期刊文献+
共找到3篇文章
< 1 >
每页显示 20 50 100
奇异方差阵下的证券组合投资均值-方差模型研究 被引量:2
1
作者 蒋福坤 刘正春 《浙江工业大学学报》 CAS 2004年第3期349-353,共5页
在用于度量投资风险的方差阵为奇异时,本文通过建立收益率向量分量间的线性关系,研究了允许卖空情形下证券组合投资均值-方差模型,给出了计算最优投资比例系数的方法,同时也给出了模型的有效边界。
关键词 奇异方差阵 证券组合投资 最优投资比例系数 有效边界 线性相关 收益率向量 均值-方差模型
下载PDF
Mechanical behaviors of mylonitic granite and granitic protomylonite in a deep ductile shear zone
2
作者 Lanbin Zhang Ru Zhang +5 位作者 Li Ren Zhilong Zhang Zetian Zhang Dong Wang Xinzhong Wang Huijun Lu 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE 2024年第7期2663-2677,共15页
For projects near the tectonic belt,mylonite of varying metamorphic degrees may be present.The matrix proportion of rock reflects its internal microscopic characteristics,thus it is beneficial for engineering geology ... For projects near the tectonic belt,mylonite of varying metamorphic degrees may be present.The matrix proportion of rock reflects its internal microscopic characteristics,thus it is beneficial for engineering geology to study the effect of the matrix proportion on the mechanical properties and rupture behaviors of rock.Samples of mylonitic granite and granitic protomylonite with varying matrix proportions were obtained from a ductile shear zone for a series of uniaxial compression and acoustic emission(AE)tests.The results showed that with the increase in matrix proportion,the average strength and elastic modulus of the samples increased,and the rock sample with the largest matrix proportion exhibited the maximum peak stress of 244.42 MPa,which was 45.86%greater than the average peak stress of the rock samples with the smallest matrix proportions.For the rock samples with larger matrix proportion,their mechanical parameters exhibited greater dispersion and the large-scale appearance of AE events occurred earlier,showing a relatively gradual failure process.These samples had larger accumulated AE parameter values and greater degree of failure.In contrast,for samples with smaller matrix proportions,the large-scale appearance of AE events occurred close to the peak stress,indicating that the occurrence of damage and fractures was centralized and instantaneous.These samples had lower accumulated AE parameter values and fewer cracks after failure.Additionally,for the rock samples with more matrix proportion,the average variance of the b-value was 1.1,which was lower than that of rock samples with the smallest matrix proportion(the average variance of the b-value was 3.7).Furthermore,it can be predicted that under certain stress,the failure depth around a tunnel is generally smaller when the strength of rock samples with larger matrix proportion is greater. 展开更多
关键词 Mylonite matrix proportion Mechanical properties Acoustic emission(AE) Rupture behaviors
下载PDF
非正定方差阵下的证券组合投资模型研究 被引量:1
3
作者 蒋福坤 刘正春 《数学的实践与认识》 CSCD 北大核心 2008年第3期11-15,共5页
研究了非正定方差阵下,证券组合投资模型的最优投资比例系数的计算,有效边界,冗余证券的数量以及套利机会.从而为实证分析提供了理论依据和方法.
关键词 证券组合 方差阵 最优投资比例系数 有效边界
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部