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3
Content available remote Optymalizacja portfela akcji - model Sharpe'a
63%
|
2002
|
tom nr 2
39-46
PL
Artykuł dotyczy zagadnienia optymalizacji składu portfela akcji za pomocą jednej z metod analizy portfelowej - modelu jednowskaźnikowego Sharpe'a. Przedstawiono efekty, jakie dało zastosowanie tego modelu w praktyce na Giełdzie Papierów wartościowych w Warszawie.
EN
The paper is concerned with the optimum number of stock portfolio composition using one of the methods of portfolio analysis, i.e., Sharpe's single-index model. The effects of using the above model in practice at Warsaw Stock Exchange are presented. But to estimate better the expected share rates of return, the trend line was used to count the expected rate of return from market portfolio. The six portfolios created from the different sets of securities and exchange using three different criteria were examined. All the portfolios gained the low results. Each of them brought the negative results while the rate of return from WIG was positive in the same periods time. The reason was the horizontal trend at stock exchange and also the fact of not complying with single-index model assumption about the lack of correlation between the random components of respective stock.
EN
The method of obtaining carrier free tracers, 85Sr and 83Rb from proton-irradiated natRbCl target is described. The separation of the radionuclides was done using Sr-Resin, the resin based on a crown ether. Current and some other possible applications of the tracers are discussed.
EN
Numerous studies concerned with accumulation of several various groups of chemical compounds have been performed on Barn Owls (Tyto alba Scop.). But up to now we have no data about concentrations of radionuclides in their tissues. However, in Europe a large part of the breeding range of this species might have received fallout from Chernobyl. Nine skeletons of Barn Owls collected in 1999-2002 in southeastern Poland were analyzed for ⁹⁰Sr, ²⁴¹Am and plutonium. The results revealed ²³⁹⁺²⁴⁰Pu (< 0.004 Bq/kg -0.051± 0.007 Bq/kg ash weight), ²⁴¹Am (< 0.02 Bq/kg – < 0.06 Bq/kg ash weight) and ⁹⁰Sr (9.7 ± 0.9 Bq/kg – 46.8 ± 3.6 Bq/kg ash weight) concentrations to be similar to those observed in the prey species; therefore, the conclusion is that no accumulative effect has been seen.
EN
The paper presents the results of alpha spectrometric measurements of 228Th/232Th and 230Th/232Th activity ratios for many samples of some living species analyzed within last years in our laboratory within different projects. The results were compared with typical values for soil or other non-biological samples. All results were obtained by means of alpha spectrometry.
EN
Degradation of polyethylene was performed over MCM-41 molecular sieves modified with heteropoly acid H₃PW₁₂O₄₀ (HPW) and its caesium salt CsHPW₁₂O₄₀ (CsHPW). High silica zeolite ZSM-5 has also been used as degradation catalyst. The applied catalysts (HPW/MCM-41, CsHPW/MCM-41 and ZSM-5 zeolite) resulted in lowering of temperature of HDPE degradation when compared to the thermal pyrolysis as well as influenced the distribution of the products formed as a result of the cracking process. HPW/ MCM-41 use resulted in low amount of gas products and almost 80 wt.% of liquids while cracking over HZSM-5 produced gas hydrocarbons with selectivity about 50 wt.%. Liquid product obtained in the presence of HPW/MCM-41 comprised aliphatic hydrocarbons (olefins and paraffins) while cracking carried out over ZSM-5 zeolite resulted mainly in the formation of aromatic compounds.
EN
This paper presents the results of determination of artificial 137Cs and natural 40K activity concentrations in plants (bilberry (Vaccinium myrtillus) and moss (Polytrichum commune)) and in soil samples from two main Tatra Valleys; Kościeliska and Rybi Potok Valley. The data were obtained during two years (2001- 02). These plants are known a as good bio-monitors for radioceasium [1,2 ]. It is known that 137Cs and 40K isotopes play important roles in the environment, due to their good assimilation by plants. The transfer of these elements from soil to plant depends of many factors: type of soil, organic matter contents, pH, type of plants. In this paper some results concerning the transfer of 137 Cs and 40K isotopes from various types of Tatra soil to moss or bilberry are shown.
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