带风险指数的金融均衡的存在性定理及其结构特征(下)

本文主要论证了在不完全市场条件下带风险指数的金融均衡的存在性，并揭示其均衡结构的特征．本文中建立的模型是一、二期货币投入产出金融经济且具有可微的资产结构，这一模型包括了许多具有特殊资产结构的均衡模型，如实资产结构、虚资产结构、恒秩资产结构的均衡模型．因此本文的这一模型具有广泛的应用前景和实用价值．接着给出了本文的金融均衡的存在性定理，再借助微分拓扑给出它的证明过程，这一证明过程较之以前证明均衡存在性的经典方法（如Duffie，D＆W．Shfer（1985）的方法）要简便得多．同时也应注意到本文的这一结论既适用于资产市场下会随机风险因素的情形，也适用于商品空间为无限维的情形，除此之外，还给出了怎样判别资产结构是否属于T类的判别法，为检验均衡存在性提供了更为便利的途径．最后，本文论证了在金融市场里，尽管由于稀缺性的存在，从而导致均衡分配的多样化，然而均衡分配集却形成了一光滑子流，但该流形的维数与稀缺性有关．换句话说，尽管市场是不完全的，但均市分配不确定性的反却是可比的．如此使得人们对均衡资产结构的认识更进一步．     

SECOND BEST TAXES AND QUOTAS IN NITROGEN REGULATION

This paper investigates second best policies to regulate nitrogen leaching. When the policy maker controls the total nitrogen use, an overall tax is superior to an action equivalent overall quota. When the goal is to regulate the expected level of nitrogen leaching, expected profit of a risk neutral farmer is greater under an overall tax than under an overall quota under a reasonable condition. The welfare ranking of action equivalent taxes and quotas for a risk averse farmer is generally ambiguous. In the numerical analyses, overall taxes turned out to be superior to overall quotas with both targets, despite a very high value of absolute risk aversion, 0.01. These results suggest that an overall tax is probably a superior policy to an overall quota to regulate expected total nitrogen use or expected nitrogen leaching for risk neutral and most of risk averse farmers.     

一种基于不同风险偏好投资多目标决策模型及解法

建立了风险投资的多目标决策模型，分别采用线性加权法、TOPSIS法和密切值法，对不同风险偏好下备选方案进行排序，再用平均值法对上述排序进行综合排序，从而避免单一方法的片面性，较为全面科学地得出最优方案。最后，用一个算例说明了方法的可行性和有效性。     

Bayesian sequential reliability for Weibull and related distributions

Assume that the probability density function for the lifetime of a newly designed product has the form: [H(t)/Q()] exp{–H(t)/Q()}. The Exponential(), Rayleigh, WeibullW(, ) and Pareto pdf's are special cases.Q() will be assumed to have an inverse Gamma prior. Assume thatm independent products are to be tested with replacement. A Bayesian Sequential Reliability Demonstration Testing plan is used to eigher accept the product and start formal production, or reject the product for reengineering. The test criterion is the intersection of two goals, a minimal goal to begin production and a mature product goal. The exact values of various risks and the distribution of total number of failures are evaluated. Based on a result about a Poisson process, the expected stopping time for the exponential failure time is also found. Included in these risks and expected stopping times are frequentist versions, thereof, so that the results also provide frequentist answers for a class of interesting stopping rules.This research was supported by NSF grants DMS-8703620 and DMS-8923071, and forms part of the Ph.D. Thesis of the first author, the development of which was supported in part by a David Ross grant at Purdue University. The authors thank the editors and a referee for insightful comments and suggestions.     

Residue behaviour and safety evaluation of fenaminstrobin in peanut field ecosystems

A rapid, sensitive, and selective method using a quick, easy, cheap, effective, rugged, and safe procedure in combination with high-performance liquid chromatography and tandem mass spectrometry was developed for the analysis of fenaminstrobin in peanut and soil. The average recoveries in all samples fall within 88.1%–10%, having relative standard deviations of 2.5%–14%. The limits of quantitation of fenaminstrobin in peanut shell, peanut kernels, peanut plant, and soil were 0.005, 0.004, 0.01, and 0.002 mg kg^?1, respectively. The field trial results show that the half-lives of fenaminstrobin in peanut plant and soil are 1.3–10 and 5.5–20 days, respectively. Residues in peanut kernels were found to be present at <0.004 mg kg^?1 levels, based on good agricultural practices recommended by the manufacturer. The risk posed by fenaminstrobin exposure at the recommended dosage is negligible to humans, depending on the risk quotient.     

Accumulation of selected metals in the fruits of medicinal plants grown in urban environment of Islamabad,Pakistan

The present study is based on the measurement of selected metals (Ca, Cd, Co, Cr, Cu, Fe, Mg, Mn, Pb, Sr and Zn) in the fruits of eight medicinal plants (Carrisa opeca, Phyllanthus emblica, Solanum nigrum, Zizyphus nummularia, Zizyphus mauritiana, Physalis minima, Opuntia dillenii and Phoenix dactylifera) and relevant soil samples by atomic absorption spectrometry. Highest average concentrations of Cu (14.4 mg/kg), Cr (19.0 mg/kg), and Zn (125 mg/kg) were found in the fruits of P. minima, C. opeca and Z. nummularia, respectively, while O. dillenii showed the elevated mean levels of Cd (3.49 mg/kg), Sr (61.4 mg/kg), Mg (0.21%), Ca (6.62%) and Mn (44.6 mg/kg). However, highest average levels of Pb (41.7 mg/kg) and Co (38.4 mg/kg) were found in Z. mauritiana. Overall, most of the fruit samples showed higher contributions of Ca and Mg, followed by Fe, Zn, Co and Pb. In the case of soil samples, highest concentration was observed for Ca, followed by Fe, Mg, Mn and Sr, while lowest concentration was shown by Cd. Bioaccumulation factors exhibited significantly higher accumulation of Co (0.813–1.829) and Pb (0.060–2.350) from the soil to the fruits. Principal component analysis revealed significant anthropogenic contributions of Pb, Fe and Co in the fruit samples. Contamination factors and enrichment factors of Cd and Pb in the soil indicated very high contamination and extreme enrichment of these metals.     

饮用水消毒溴代副产物及其健康风险

受海水入侵影响严重的沿海地区,其饮用水源中常含有较高浓度的溴离子.研究表明,当原水中含有溴离子时,经氯化消毒、氯胺消毒或臭氧消毒后会增加溴代消毒副产物的形成,并且溴代副产物具有更高的遗传毒性.因此,对于溴代副产物的研究更具实际意义.现阶段国内对于消毒所产生的溴代副产物的研究很少.本文针对溴代副产物更高的健康风险,从其产生的原因、机理、影响因素及遗传毒性等方面进行了综述.     

北江干流沉积物重金属污染生态风险评价

通过北江干流水体沉积物重金属含量,研究其典型污染物的潜在生态风险。采集了北江干流韶关至清远段7份沉积物样品,经混酸消解后,以电感耦合等离子体质谱仪测定沉积物中重金属含量,并对沉积物重金属分布特征进行了分析。同时利用Hakanson的潜在生态危害指数（RI）评价模式,对北江干流沉积物重金属生态风险进行了评价。评价结果表明,北江干流沉积物中重金属综合生态危害程度均表现为很高级别,其生态危害因子Pb、Cd已成为北江干流突发性水污染事故潜在预警因子。     

Residues and risk assessment of bifenthrin and chlorfenapyr in eggplant and soil under open ecosystem conditions

Dissipation and residue levels of bifenthrin and chlorfenapyr in eggplant and soil under field conditions were investigated using gas chromatography coupled with an electron capture detector (GC-ECD). The mean recoveries of bifenthrin and chlorfenapyr were 85.2–104.9%, with relative standard deviations (RSDs) of 0.5–9.1%. The limit of quantification (LOQ) was 0.01 mg kg^?1. Bifenthrin exhibited half-lives of 3.3 to 4.1 days in eggplant and 17.8 to 25.7 days in soil; the half-lives of chlorfenapyr were 3.5 to 3.8 days in eggplant and 21.7 to 27.7 days in soil. During harvest, the terminal residues of bifenthrin and chlorfenapyr were below 0.031 and 0.083 mg kg^?1, respectively. Risk assessment for different groups of people in China was evaluated. The risk quotients (RQs) of bifenthrin and chlorfenapyr were ranged from 0.0068 to 0.0148 and from 0.0033 to 0.0072, respectively. These results may provide guidance on reasonable use of pesticides and serve as a basis for establishing maximum residue limits (MRLs) in China.