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基于现有收益分布矩组合的风险度量,提出了一类新的基于随机收益单边矩组合的风险度量GCBPM,它克服了已有风险度量模型适用范围有限、忽略各资产间的相关性和无法解释"胖尾"现象等不足.利用所提出的新型风险度量建立了投资组合模型,并基于中国股票市场数据对其进行了实证研究.通过计算新度量投资组合的有效边沿及其收益—风险分析,将所得结果与LPM和GCLPM的度量模型进行比较,表明新度量能更好地进行分散化投资和降低投资风险. 相似文献
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风险价值方法（ValueatRisk）是近几年发展起来的用以度量和控制金融风险的计量模型。文章使用VaR模型度量了投资银行证券投资业务中的市场风险，应用上海证券交易所的实际数据，具体计算出上证指数的VaR时间序列，论证了应用该时间序列来评估风险大小的方法，为风险价值法在我国投资银行市场风险管理中的推广应用提供参考。 相似文献
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由于所依据的统计方法自身的局限性,风险度量主流方法VaR亦存在明显缺陷,而新近出现的CDaR风险度量模型能较好地解决VaR存在的诸多问题。本文主要介绍损失函数DD(x)和平均损失函数AD(x)的基本概念,讨论以它们为基础的DaR和CDaR风险度量模型及其应用,为金融风险管理提供新的方法和视角。 相似文献
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本文针对项目风险管理的特点,考虑到风险量化的要求,引入了l∞风险度量,建立了基于该度量的双准则优化（同时考虑风险和收益程度）风险管理模型,并以此为基础提出了同时考虑项目管理核心框架中六大知识领域的项目管理综合优化模型。 相似文献
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养老基金的投资面临多种风险,要实现其保值增值,必须进行风险度量和监控。VaR模型作为一种新的金融风险管理工具,因其有别于传统的金融风险管理工具的特点,在西方受到广泛青睐。探讨该模型在我国养老基金投资风险控制中的应用。 相似文献
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随着我国金融市场的全面开放,商业银行三大风险之中的操作风险越来越受到人们的重视。正确识别、度量操作风险,不仅是加强银行监管和内部管理的迫切需要,更是我国商业银行适应国际金融环境变化和风险管理趋势的必然选择。另外,面对频频发生的银行要案,我国商业银行在急需加强对操作风险度量模型研究的同时,有必要基于危机管理的角度对不可预知的操作风险采取相应的防范措施。 相似文献
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卢欣怡 《中山大学学报论丛》2007,27(4):111-114
目前,金融资产市场风险的通用度量工具为VaR(Value at Risk)模型(“风险估值”模型),在几个巴塞尔协议形成后,用VaR度量金融风险更是受到普遍关注。文章试以中国沪深股市的风险度量为研究对象,收集近两年来的沪深股市每日指数收盘价,使用VaR模型,论证利用VaR技术计算股票风险的可行性。 相似文献
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马艳 《通化师范学院学报》2000,(1):11-15,56
伴随现代经济的发展，经济活动中的风险利益人理成为普遍存在的经济现象，本文对风险利益问题作了量化分析，提出了风险利益度量的四种方法，并认为探索风险利益度量方法，对于风险利益活动的决策具有重要意义。 相似文献
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VaR是当今国际上比较成熟的分析和度量风险的理论,在世界范围内得到广泛应用,但在对风险度量过程中,却常常忽视特殊值的分析和计量,从而影响到风险评估的准确性。本文分析了VaR的缺陷,介绍了在其基础上发展并完善起来的CVaR在投资组合风险控制的优点,并构造出基于CVaR的投资组合优化模型。 相似文献
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Hui An Chang-shuai Wei Oliver Wang Da-hui Wang Liang-wen Xu Qing Lu Cheng-yin Ye 《Journal of Zhejiang University. Science. B》2018,19(12):935-947
Objective
As one of the most popular designs used in genetic research, family-based design has been well recognized for its advantages, such as robustness against population stratification and admixture. With vast amounts of genetic data collected from family-based studies, there is a great interest in studying the role of genetic markers from the aspect of risk prediction. This study aims to develop a new statistical approach for family-based risk prediction analysis with an improved prediction accuracy compared with existing methods based on family history.Methods
In this study, we propose an ensemble-based likelihood ratio (ELR) approach, Fam-ELR, for family-based genomic risk prediction. Fam-ELR incorporates a clustered receiver operating characteristic (ROC) curve method to consider correlations among family samples, and uses a computationally efficient tree-assembling procedure for variable selection and model building.Results
Through simulations, Fam-ELR shows its robustness in various underlying disease models and pedigree structures, and attains better performance than two existing family-based risk prediction methods. In a real-data application to a family-based genome-wide dataset of conduct disorder, Fam-ELR demonstrates its ability to integrate potential risk predictors and interactions into the model for improved accuracy, especially on a genome-wide level.Conclusions
By comparing existing approaches, such as genetic risk-score approach, Fam-ELR has the capacity of incorporating genetic variants with small or moderate marginal effects and their interactions into an improved risk prediction model. Therefore, it is a robust and useful approach for high-dimensional family-based risk prediction, especially on complex disease with unknown or less known disease etiology.12.
随着我国社会主义市场经济的发展,注册会计师的审计风险也越来越大,加强对审计风险的防范已是摆在事务所和注册会计师面前的重要课题.本文分别从审计风险的三个组成部分入手,提出对审计风险的评估方法. 相似文献
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Investigating the impacts of targeted professional development around models and modeling on teachers' instructional practice and student learning 
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下载免费PDF全文 Developing understanding of models and proficiency with modeling practice is challenging for both teachers and students. This 2‐year study first investigated existing instructional strategies employed by teachers while teaching Earth and Space Science with dynamic physical models. Summer professional development introduced a conceptual framework, based on analogical reasoning, to help students strengthen and deepen the connections they make between a model and its real‐world referent. The framework draws explicit attention to correspondences and non‐correspondences between model and referent, an often overlooked component of modeling practice which underpins the ability to evaluate and thus improve a model. Teachers were guided to reflect on their own instructional use of models and to plan for integrating specific instructional strategies around models into their Year 2 practice. Classroom observation data reveal that from Years 1 to 2, teachers shifted from a more didactic approach in which they used physical models primarily as tools for demonstration toward more student engagement with models as problem‐solving tools. On an assessment measuring their students' ability to reason with and about models, pre‐post learning gains were higher in Year 2 than Year 1 across students at all ability levels. Together, these findings present evidence that teachers can learn to guide their students toward using physical models in ways that approximate key aspects of how scientists use runnable models, as envisioned by the Developing and Using Models practice of the Next Generation Science Standards. 相似文献
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The first third of the article by Carr & Claxton on tracking the development of learning dispositions is in essence a position statement. The balance is an evaluative review of possible methodological approaches for assessing or measuring learning dispositions. This response to their article challenges two claims in the position statement section. The first counter-claim is that dispositions are so functionally dissimilar from capabilities that it is doubtful whether dispositions are stable enough for their assessment to be valid or worthwhile. The second challenge is directed towards the proposition that an effective and legitimate way to place value on some aspect of education or to have value placed on it by others is to formalise its assessment and reporting. This argument is flawed in the case of dispositions, but is also inadequate as an argument in general. 相似文献
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Floyd R. Vest 《Educational Studies in Mathematics》1971,3(2):220-228
Summary The above catalog contains fifteen headings, each of which indicates a collection of families of models for multiplication and division of whole numbers. The catalog refers to somewhat more than sixteen families of models which are easily distinguished one from the other.Not included in the catalog thus far developed are several interpretations of multiplication and division that are also of interest. Among these are models based on the equivalency of denominations of money and various units of measurement. Other interpretations which are of historical interest are those of McLellan and Dewey [15] and Thorndike [24]. The relation between models of operations on whole numbers and models of operations defined on larger universal sets is also of interest. One aspect of this area of interest is the process of constructing models of multiplication and division of whole numbers from such models by altering the rules of the model or delimiting its universal set. For example, one can begin with one of Diénès' models of multiplication of integers [8, pp. 57–58] and make approapriate adjustments and result in a model of multiplication of whole numbers. Other interpretations developed by Diénès are of interest because they involve concretizations of whole numbers which are operators as opposed to states [8, pp. 12, 30; 9, p, 36].These are a great many strategies available for the use of models in teaching the operations on whole numbers. In one such strategy, an educator can define either multiplication or division on some basis (most likely in terms of a model) and then the other can be defined as its inverse.Another strategy is to define each operation in terms of a different model. For example, one might define multiplication in terms of the repeated addition model and division in terms of the repeated subtraction model.Still another type of procedure involves a multiple embodiment strategy in which several interpretations are taught as representing each operation.The choice of a particular strategy would depend upon a great many factors. Some of the factors would be the type of culture and students for which the program is written, the psychological assumptions adopted by the writer, and the writer's knowledge of the domain of models for the operations as well as their relation to the abstract mathematical domain which they represent. This article has contributed to a basis for intelligent decisions in this area by presenting a characterization of the domain of models for multiplication and division of whole numbers and their relation to the abstract operations. 相似文献
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童乃诚 《孝感职业技术学院学报》2010,13(1):5-7,12
国家示范性高职院校要发挥其示范作用,必须在功能、水平、特色、发展四个方面做好定位。功能定位是做好示范而不是只求自身发展;水平定位是内涵建设的领先而不是追求“高”、“大”、“全”;特色定位是高职及其衍生的地方特色、行业特色和个性特色等;发展思路的定位是创新。 相似文献
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新课程倡导学习方式的转变。自主、合作、探究学习作为崭新的学习方式在形成过程中受到多方面条件的影响和制约。教师层面主要体现在:教师教学方式的转变,教师对课程内容的拓展,教师教学手段的优化,教学组织形式的多样化。学校层面主要体现在:课程资源的开发,新的课程设置,促进学生发展的评价方式。 相似文献
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三螺旋理论视角下的创业型大学 总被引：1，自引：0，他引：1
在知识经济社会,一个国家的强盛取决于它在政治、经济、科技、教育诸方面的创新。创新的主体——大学、企业与政府（即＂官产学＂）,以经济发展的需求为纽带而联接起来,通过组织层面制度性或结构性的安排,实现三者信息与资源的分享,达到资源的协同运用与效能整合。文章综述了三螺旋理论的产生及其主要内容,对创业型大学在三螺旋模型中的推进器作用进行了阐述,并分析了在不同类型三螺旋模式中创业型大学的作用。 相似文献