Portfolio Selection with Different Borrowing-Lending Rates: Utility Maximization Model based on Mean and VaR

This article investigates a portfolio selection problem with different borrowing–lending rates and with Value-at-Risk (VaR) as the measure of risk. The problem is formulated as a utility maximization model with a general utility function that is a function of only the mean and the VaR of portfolio return. Several properties of the efficient frontier of the mean-VaR model are first obtained and then used to give some existence conditions and characterizations of the optimal solution to the utility maximization model. Further, a solution method and a numerical algorithm for solving the optimal solution are proposed. Finally, a numerical example using the real data of Chinese stock market is given to show the validity and the practicability of these results.     

论大学学科建设

本文在理清学科和学科建设含义的基础上，阐述了学科建设是大学发展与上档次的关键之举。分析国外学科建设成功的因素，指出了当前限制我国学科建设发展的主要问题，从而提高实施我国学科建设的思路。     

宽带数字频率计设计

本设计以８９Ｃ５２ 单片微机为核心，由８ 位加计数器芯片和单片机内部的１６ 位计数器对频率信号进行计数．可测量频率、周期值和占空比，并有自校功能．电路结构简单，容易实现，具有较强的实用性     

关于高校第二课堂活动状况的调查分析与思考

以西安文理学院部分学生为调查对象,从第二课堂活动设计、开展状况及学生对第二课堂的认识等方面进行问卷调查。并根据调查结果进行分析论证,提出进一步建立健全第二课堂活动的激励机制,不断增加第二课堂活动的科技含量,为地方高校如何以学生为本开展切实有效的第二课堂活动,努力使学生专业和综合素养同步发展提出一些建议。     

纳西语四音格词的语音结构研究

纳西语四音格词按照音节语音结构关系,可以分为AABB、ABAB、AABC、ABAC、ABCB、ABCC、ABCD七种类型,,韵律结构以第一、三音节双声叠韵和第二、四音节叠韵为主。声调配置形式多样,最丰富的为AABB式,有八种,AABB、ABAC和ABCB三种形式有四个音节全部同调的现象,七个类型均无四个音节全部异调的情况。     

In-plane elastic stability of fixed parabolic shallow arches

The nonlinear behavior of fixed parabolic shallow arches subjected to a vertical uniform load is investigated to evaluate the in-plane buckling load.The virtual work principle method is used to establish the non-linear equilibrium and buckling equations.Analytical solutions for the non-linear in-plane symmetric snap-through and antisymmetric bifurcation buckling loads are obtained.Based on the least square method,an approximation for the symmetric buckling load of fixed parabolic arch is proposed to simplif...     

悬垂美感与织物结构特性的关系讨论

通过多元逐步回归，讨论了织物悬垂美感指标与织物结构特性指标间的内在联系，揭示了二者密切相关的特性．     

恒电位脉冲法检测高纯铁素体不锈钢的敏化

用恒电位脉冲（ＰＰＴ）法对高纯铁素体不锈钢的敏化度进行了检测，并与传统的动电位再活化（ＥＰＲ）法进行了比较，结果表明：ＰＰＴ法可以用来检测铁素体不锈钢的敏化，并且具有检测速度快，表面损伤小的优点     

数字高清晰度电视条件接收系统实现方案探讨

在概述MPEG -II传送层语法对条件接收系统提供框架支持的相关内容后 ,提出了一种条件接收系统的设计方案 ,并给出了可行性分析     

Pyroelectric spectrum in Pb(Zr,Sn,Ti)O3 antiferroelectric-ferroelectric ceramics

The pyroelectric effect of phase transition induced with temperature in Nb-modified Pb(Zr,Sn,Ti)O₃ antiferroelectric-ferroelectric ceramics is studied. Experimental results reveal that the phase transitions are accompanied with marked pyroelectric peaks, there exists the close relation between the type of phase transition and the shape of pyroelectric peak. Because of the variations of phase transition, various pyroelectric spectra result. The pyroelectric spectrum can display the polarization effect and some inferior phase transitions with temperature variations, such as antiferroelectric AFE_A-AFE_B or ferroelectric FE_L-FE_H transition, which are not detected by the conventional dielectric measurement.