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    Deep Inelastic Scattering of Polarized Electrons by Polarized 3^3He and the Study of the Neutron Spin Structure

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    The neutron longitudinal and transverse asymmetries A1nA^n_1 and A2nA^n_2 have been extracted from deep inelastic scattering of polarized electrons by a polarized 3^3He target at incident energies of 19.42, 22.66 and 25.51 GeV. The measurement allows for the determination of the neutron spin structure functions g1n(x,Q2)g^n_1 (x,Q^2) and g2n(x,Q2)g^n_2(x,Q^2) over the range 0.03<x<0.60.03 < x < 0.6 at an average Q2Q^2 of 2 (GeV/c)2/c)^2. The data are used for the evaluation of the Ellis-Jaffe and Bjorken sum rules. The neutron spin structure function g1n(x,Q2)g^n_1 (x,Q^2) is small and negative within the range of our measurement, yielding an integral ∫0.030.6g1n(x)dx=−0.028±0.006(stat)±0.006(syst){\int_{0.03}^{0.6} g_1^n(x) dx}= -0.028 \pm 0.006 (stat) \pm 0.006 (syst) . Assuming Regge behavior at low xx, we extract Γ1n=∫01g1n(x)dx=−0.031±0.006(stat)±0.009(syst)\Gamma_1^n=\int^1_0 g^n_1(x)dx = -0.031 \pm 0.006 (stat)\pm 0.009 (syst) . Combined with previous proton integral results from SLAC experiment E143, we find Γ1p−evaluatedusing\Gamma_1^p - evaluated using \alpha_s = 0.32\pm 0.05$

    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 ð„ „ ðandðŽð„ = 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

    Juxtaposing BTE and ATE – on the role of the European insurance industry in funding civil litigation