Search

We will propose a new method for constucting an optimal portfolio in which the fund is allocated to assets and currencies of several countries. Traditionally, two or three stage method is adopted in this field. However, it neglects the risk associated with variations of the rate of return of individual assets and the exchange tale of currencies. Instead, the new method enables one to simultaneously determine the optimal amount of fund to be allocated to each asset and the amount of the forward contracts on currencies. The resulting optimization problem is apparently a nonconvex minimization problem doe to the existence of product terms in the objective function. We will show, however, that a globally optimal solution can be calculated by a standard algorithm in an efficient way. Also we will demonstrate that the new method leads to a substantially better result using historical data of U.S., Japan and Germany. [ABSTRACT FROM AUTHOR]

We search for the most basic kaonic nuclear state, K-pp, by studying an exclusive p + p → p + Λ + K+ process at Tp = 3.1 GeV using FOPI apparatus at GSI, Darmstadt, Germany. A possible signature of the K-pp is searched as a p + p → K-pp + K+ → p + Λ + K+ reaction in the event sample of pΛK+ three body process. A missing-mass ΔM(K+) spectrum, a Λp invariant-mass M(Λp) spectrum and a mono energetic kaon will characterize such a two body process. The reaction channel is basically the same as the one which T. Yamazaki et al. very recently reported a possible hint of such state with M = 2267 MeV/c2 and Γ = 118 MeV from a re-analysis of the DISTO experiment data. The DISTO data was taken at Tp = 2.85 GeV. The beam energy of the FOPI experiment is chosen to optimize the signal to background ratio and also to see the background shape separately. FOPI data taking took place in August-September 2009 and analysis is currently undergoing. [ABSTRACT FROM AUTHOR]