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基于业绩归属模型的基金择时选股能力评价  [PDF]
邓溯麒,尚宏丽
财会月刊 , 2008,
Abstract: 本文建立了一种基于业绩归属模型的基金择时选股能力的评价体系,以期更加直观、全面地反映择时操作和选股操作对基金业绩的影响,从而更好地对基金的择时选股能力进行评价。  【关键词】基金业绩归属模型择时选股能力目前,对基金的市场时机选择能力(择时能力)和证券选择能力(选股能力)进行评价的模型主要有T-M模型、H-M模型、C-L模型以及B-P模型。这四个模型均建立在资本资产定价模型的基础上,通过比较不同市场行情下β值的大小来判别择时能力,通过判断截距的正负来识别选股能力。择时能力和选股能力表现为基金经理的市场时机选择行为和证券选择行为对基金业绩的积极影响,但“择时”和“选股”这两种积极管理行为不仅对基金收益而且对收益的波动(风险)也有非常重要的影响。这四个模型对基金的收益与风险同时进行权衡,不能单独判断积极管理行为对基金收益或风险的影响。
我国证券投资基金择时选股能力实证研究  [PDF]
吴金旺,贾丹丹
财会月刊 , 2008,
Abstract: 本文对我国封闭式基金的择时能力和选股能力进行了实证研究,结果表明:我国证券投资基金具有较强的选股能力,少量证券投资基金具有较强的择时能力,大部分证券投资基金的择时能力不强。  【关键词】择时能力选股能力T-M模型H-M模型近年来,随着金融技术、金融制度与金融市场的创新和发展,生产费用及机会成本的降低,高节奏、高效率的基金业得以快速壮大,并从金融业中脱颖而出,成为名副其实的金融业的“高新技术产业”。基金业所创造的生产力大大超乎人们的想象,从造就繁荣和稳定市场的角度来看,其意义已远远大于银行业和证券业。据雅虎财经报道,截至2007年7月31日,我国基金总规模突破2万亿元,已占沪深两市流通总市值的三分之一左右,基金已成为市场的绝对主力。虽然我国基金的规模不断扩大,但是对基金绩效的研究仍相当滞后,基金是否具有较好的择时能力和选股能力已成为市场各方关注的重点,也成为一般投资者选择基金的重要依据,监管层也可以据此调整我国基金的发展策略,促进基金市场健康、有序、快速地发展。
Rovibrationally resolved photodissociation of HeH+  [PDF]
S. Miyake,C. D. Gay,P. C. Stancil
Physics , 2011, DOI: 10.1088/0004-637X/735/1/21
Abstract: Accurate photodissociation cross sections have been obtained for the A-X electronic transition of HeH+ using ab initio potential curves and dipole transition moments. Partial cross sections have been evaluated for all rotational transitions from the vibrational levels v"=0-11 and over the entire accessible wavelength range 100-1129 Angstrom. Assuming a Boltzmann distribution of the rovibrational levels of the X state, photodissociation cross sections are presented for temperatures between 500 and 12,000 K. A similar set of calculations was performed for the pure rovibrational photodissociation in the X-X electronic ground state, but covering photon wavelengths into the far infrared. Applications of the cross sections to the destruction of HeH+in the early Universe and in UV-irradiated environments such as primordial halos and protoplanetary disks are briefly discussed.
Molecular photodissociation  [PDF]
Ewine F. van Dishoeck,Ruud Visser
Physics , 2011,
Abstract: Photodissociation is the dominant removal process of molecules in any region exposed to intense ultraviolet (UV) radiation. This includes diffuse and translucent interstellar clouds, dense photon-dominated regions, high velocity shocks, the surface layers of protoplanetary disks, and cometary and exoplanetary atmospheres. The rate of photodissociation depends on the cross sections for absorption into a range of excited electronic states, as well as on the intensity and shape of the radiation field at each position into the region of interest. Thus, an acccurate determination of the photodissociation rate of even a simple molecule like water or carbon monoxide involves many detailed considerations ranging from its electronic structure to its dissociation dynamics and the specifics of the radiation field that the molecule is exposed to. In this review chapter, each of these steps in determining photodissociation rates is discussed systematically and examples are provided.
C$_{60}$ in Photodissociation Regions  [PDF]
Pablo Castellanos,Olivier Berné,Yaron Sheffer,Mark G. Wolfire,Alexander G. G. M. Tielens
Physics , 2014, DOI: 10.1088/0004-637X/794/1/83
Abstract: Recent studies have confirmed the presence of buckminsterfullerene (C$_{60}$) in different interstellar and circumstellar environments. However, several aspects regarding C$_{60}$ in space are not well understood yet, such as the formation and excitation processes, and the connection between C$_{60}$ and other carbonaceous compounds in the interstellar medium, in particular polycyclic aromatic hydrocarbons (PAHs). In this paper we study several photodissociation regions (PDRs) where C$_{60}$ and PAHs are detected and the local physical conditions are reasonably well constrained, to provide observational insights into these questions. C$_{60}$ is found to emit in PDRs where the dust is cool ($T_d = 20-40$ K) and even in PDRs with cool stars. These results exclude the possibility for C$_{60}$ to be locked in grains at thermal equilibrium in these environments. We observe that PAH and C$_{60}$ emission are spatially uncorrelated and that C$_{60}$ is present in PDRs where the physical conditions (in terms of radiation field and hydrogen density) allow for full dehydrogenation of PAHs, with the exception of Ced 201. We also find trends indicative of an increase in C$_{60}$ abundance within individual PDRs, but these trends are not universal. These results support models where the dehydrogenation of carbonaceous species is the first step towards C$_{60}$ formation. However, this is not the only parameter involved and C$_{60}$ formation is likely affected by shocks and PDR age.
Photodissociation of interstellar ArH+  [PDF]
E. Roueff,A. B. Alekseyev,J. Le Bourlot
Physics , 2014, DOI: 10.1051/0004-6361/201423652
Abstract: Aims. Following the recent detection of 36ArH+ in the Crab nebula spectrum, we have computed the photodissociation rate of ArH+ in order to constrain the physical processes at work in this environment. Methods. Photodissociation cross sections of ArH+ are computed in an ab initio approach including explicit account of spin-orbit coupling. Results. We report the photodissociation cross section of ArH+ as a function of wavelength. Photodissociation probabilities are derived for di?erent impinging radiation fields.The photodissociation probability of for a very small unshielded cloud surrounded on all sides by the unshielded InterStellar Radiation Field (ISRF) model described by Draine (1978) is equal to 9.9e-12 s-1 and 1.9e-9 s-1 in the Crab nebula conditions. The dependence on the visual extinction is obtained by using the Meudon Photon Dominated Region (PDR) code and corresponding analytical fits are provided. Conclusions. These data will help to produce a realistic chemical network to interpret the observations. Photodissociation of ArH+ is found to be moderate and the presence of this molecular ion is mainly dependent on the molecular fraction
Grain Dynamics in Photodissociation Regions  [PDF]
Joseph C. Weingartner,Bruce T. Draine
Physics , 1998,
Abstract: We discuss the forces on grains exposed to anisotropic radiation fields, including the usual ``radiation pressure'' force and also recoil forces due to photoemitted electrons, photodesorbed hydrogen atoms, and hydrogen molecules which form on the grain surface. We show that these forces can lead to grain dynamics in photodissociation regions which result in enhanced dust-to-gas ratios. Since the gas heating is probably dominated by photoelectric emission from dust, this might explain the unusually high gas temperatures inferred from ISO observations of molecular hydrogen in photodissociation regions.
Theoretical Models of Photodissociation Fronts  [PDF]
B. T. Draine,Frank Bertoldi
Physics , 2000,
Abstract: Observations of H2 line emission have revealed higher-than-expected gas temperatures in a number of photodissociation fronts. We discuss the heating and cooling processes in photodissociation regions. Observations of NGC 2023 are compared to a theoretical model in which there is substantial gas at temperatures T = 500-1000K heated by photoelectric emission and collisional deexcitation of H2. In general the model successfully reproduces the observed H2 line emission from a wide range of energy levels. The observed [SiII]34.8um emission appears to indicate substantial depletion of Si in NGC 2023.
Photodissociation spectroscopy of the dysprosium monochloride molecular ion  [PDF]
Alexander Dunning,Alexander Petrov,Steven J. Schowalter,Prateek Puri,Svetlana Kotochigova,Eric R. Hudson
Physics , 2015, DOI: 10.1063/1.4931817
Abstract: We have performed a combined experimental and theoretical study of the photodissociation cross section of the molecular ion DyCl$^+$. The photodissociation cross section for the photon energy range 35,500 cm$^{-1}$ to 47,500 cm$^{-1}$ is measured using an integrated ion trap and time-of-flight mass spectrometer; we observe a broad, asymmetric profile that is peaked near 43,000 cm$^{-1}$. The theoretical cross section is determined from electronic potentials and transition dipole moments calculated using the relativistic configuration-interaction valence-bond and coupled-cluster methods. The electronic structure of DyCl$^+$ is extremely complex due to the presence of multiple open electronic shells, including the 4f$^{10}$ configuration. The molecule has nine attractive potentials with ionically-bonded electrons and 99 repulsive potentials dissociating to a ground state Dy$^+$ ion and Cl atom. We explain the lack of symmetry in the cross section as due to multiple contributions from one-electron-dominated transitions between the vibrational ground state and several resolved repulsive excited states.
Heating the Gas in Photodissociation Fronts  [PDF]
B. T. Draine,F. Bertoldi
Physics , 1999,
Abstract: ISO has provided us with a new perspective on gas temperatures in photodissociation regions through measurements of line emission from rotationally-excited levels of the H_2 molecule. The H_2 rotational level populations provide a thermal probe, showing that gas temperatures T_gas approx 500-1000 K prevail in a portion of the PDR where significant quantities of H_2 are present. Such high gas temperatures were unexpected. Theoretical models for the S140 PDR are presented. Possible mechanisms for heating the gas to such high temperatures are discussed.
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