The performance of Chinese investment funds was empirically analyzed using the following models, i.e. Jensen model, Treynor Mazuy (T M) model amd Merton Henriksson model. The results show that T M model is fitted to C...The performance of Chinese investment funds was empirically analyzed using the following models, i.e. Jensen model, Treynor Mazuy (T M) model amd Merton Henriksson model. The results show that T M model is fitted to Chinese investment funds best among these three. But none of them can perfectly interpret the new funds’ performance. So, the idea suggested by Jagannathan, Korajczyk (J K) to extend the test was adopted in this paper, and the results show that J K model augmented from the M H can explain the source of excess return of fund Anxin.展开更多
In this paper, we present the first ciphertext-policy attribute-based encryption (CP-ABE) scheme for polynomial-size general circuits based on bilinear maps which is more suitable for practical use and more efficien...In this paper, we present the first ciphertext-policy attribute-based encryption (CP-ABE) scheme for polynomial-size general circuits based on bilinear maps which is more suitable for practical use and more efficient than multilinear maps. Our scheme uses a top-down secret sharing and FANOUT gate to resist the "backtracking attack" which is the main barrier expending access tree to general circuit. In the standard model, selective security of our scheme is proved. Comparing with current scheme for general circuits from bilinear maps, our work is more efficient.展开更多
基金National Science Fund for Distinguished Young Scholars!(No. 70 0 2 5 30 3
文摘The performance of Chinese investment funds was empirically analyzed using the following models, i.e. Jensen model, Treynor Mazuy (T M) model amd Merton Henriksson model. The results show that T M model is fitted to Chinese investment funds best among these three. But none of them can perfectly interpret the new funds’ performance. So, the idea suggested by Jagannathan, Korajczyk (J K) to extend the test was adopted in this paper, and the results show that J K model augmented from the M H can explain the source of excess return of fund Anxin.
基金Supported by the National Natural Science Foundation of China(61272488)Science and Technology on Information Assurance Laboratory(KJ-15-006)Fundamental and Frontier Technology Research of Henan Province(162300410192)
文摘In this paper, we present the first ciphertext-policy attribute-based encryption (CP-ABE) scheme for polynomial-size general circuits based on bilinear maps which is more suitable for practical use and more efficient than multilinear maps. Our scheme uses a top-down secret sharing and FANOUT gate to resist the "backtracking attack" which is the main barrier expending access tree to general circuit. In the standard model, selective security of our scheme is proved. Comparing with current scheme for general circuits from bilinear maps, our work is more efficient.