302 research outputs found

    Inclusive b decays to wrong sign charmed mesons

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    The production of wrong sign charmed mesons b → D (s)X, D (s) = (D 0, D +, D s), is studied using the data collected by the DELPHI experiment in the years 1994 and 1995. Charmed mesons in Z → bb events are exclusively reconstructed by searching for the decays D 0 → K -π +, D + → K -π +π + and D s + φπ + → K +K -π +. The wrong sign contribution is extracted by using two discriminant variables: the charge of the b-quark at decay time, estimated from the charges of identified particles, and the momentum of the charmed meson in the rest frame of the b-hadron. The inclusive branching fractions of b-hadrons into wrong sign charm mesons are measured to be: B(b → D 0X) + B(b → D -X) = (9.3 ± 1.7(stat) ± 1.3(syst) ± 0.4(B))%, B(b → D s -X) = (10.1 ± 0.4(B))%, B(b → D s -X) = (10.1 ± 1.0(stat) ± 0.6(syst) ± 2.8(B))% where the first error is statistical, the second and third errors are systematic. © 2003 Published by Elsevier Science B.V.0SCOPUS: ar.jinfo:eu-repo/semantics/publishe

    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