Мировой финансовый кризис и методология управления портфелем ценных бумаг

The world financial crisis highlighted the practical inefficiency of the majority of existing theoretical researches in security portfolio management, what makes the article especially urgent. The article points at: finding the common methodological impropriety for most of the strategies; and shaping the new methodological principles. One of the major conclusions of the article is that the key issue of new methodology should be usage of trend-tracking methods of technical analysis.Мировой финансовый кризис обнаружил практическую неэффективность абсолютного большинства существующих теоретических разработок в сфере формирования и управления портфелем ценных бумаг, что обусловливает актуальность статьи. Целью статьи является нахождение общей для основных подходов к управлению портфелем ценных бумаг методологической ошибочности, а также основ формирования новой методологии. Среди основных выводов - необходимость использования трендоследящих методов технического анализа в новой методологии, как фактора преодоления методологической ошибочности основных подходов

Light-induced injection of hot carriers from gold nanoparticles to carbon wire bundles

We observed a light-induced enhancement of the tunneling current propagating through an array of parallel carbon chains anchored between gold nanoparticles (NPs). In the presence of laser radiation characterized by a wavelength close to the plasmon resonance of the NPs, the current-voltage characteristics of carbon bundle tunnelling junctions demonstrate a pronounced asymmetry between positive and negative bias values. Such an asymmetry is typical for a Schottky junction, in general. The resistance of the tunnel junction decreases with the increase of the optical pumping intensity. We associate the observed effect with an injection of `hot' carriers created in Au NPs due to the decay of the surface plasmons accompanied by the charge transfer to the carbon bundles. The observed phenomenon can be used for non-resonant excitation of excitonic states in low-dimensional carbon-based structures for single-photon emission, as well as for photovoltaic applications.Comment: 9 pages, 3 figure

Polarization-sensitive photoluminescence from aligned carbon chains terminated by gold clusters

We synthesize a thin film composed of long carbyne chains terminated by gold clusters and study its optical properties. The presence of gold particles stabilizes longer chains and leads to their alignment. We show that the gold clusters also act as a source of electron doping thus changing the intensity of photoluminescence from quadratic dependence on the pumping intensity without gold to linear with gold. We also observe that the excitation of the film at the gold plasmon frequency causes the blue shift of photoluminescence and estimate on the basis of this effect the minimum length of the carbyne chains. The high degree of alignment of the gold-terminated carbyne chains results in strongly anisotropic light absorption characterized by a distinctive cosine dependence on the angle between the carbyne molecule and polarization plane of the excitation. This paves the way for a new class of ultimately-thin polarization sensitive emitters to be used in future integrated quantum photonics devices.Comment: 5 pages, 5 figure