证券投资组合的风险与收益

本文利用概率统计原理对证券的投资组合能减轻所遇的风险作了讨论 ,并介绍了如何选择投资组合可使所遇风险达到最小     

股份制公司的综合投资方案决策模型

对股份制公司的综合投资方案的决策问题进行了研究.首先依据多个投资方案的风险与收益并存的实际情况,建立了最佳投资组合方案的多目标决策模型.然后,由董事会综合各股东所持股份和相互评价权值,利用群决策的方法得到一个最终投资方案,此方案在理论上能使公司获得最大收益.     

MODELING A RIGHTS‐BASED APPROACH FOR MANAGING HABITAT IMPACTS OF FISHERIES

ABSTRACT. Limiting adverse consequences of fishing on essential fish habitat has emerged as a key fishery management objective. The conventional approach to providing habitat protection is to create MPAs or marine reserves that prohibit all or certain types of fishing in specific areas. However, there may be more cost‐effective and flexible ways to provide habitat protection. We propose an individual habitat quota (IHQ) system for habitat conservation that would utilize economic incentives to achieve habitat conservation goals cost‐effectively. Individual quotas of habitat impact units (HIU) would be distributed to fishers with an aggregate quota set to maintain a target habitat “stock.” HIU use would be based on a proxy for marginal habitat damage. We use a dynamic, explicitly spatial fishery and habitat simulation model to explore how such a system might work. We examine how outcomes are affected by spatial heterogeneity in the fishery and the scale of habitat regulation. We find that the IHQ system is a highly cost‐effective means of ensuring a given level of habitat protection, but that spatial heterogeneity and the scale of regulation can have significant effects on the distribution of habitat protection.     

Dynamics of the current-driven Josephson junction

The irreversible macroscopic dynamics of the Josephson junction coupled to external wires acting as a current source is derived rigorously from the underlying microscopic Hamiltonian quantum mechanics. The external systems are treated in the singular coupling limit. The use of this limit is explicitly justified via an interpretation of the singular coupling limit in terms of the relative magnitudes of system, reservoir, and coupling energies. The qualitative behavior of the macroscopic dynamical equations is shown to depend sensitively and crucially on the interaction between the wires and the superconductors and on the size of the wires: the dc Josephson effect only happens when one lets Cooper pairs be driven into the junction by collective (i.e., small) reservoirs.     

Advances in two-dimensional GC with glass capillary columns

A versatile two-dimensional gas chromatograph is described, consisting of 2 separate ovens, one intermediate trap, an auxiliary inlet, and the necessary hardware to effect off-line switching according to the principle of Deans. The unit has been designed for use with high resolution glass capillary columns. The performance of individual instrumental components was critically evaluated. Results showed that low dead volume glass to metal connections were required in the manifold and detector lines to minimize extra-column effects. The mass of the intermediate trap must be low to allow rapid heating. Operational parameters are discussed and examples of some applications are shown.     

Thermodynamic characteristics of solvation of individual ions in ethanol at −50 to 55°C

Experimentally determined are the enthalpies of solution of 12 electrolytes (LiBr, LiI, NaBr, NaI, NaBPh₄, Et₄NCl, Et₄NBr, Pr₄Br, Bu₄NBr, Am₄NBr, Ph₄PCl, Ph₄PBr) in ethanol at –50 to 55°C. _sH^o values obtained on the basis of four different extrapolation equations are analyzed. The effect of temperature changes on the thermodynamic parameters of solvation indindividual ions are calculated using thermodynamic data for the salt crystals (lattice) with the assumption that _solvC _p ^o (Ph₄P⁺)=_solvC _p ^o (Ph₄P^-).     

Characterisation of Sugar Cane Combustion Particles in the Araraquara Region, Southeast Brazil

Biomass burning is an important primary and secondary source of aerosol particles. The presence of carbonaceous particles in the respirable size range makes the study of this fraction important in view of possible health and climatic effects. The annual burning of sugar cane plantations causes emission of huge amounts of pyrogenic particles. Aerosol samples were collected in Araraquara city, São Paulo state, Brazil, during the harvest season for fine and coarse particles and bulk; they were analysed by electron-probe microanalysis, including facilities for low-Z element determination (low-Z EPMA) and by energy-dispersive X-ray fluorescence (EDXRF), in order to investigate the elemental composition of individual particles and bulk samples, respectively. Numerical analysis of the EPMA results by hierarchical clustering shows high contributions of carbonaceous particles that can be distinguished mainly in two different types: biogenic and carbon-rich. Additionally, two significant contributions of aluminosilicate particles were identified: as rather pure aluminosilicates or mixed with carbonaceous species. The EDXRF results are compatible with those of aerosol particles in Amazon, which is nowadays one of the main sources of biogenic particles in the world.     

The Economics of Social Stratification in Premodern Societies

We present a microeconomic model of social stratification, which includes an endogenous fertility component. In the model, egalitarian and stratified societies coexist. The latter are divided into 2 hereditary classes: a warrior elite and a productive class. The model entails that the extra cost warriors must incur to train and equip their children for war determines the relative sizes of both classes and the degree of economic inequality. Higher costs of warrior children imply a greater economic advantage for warriors and a smaller ratio of warriors to producers. These results are consistent with the historical evidence. Finally, we explore conditions under which the social contributions of the warrior elite could discourage a revolution.     

Source Apportionment for the Zinc—Containing Component of Air Particulate Matter using Automated Electron Probe Micro Analysis of Individual Particles

Abstract

A methodology is described for the apportionment of zinc-containing particulate matter sampled in the vicinity of a zinc smelter to their corresponding sources in the factory. Bulk samples of particulate matter from six potential emission sources were analysed by automated electron probe microanalysis (EPMA) in order to characterize the individual particles. Based on a data set of relative peak intensities and with the aid of a binary clustering method, the most important particle classes were identified. They were used as a basis for the development of a set of disjunct identification rules (decision rules), which were able to describe the classes in a unique manner. Applying these rules upon ambient particulate data enabled the estimation of relative contributions of different types of zinc-containing particles. Evidence was found that a large number of particles was modified by a soil component or by gas phase reactions.     

AN INDIVIDUAL‐BASED MODEL FOR FERAL HOGS IN GREAT SMOKY MOUNTAINS NATIONAL PARK

The expansion of feral hog (Sus scrofa) populations in the United States has resulted in increased efforts to develop and implement control strategies designed to minimize the impacts done by this invasive species. We describe an individual‐based model for feral hogs in Great Smoky Mountains National Park (GSMNP). The objectives of the model are to provide an understanding of the population dynamics of this feral hog population and to determine the efficacy of the annual harvest as a population control method. Results suggest that the dynamics of the population are driven by fall hard mast production and the GSMNP harvests currently limit growth of the population, but these control efforts have not reduced the population.