725 research outputs found

    Temporal variations of perfluoroalkyl substances and polybrominated diphenyl ethers in alpine snow

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    The occurrence and temporal variation of 18 perfluoroalkyl substances (PFASs) and 8 polybrominated diphenyl ethers (PBDEs) in the European Alps was investigated in a 10 m shallow firn core from Colle Gnifetti in the Monte RosaMassif (4455mabove sea level). The firn core encompasses the years 1997e2007. Firn core sections were analyzed by liquid chromatographyetandem mass spectrometry (PFASs) and gas chromatographyemass spectrometry (PBDEs). We detected 12 PFASs and 8 PBDEs in the firn samples. Perfluorobutanoic acid (PFBA; 0.3e1.8 ng L1) and perfluorooctanoic acid (PFOA; 0.2e0.6 ng L1) were the major PFASs while BDE 99 (<MQLe4.5 ng L1) and BDE 47 (n.d.e2.6 ng L1) were the major PBDEs. This study demonstrates the occurrence of PFASs and PBDEs in the European Alps and provides the first evidence that PFASs compositions may be changing to PFBA-dominated composition

    Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

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    Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

    Search for heavy resonances decaying to two Higgs bosons in final states containing four b quarks