tolerance and impatience. We derive some formulas, which indicate that the representative consumer’s impatience decrease over time, and whether his risk tolerance increases or decreases over time depends on the sign of some weighted covariance between the individual consumers’ cautiousness (derivative of risk tolerance with respect to own consumptions) and impatience. These results are then used to show that the short rate tends to decrease over time and the market price of risk is volatile in some special cases of heterogeneous economies.      

基质分散固相萃取-超高效液相色谱-串联质谱法测定蔬菜风险监测中的9种农药残留

建立了基质分散固相萃取-超高效液相色谱-串联质谱测定蔬菜中多菌灵、氧乐果、克百威、涕灭威、毒死蜱、甲胺磷、甲拌磷、对硫磷、甲基对硫磷9种农药残留的方法。蔬菜通过乙腈提取、盐析分配、基质分散固相萃取净化后,采用Waters BEH C18柱(100 mm×2.1 mm, 1.7 μm),以乙腈和0.1%甲酸水溶液作为流动相,梯度洗脱,电喷雾电离正离子(ESI⁺)、多反应监测(MRM)模式测定,基质匹配标准溶液工作曲线法定量。该方法的检出限为0.8~4.0 μg/kg,回收率为72.8%~117.4%。50批蔬菜样品中毒死蜱、多菌灵和氧乐果残留的检出率分别为42.0%、14.0%和2.0%,毒死蜱超标率为8.0%,其他农药未检出。该法可同时测定食品风险监测中蔬菜的农药残留,具有操作方便、准确率高、重复性好等优点,可满足蔬菜中农药残留的检测要求。     

KIBS员工需求驱动下行为决策的模拟——基于风险偏好视角

随着经济全球化的发展,知识密集型服务业(KIBS)越来越受到学术界的关注。本文研究员工的风险偏好对KIBS员工合作与冲突行为的影响演化规律,目的在于为KIBS的管理决策提供支持。为了发现风险偏好对员工合作与冲突行为的影响,设计效用函数,并建立了风险规避和风险中性下KIBS员工合作与冲突行为决策模型,给出了KIBS员工在不同风险假定下的最优行为决策,对风险规避员工组织应当给予适度的激励,这样能够提高员工的合作程度。之后使用MATLAB2010进行模拟,并使用EXCEL对数据进行分析,发现:(1)风险偏好程度不同对员工的决策行为的影响程度不同;(2)对于员工应该给予适当的激励措施,以便提高员工的合作程度;(3)当任务的工作量达到一定程度,应当增加的是员工的固定收益而不是激励程度。