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The objective of this study is to investigate systematic risk in asset pricing with higher moments, especially for skewness and kurtosis.

本研究的目的,在于探讨偏态与峰态等高阶系统风险对资产定价的影响。

A portfolio selection model with transaction costs under the constraint of higher moments such as skewness and kurtosis was discussed.

讨论了有交易费用的、包括偏度和峰度在内的高阶约束的多目标最优投资组合选择模型。

Theoretical studies on synthetic process of lactide were carried out with density functional theory and the geometries of compounds maybe to appear in reactive system were optimized.

采用密度泛函方法研究了丙交酯的合成过程,优化了合成过程中可能出现的化合物的几何构型,分析了各化合物的振动频率和偶极

System Integration of Large-Scale Wind Power in the Netherlands.

当电机转速较大时,随着转速的增加,电机的转下降。

The analysis indicates that the mean intensity distribution on the receiver plane is closely related to the ratio of the lateral correlation length to the surface root mean square height.

研究了粗糙目标对相干光场的散射,导出了在接收平面上光场的自相关函数、光强度的分布和光强度的二阶,在分析粗糙目标对激光脉冲后向散射的基础上,提出了后向散射光强度与目标均方根高度和相关长度的关系,阐明了粗糙目标的后向散射机理。

We also show two approaches to determine outer sections of double-volute passage with the same flow rate: one is based on functions in foreign literatures; the other based on principle of conservation law of moment of momentum.

同时,介绍了双蜗壳外侧等流量断面的两种设计绘形方法,即基于国外统计资料的速度系数法和基于速度守恒原则的数字积分方法。

The Errors Transferring Matrix is proposed in this dissertation on the basis of the study about the general law of geometry original errors, which is based on the theory of the Projection of Original error In The Direction of Applied Force.

首先,基于作用线增量法的基本原理,研究了机构的几何原始误差在运动中传递的一般规律,在此基础提出了误差传动阵法。

We proved that this kind of operators were bounded from Hardy space to Lebesgue space, and they were bounded operators on the Hardy space if they satisfied some special conditions.

利用Hardy空间和Herz型Hardy空间的原子和分子分解特征,文中首先给出了此类算子从Hardy空间到Lebesgue空间上的有界性,而且,在满足一定的消失时,它又是Hardy空间上的有界算子。

Regional Color Texture-Dynamic Partial distance Function; Legendre chromaticity distribution moments ; Texture co-occurrence matrices ; DPF matching

区域色彩纹理-动态局部距离函数;勒让德色度;纹理共生阵;加权DPF匹配

Then, the boundary points are extracted. By using Shu's theorems the sum of Legendre polynomial of the boundary points is calculated.

首先使用Yang-离散格林公式将二值图像计算中区域内求和转换为沿区域边界求和;然后提取该图像的边界点;再利用Shu提出的公式计算出边界点的Legendre多项式的叠加值。

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推荐网络例句

According to the clear water experiment, aeration performance of the new equipment is good with high total oxygen transfer coefficient and oxygen utilization ratio.

曝气设备的动力效率在叶轮转速为120rpm~150rpm时取得最大值,此时氧利用率和充氧能力也具有较高值。

The environmental stability of that world - including its crushing pressures and icy darkness - means that some of its most famous inhabitants have survived for eons as evolutionary throwbacks, their bodies undergoing little change.

稳定的海底环境─包括能把人压扁的压力和冰冷的黑暗─意谓海底某些最知名的栖居生物已以演化返祖的样态活了万世,形体几无变化。

When I was in school, the rabbi explained everythingin the Bible two different ways.

当我上学的时候,老师解释《圣经》用两种不同的方法。