An investigation of a portfolio-loss under the CAPM

We consider a portfolio built according to the Capital Market Line of the Capital-Asset-Pricing Model. The universe of asset classes include marketable shares and bonds only. We investigate losses that emerge when the rate of return of the portfolio is lower than that required to fulfil a defined obligation. We will classify these losses and calculate upper limits for them.portfolio CAPM loss

Justification of application of nonlinear viscoelasticity model of Rabotnov's model type in creep problems

The relationship between the components of the strain tensor, stress tensor and time is given by the defining equations of the hereditary type, which are written based on the hypothesis of proportionality of the deviators. Thin-walled tubular low-pressure polyethylene elements are considered as the object of research. The scope of the model is substantiated based on the hypothesis of the existence of a single diagram of instantaneous deformation and a single diagram of long-term deformation. The invariance of the tensile and torsion diagrams with respect to the stress state is checked. The region of nonlinear elastic deformation is determined. The defining equations of the model contain a set of functions and coefficients determined from the basic experiments. A method for determining the parameters of heredity kernels of nonlinear viscoelastic materials under complex stress state has been developed. The nonlinearity of viscoelastic properties is given by equations of the Rabotnov's model type. The method is based on the relations between the creep kernels obtained under conditions of complex stress state and the creep kernels under one-dimensional stress state. The method is tested experimentally on the problems of calculating creep deformations under combined loading of thin-walled tubular elements made of low-pressure polyethylene. Pages of the article in the issue: 111 - 114 Language of the article: Ukrainia

USE OF INVESTMENT STRATEGIES OF RISK MANAGEMENT OF AGRICULTURAL PRODUCTS ON THE STOCK EXCHANGE MARKET

Modern fulfillment of foreign debt obligations and successful foreign trade policy should become decisive factors in raising Ukraine's rating to the investment level and developing interest in our country as an object of investment of foreign and domestic investors.Modern fulfillment of foreign debt obligations and successful foreign trade policy should become decisive factors in raising Ukraine's rating to the investment level and developing interest in our country as an object of investment of foreign and domestic investors

Dynamics of Vortex Pair in Radial Flow

The problem of vortex pair motion in two-dimensional plane radial flow is solved. Under certain conditions for flow parameters, the vortex pair can reverse its motion within a bounded region. The vortex-pair translational velocity decreases or increases after passing through the source/sink region, depending on whether the flow is diverging or converging, respectively. The rotational motion of two corotating vortexes in a quiescent environment transforms into motion along a logarithmic spiral in the presence of radial flow. The problem may have applications in astrophysics and geophysics.Comment: 13 pages, 9 figure

Thermal analysis and electron probe microanalysis of the AK6 aluminum alloy

Processes of melting the samples of industrial AK6 aluminum alloy in cast and homogenized states are studied using thermal analysis with the subsequent numerical differentiation with respect to time of heating curves in a temperature range from 300 to 670°C. The temperatures of nonequilibrium solidus, equilibrium solidus, and liquidus are evaluated. The microstructure of cast and homogenized alloy samples is studied and the local chemical composition of the aluminum host and phases is determined. © 2013 Allerton Press, Inc

Quantum limitations on superluminal propagation

Unstable systems such as media with inverted atomic population have been shown to allow the propagation of analytic wavepackets with group velocity faster than that of light, without violating causality. We illuminate the important role played by unstable modes in this propagation, and show that the quantum fluctuations of these modes, and their unitary time evolution, impose severe restrictions on the observation of superluminal phenomena.Comment: RevTeX 4 page

Щодо розрахунку деформацій зсуву в призматичних стержнях із полімерних матеріалів за умов розтягу з крученням

The process of creep of prismatic rods made of linear-viscoelastic polymeric materials under combined loading is considered. Defining equations that determine the relationship between strains, stresses and time are given in the form of a superposition of shear and bulk strain. The object of study is prismatic bars made of fiberglass ST-1. The area of linearity of the model is substantiated on the basis of the hypothesis of the existence of the creep function, which is built on the yield curves, a single diagram of long-term deformation and the statistical value of the quantile of statistics. The region of linear-elastic deformation is recognized based on the fulfillment of the condition of existence of a single creep function. The defining equations of the model contain a set of functions and coefficients determined from the basic experiments. On the basis of the relations between the kernels of the one-dimensional stress state, the parameters of the kernels under the condition of a complex stress state are determined. The linearity of viscoelastic properties is given by the Boltzmann-Voltaire equations. The fractional-exponential kernels of heredity are chosen as the kernels of heredity. The obtained values of the core parameters are used to calculate the creep deformations of prismatic bars made of ST-1 fiberglass under conditions of simultaneous tensile tension. Pages of the article in the issue: 115 - 118 Language of the article: UkrainianРозглядається процес повзучості призматичних стержнів з лінійно-в’язкопружних полімерних матеріалів за умов комбінованого навантаження. Визначальні рівняння, що описують залежність між деформаціями, напруженнями і часом, задаються у вигляді суперпозиції зсувної і об’ємної деформації. Об’єктом дослідження являються призматичні стержні зі склопластику СТ-1. Обґрунтовується область лінійності моделі, виходячи з гіпотези існування функції повзучості, побудованої по кривим податливості, єдиної діаграми довготривалого деформування і статистичного значення квантиля статистики. Визначається область лінійно-пружного деформування, виходячи з виконання умови існування єдиної функції повзучості. Визначальні рівняння моделі містять набір функцій і коефіцієнтів, що знаходяться з базових експериментів. На підставі співвідношень між ядрами одновимірного напруженого стану визначаються параметри ядер за умови складного напруженого стану. Лінійність в'язкопружних властивостей задається рівняннями Больцмана-Вольтера з дробово-експоненціальним ядром спадковості. Отримані значення параметрів ядер використовуються для розрахунку деформацій повзучості призматичних стержнів зі склоапластика СТ-1 за умов одночасної дії розтягу з крученням

Is Communication Complexity Physical?

Recently, Brassard et. al. conjectured that the fact that the maximal possible correlations between two non-local parties are the quantum-mechanical ones is linked to a reasonable restriction on communication complexity. We provide further support for the conjecture in the multipartite case. We show that any multipartite communication complexity problem could be reduced to triviality, had Nature been more non-local than quantum-mechanics by a quite small gap for any number of parties. Intriguingly, the multipartite nonlocal-box that we use to show the result corresponds to the generalized Bell inequality that manifests maximal violation in respect to a local hidden-variable theory

AB and Berry phases for a quantum cloud of charge

We investigate the phase accumulated by a charged particle in an extended quantum state as it encircles one or more magnetic fluxons, each carrying half a flux unit. A simple, essentially topological analysis reveals an interplay between the Aharonov-Bohm phase and Berry's phase.Comment: 10 pages, TAUP 2110-93. Te