Shan, Y; Xu, J(General Adminstration of Press and Publication of the People's Republic of China, 2004-01)
W e examine the performance of Chinese close-end funds during 2000-2002. Using PPW and GT, two benchmark portfolios and three-factor model, we find CAPM lacks efficiency and its more proper t0 use multifactor models. The ...
Nano- and submicron-structured aluminium was produced by equal channel angular extrusion with a total strain of similar to 17. Large residual stress and strain energy were built up in the extruded metal and subsequent heat ...
We extend some known results relating the distribution tails of a continuous local martingale supremum and its quadratic variation to the case of locally square integrable martingales with bounded jumps. The predictable ...
We extend some known results relating the distribution tails of a continuous local martingale supremum and its quadratic variation to the case of locally square integrable martingales with bounded jumps. The predictable ...
An approximate solution for the super-harmonic resonance response of a periodically excited nonlinear oscillator with a piecewise nonlinear-linear characteristic is constructed using both a matching method and a modified ...
Consider a network where all nodes are distributed on a unit square following a Poisson distribution with known density $\rho$ and a pair of nodes separated by an Euclidean distance $x$ are directly connected with probability ...
Li, W; Rychlik, M; Szidarovszky, F; Chiarella, C(2003-06)
The attractivity properties of the set of equilibria of a special class of homogeneous dynamic economic systems are examined. The nonlinearity of the models and the presence of eigenvalues with zero real parts make the ...
Neospora caninum is a parasite regarded a major cause of foetal loss in cattle. A key requirement to an understanding of the epidemiology and pathogenicity of N caninum is knowledge of the biological characteristics of the ...
Regions of anomalous localized resonance, such as occurring near superlenses, are shown to lead to cloaking effects. This occurs when the resonant field generated by a polarizable line or point dipole acts back on the ...
We examine the mechanism by which thiol-protected gold nanoparticle inks can sinter at surprisingly low temperatures. At room temperature the sample is comprised of randomly close-packed gold nanoparticles of about 2.3 nm ...
Leonard, M; Ball, JE; Lambert, M(Engineers Australia, 2011-01)
Subdaily, annual maximum rainfall series from a number of locations about Australia are analysed to determine how extreme bursts at one duration coincide with those at another duration. Burst patterns for sites at Darwin ...
The importance of relational methods in temporal and spatial reasoning has been widely recognised in the last two decades. A quite large part of contemporary spatial reasoning is concerned with the research of relation ...
In this paper we consider the Function-Behaviour-Structure model of designing in the version as developed by John Gero and collaborators. We identify two problems the absence of a stable definition of function, and the ...
Considering a wireless multi-hop network where a total of n nodes are randomly, independently and uniformly distributed in a unit square in R2 and each node has a uniform transmission power, a fundamental problem is to ...
In this paper, an analysis of the convergence performance is conducted for a class of possibilistic clustering algorithms (PCAs) utilizing the Zangwill convergence theorem. It is shown that under certain conditions the ...