风险管理的CVaR方法及其简化模型

VaR模型度量的是在某一置信水平下,资产损失的最高期望值,但是它没有指明一旦超过了这个期望值,资产的损失究竟是多少。1997年出现的CVaR模型弥补了这个缺陷。如果以f(x,y)表示投资组合的损益函数,其中x为资产的比例向量,y表示市场随机因素,则CVaR考察的是在f(x,y)超过了VaR值时,f(x,y)的量度问题。这种方法的一个优越之处在于,最终的求解可以转化为线性规划问题,从而具有良好的操作性,而且问题的结论不仅包含了CVaR的大小,同时也可以求出资产的VaR值以及资产组合的最佳比例。     

2003版建筑给排水规范学习与设计体会

就新规范中住宅给水管管径、引入管阀门设置、水箱进水管和溢水管设置、水箱水位控制、通气管系统设计及地漏的设置等方面谈了作者学习《建筑给水排水设计规范》(GB50015-2003)的体会。     

也论中西精神--与张秀成先生商榷

本文认为，中学和西学各有优劣，应互相吸取，但在总体上是西学优于中学。首先，在思维方式上，西学的分析思维，使西方社会分工较细，促进了社会化大生产的产生；也使西学学科门类众多；西学在方法上崇尚专精深，对任何问题都穷追不舍，非要证明或证伪，促进了科学的进步。中学的综合思维则使中国社会分工不细，学科门类不多，在研究方法上则不究细节。其次在义利关系上，西方私有神圣，最后却私也有了公也有了；中国公有神圣，改革开放前却公也没有私也没有。再次，在男女关系上，西学以个体为本，正是为了自身的尊严不受侵犯，才不得侵犯他人的尊严，这就有了平等精神。相反，古代中国的根本大法是三纲五常，夫为妻纲、男尊女卑，被论述为符合阳主阴辅的天道法则，追求男女平等，就是违反天道，就会被天诛地灭，中国没有男女平等。     

The Challenging Topics and Future Directions of the Research in Limnology and Watershed Sciences

Based on reviewing the problems in limnology and watershed sciences in meeting the national demands and the development of theories and methodology, this paper proposed some challenging topics to the sciences, covering the process of lake evolution and the quantitative analysis of human impacts, in -lake nutrient cycling an biogeo-chemical process, the process and mechanisms of material flow in lake-watershed system, digital watershed and the modeling of the surface process of lake -watershed, and ecosystem health and scientific management of lake-watershed.     

学习毛泽东的思想政治工作艺术

毛泽东的思想政治工作艺术其本质是对思想政治工作的一种艺术掌握方式,是目的性和工具性的统一。毛泽东丰富多彩的思想政治工作艺术在当今时代仍然具有生命力,它是新形势下思想政治工作改进和创新的重要方法借鉴。     

谈在药品监督执法中要体现服务

文章阐述了在药品监督执法的同时，如何体现服务。     

KJ-90型煤矿综合监控系统在屯兰矿的应用

介绍了KJ-90型煤矿综合监控系统软、硬件在屯兰矿的应用情况，并针对存在的问题提出一些改进建议，以使其更好地满足安全生产的需要。     

硅、铋离子鉴定方法的探讨

本文对现用叙材中硅、铋离子的鉴定方法进行了改进,改进后的鉴定方法既简单快速,又灵敏可靠.     

The behavior of the homozygous and heterozygous sub-types of rats which are genetically-selected for diabetes insipidus: A comparison with Long Evans and Wistar stocks

Several aspects of spontaneous and conditioned behavior (food and water intake, locomotion and emotionality, passive and active avoidance acquisition and retention) of standard (albino and pigmented) rats, and rats heterozygous (HEDI) and homozygous (HODI) for diabetes insipidus, are reviewed. As would be expected, HODI rats have been repeatedly found to consume far more fluid than either HEDI or control rats. Pigmented rats appear to be more active than albinos. HODI rats exhibit less marked emotional responses than do control rats, among which the pigmented ones exhibit the highest emotionality. Light aversion is more evident in albino than in pigmented rats. No differences are found among HEDI, HODI and normal Long Evans rats. It is quite difficult to provide a clear-cut statement concerning inter-strain differences in passive avoidance behavior, possibly because of the variety of techniques employed. In any case, HODI rats do not perform worse than normal controls do. In one-way active avoidance paradigms, pigmented rats perform better than albinos, and the performance of HODI rats does not differ from that of controls. In two-way avoidance paradigms, albinos appear to outperform pigmented rats. Once again, there are no obvious differences between HODI and control animals.In addition to indicating that HODI rats may actually be less emotional than the other groups of rats reviewed here, the studies described once again fail to confirm the previously alleged functions of vasopressin in memory consolidation.     

中长跑的选材与预测

本文从系统学角度,探讨如何控制中长跑选材的过程,并从生理、心理、身体素质以及身体形态等方面探讨如何以科学的选材方法和手段为依据,指导教练选出优秀人材,进行早期培养,缩短其成材周期,提高成材率。