具限制投资组合和交易费用的博弈未定权益的保值

博弈期权是由kifer(2000)提出的,但就其本质而言,仍是美式期权的一种,只是增加了卖方中止合约的权利.本文主要对连续市场模型中具交易费用和限制投资组合的博弈未定权益的保值问题进行了研究,给出了买卖双方的保值价格和一个无套利区间.     

SAXS andalysis of interface in organo—modified mesoporous silica

A small-angle x-ray scattering(SAXS)technique using synchrotron radiation as the x-ray source has been employed to characterize the microstructure of mesoporous silica prepared by one-pot template-directed synthesis methodology.The scattering of pure silica agreed with Porod’s law.the scattering of organomodified mesoporous silica showed a negative deviation from Porod’s law,suggesting that an interfacial layer exists between the pores and silica matrix.It was the organic groups comprising the interface,as shown by ^29Si cross-polarization magic-angle spinning nuclear magnetic resonance imaging (^29Si cp MAS/NMR) and Fourier transform infrared spectroscopy(FTIR),that caused this negative deviation of SAXS intensity from Porod’s law,and the average thichness of the interfacial layer could be deduced from this negative deviation.Copyright 2001 john Wiley and Sons,Ltd.     

平均值组合评价方法的优良性研究

综合评价方法广泛应用于教育、管理等很多领域.在一定程度上可以说综合评价的结果是决策的基础.因此选用好的综合评价方法非常重要.提出了一种新的综合评价方法:平均值组合评价方法.这种方法在一定程度上克服了单一综合评价方法的片面性.研究结果还表明所提的平均值组合评价方法在平方损失函数和兼容度两种标准下具有优良性.     

使用MTV模型与Morkowitz证券组合选择模型的投资决策系统

利用期望和方差的秩系数法、MTV模型、Morkowitz证券组合选择模型构造了一实用的投资决策系统.     

奇异协方差阵下有效前沿及有效组合的解析解

利用广义逆矩阵研究了协方差阵奇异时的投资组合问题,突破了传统方法中要求协方差阵可逆的限制,得到了证券市场存在有效组合的充要条件,并给出了有效前沿和有效组合的解析解,成功地推广了经典Markowitz模型,同时还将有助于证券组合有效子集的深入研究.     

TIME—RESOLVED X—RAY SPECTRA AND ATOMIC PROCESSES

In this article we will discuss time-resolved He-like X-ray spectra of titanium ions from a TFTR tokamak plasma[1] and of iron ions from solar flares[2] in particular attention to a presence of high energy electrons which affect the spectra and ionization balances.We consider a model that a hot component interacts with a bulk plasma.With this model,the time evolution of the spectra and ionization balaces derived therefrom can be described consistently.