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复制基金如何在“复制”——以华夏回报基金为例
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作者 谭艳斌 许锐君 《金融经济(下半月)》 2013年第5期140-142,共3页
复制基金是证券投资基金行业内的一项金融创新。我国最早的一只复制基金——南方稳健贰号诞生于2006年,截至2011年底,基金市场上也仅有6只复制基金,我国复制基金的发展级基本处于停滞的状态。文章拟以华夏回报基金母子基金为研究对象,... 复制基金是证券投资基金行业内的一项金融创新。我国最早的一只复制基金——南方稳健贰号诞生于2006年,截至2011年底,基金市场上也仅有6只复制基金,我国复制基金的发展级基本处于停滞的状态。文章拟以华夏回报基金母子基金为研究对象,通过对其成立以来的定期报告、财务报表,以及对复制基金业绩进行追踪,探寻复制基金的"复制"的轨迹,以总结复制基金的运作情况,并以此促进我国复制基金行业的更好发展。 展开更多
关键词 复制基金 华夏回报 业绩
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复制技术在金融投资理财中的运用 被引量:4
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作者 胡新明 《技术经济与管理研究》 北大核心 2011年第2期90-93,共4页
金融资产投资在追求收益的同时,还需兼顾风险和流动性,复制技术因其特有的功能在金融投资理财中的作用日益显现。本文首先介绍复制技术的基本原理及主要形式,认为复制技术是指构筑一组证券使之与某一项或某一组标的证券的现金流特征完... 金融资产投资在追求收益的同时,还需兼顾风险和流动性,复制技术因其特有的功能在金融投资理财中的作用日益显现。本文首先介绍复制技术的基本原理及主要形式,认为复制技术是指构筑一组证券使之与某一项或某一组标的证券的现金流特征完全匹配,其主要形式包括指数复制、债券复制和基金复制。然后,文章阐述了复制技术在我国居民投资理财中的具体运用:一是对指数进行复制,以获得与目标指数相同的投资收益率;二是对债券进行复制,构建合成债券,以实现资产无风险套利增值;三是对现有成功基金进行复制,以获取可预期的、稳健的投资收益。最后,文章指出了复制技术运用存在的主要问题:一是复制技术产品品种仍然较少,不能满足不同投资者的多种投资需求;二是复制技术在投资者中的运用还不够广泛,在金融投资理财中还远未得到充分发挥。 展开更多
关键词 复制技术 指数复制 债券复制 基金复制 金融投资
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对冲基金复制技术及其在中国的可行性研究
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作者 魏先华 彭晓 张越艳 《数学的实践与认识》 CSCD 北大核心 2013年第18期83-89,共7页
介绍了对冲基金复制技术及目前国际流行的主要复制方法,并通过利用因子分析法来对国内明星基金——华夏大盘进行收益率复制进行了实证研究与复制策略投资绩效分析.结论表明,在我国证券市场上,基金复制策略虽不能取得超越被复制对象的业... 介绍了对冲基金复制技术及目前国际流行的主要复制方法,并通过利用因子分析法来对国内明星基金——华夏大盘进行收益率复制进行了实证研究与复制策略投资绩效分析.结论表明,在我国证券市场上,基金复制策略虽不能取得超越被复制对象的业绩,但仍可取得优于一般基金的业绩,即表现优于基金指数.这将为丰富我国基金投资手段、满足投资者需求提供一定的借鉴与帮助. 展开更多
关键词 基金复制 投资策略 证券投资基金
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Strengthening contributions in ultra-high strength cryorolled Al-4%Cu-3%TiB_2 in situ composite 被引量:5
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作者 N.NAGA KRISHNA K.SIVAPRASAD P.SUSILA 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2014年第3期641-647,共7页
Ultra-high strength Al alloy system was developed by cryorolling and the contribution of various strengthening mechanisms to the overall yield strength of the system was evaluated. Cryorolling of Al-4%Cu-3%TiB2 in sit... Ultra-high strength Al alloy system was developed by cryorolling and the contribution of various strengthening mechanisms to the overall yield strength of the system was evaluated. Cryorolling of Al-4%Cu-3%TiB2 in situ composite followed by short annealing at 175 ℃ and ageing at 125℃ resulted in an ultra-high yield strength of about 800 MPa with 9%total elongation. The strengthening contributions form solid solution strengthening, grain refinement, dislocation strengthening, precipitation hardening and dispersion strengthening were evaluated using standard equations. It was estimated that the maximum contribution was from grain refinement due to cryorolling followed by precipitation and dispersion strengthening. 展开更多
关键词 Al alloy CRYOROLLING metal matrix composites ultrafine grained microstructure strengthening mechanisms
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Fabrication of cast carbon steel with ultrafine TiC particles 被引量:2
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作者 Sang-Hoon LEE Jin-Ju PARK +3 位作者 Sung-Mo HONG Byoung-Sun HAN Min-Ku LEE Chang-Kyu RHEE 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2011年第A01期54-57,共4页
The carbon steels dispersed with ultrafine TiC particles were fabricated by conventional casting method. The casting process is more economical than other available routes for metal matrix composite production, and th... The carbon steels dispersed with ultrafine TiC particles were fabricated by conventional casting method. The casting process is more economical than other available routes for metal matrix composite production, and the large sized components to be fabricated in short processing time. However, it is extremely difficult to obtain uniform dispersion of ultrafine ceramic particles in liquid metals due to the poor wettability and the specific gravity difference between the ceramic particle and metal matrix. In order to solve these problems, the mechanical milling (MM) and surface-active processes were introduced. As a result, Cu coated ultrafine TiC powders made by MM process using high energy ball milling machine were mixed with Sn powders as a surfactant to get better wettability by lowering the surface tension of carbon steel melt. The microstructural investigations by OM show that ultrafine TiC particles are distributed uniformly in carbon steel matrix. The grain sizes of the cast matrix with ultrafine TiC particles are much smaller than those without ultrafine TiC particles. This is probably due to the fact that TiC particles act as nucleation sites during solidification. The wear resistance of cast carbon steel composites added with MMed TiC/Cu-Sn powders is improved due to grain size refinement. 展开更多
关键词 TiC particles mechanical milling carbon steel CASTING DISPERSION WETTABILITY
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Corrosion behavior of SiC foam ceramic reinforced Al-23Si composites in NaCl solution 被引量:1
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作者 诸建彬 闫洪 +1 位作者 叶何远 艾凡荣 《Journal of Central South University》 SCIE EI CAS CSCD 2017年第9期1934-1940,共7页
SiC foam ceramic reinforced aluminum matrix composites(SFCAMCs)were prepared by squeeze casting aluminum alloy(Al-23Si)into the SiC foam ceramic with different pore sizes,and the corrosion behavior of the SFCAMCs was ... SiC foam ceramic reinforced aluminum matrix composites(SFCAMCs)were prepared by squeeze casting aluminum alloy(Al-23Si)into the SiC foam ceramic with different pore sizes,and the corrosion behavior of the SFCAMCs was studied in NaCl solutions.Static immersion corrosion tests were conducted at 20°C,50°C and 80°C,respectively.Corrosion morphology and products were analyzed by scanning electron microscope,energy dispersive system and X-ray diffraction.It was found that the corrosion rate of SFCAMCs increases as the temperature rising,and the bigger pore size of SiC foam ceramic reinforcement,the better corrosion resistance of SFCAMCs. 展开更多
关键词 SIC ceramic foam aluminum matrix composites corrosion NACL
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