共查询到20条相似文献，搜索用时 140 毫秒
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王道华 《安徽广播电视大学学报》2006,(3):39-42
讨论了在Markowitz均值-方差模型的基础上引入一种新的投资组合综合模型———风险和效益综合模型,讨论当方差-协方差矩阵正定和半正定时的最优投资组合问题,并利用主成分分析法得到了模型的解析解,从而对于原来的模型作了一定的扩展。 相似文献
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针对投资组合均值-方差模型,引入了Fast-MCD多变量稳健估计方法,稳健估计模型中股票期望收益和协方差矩阵,减小了离群值对投资组合决策的影响,并结合我国证券市场的特点,对沪市A股市场进行了实证分析,得到了证券投资组合的有效前沿. 相似文献
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首先给出一阶移动平均型式的自相关及其扰动项的均值、方差、协方差,并给出扰动项的协方差矩阵,Ω证明Ω是正定矩阵;然后由此推得回归模型Y=Xβ+μ中β的LS估计值■,给出了■的均值、方差,最后给出了σ2的无偏估计量■2及在正态分布的场合下■与■2的分布。 相似文献
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《洛阳师范学院学报》2019,(8):55-58
考虑收益率的不确定性,运用三角模糊数度量了期望收益率.基于三角模糊数的整体GM(1.1)预测模型,定义了在三角模糊数下的可能性均值、可能性方差、可能性协方差以及可能性协方差阵.基于整体GM(1.1)预测模型,建立了投资组合选择模型并利用Lagrange乘法求解模型. 相似文献
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以模糊数的截集为切入点给出一种模糊数可能性均值、可能性方差和可能性协方差的新的定义,并将新定义下的可能性均值作为证券组合投资未来收益率的度量,新定义下的可能性方差作为证券组合投资未来风险的度量,构建基于λ-截集的可能性均值-方差组合投资理论模型。并结合中国证券市场中的具体实例,说明了该模型的合理性和适用性。 相似文献
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文章在研究均值-方差原理下的最优再保险模型的基础上,分析了该模型用方差度量风险的缺陷,进而提出用熵作为风险的一种度量方法,改进了Markowitz的均值-方差模型,建立了均值-方差-熵优化模型. 并通过实证说明了新模型在确定最优自留额时具有很好的可操作性和实用价值. 相似文献
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方差分量模型的随机效应的协方差为单位阵时<线性模型引论>已进行研究.把随机效应的协方差推广为正定阵进行研究.用最小范数二次无偏估计法给出方差分量的估计. 相似文献
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在非对称性GARCH模型及BEKK模型的基础上研究了综合市场对角投资组合战略，通过检验发现基于BEKK模型的投资组合表现优于非对称性GARCH模型的投资组合表现，并且发现GMV投资组合权重对波动模型及协方差矩阵的依赖性。同时也指出了方差在投资组合表现中的重要性远大于协方差。 相似文献
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Rachel Sermier Dessemontet Diane Morin Anne G. Crocker 《International Journal of Disability, Development & Education》2014,61(1):16-26
This study investigates the relations between teachers’ attitudes towards persons with intellectual disability (ID), in-service training on ID, and prior contacts with persons with ID. A sample of Canadian elementary school teachers (N?=?118) completed the Attitudes Toward Intellectual Disability Questionnaire, which measures cognitive, affective and behavioural components of attitudes towards persons with ID. Correlational and multivariate regression analyses were performed. Frequent contacts with persons with ID and experience of including a child with ID increased the likelihood of reporting prior positive contacts with persons with ID. In turn, this was associated with less discomfort towards persons with ID and more willingness towards interactions. In-service training on ID was related to better knowledge of rights and capabilities of persons with ID. Experience of including a child with ID in general education classrooms increased the likelihood to report feeling competent in teaching children with ID, which predicted more willingness to include children with ID. 相似文献
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AbstractThis study has a twofold objective: to analyse and compare the phonological processes in a sample of Spanish children with hearing loss, both with a cochlear implant and with a hearing aid, with a group with normal hearing; and to determine whether there are differences between the participants with a cochlear implant and with a hearing aid in the frequency and nature of the phonological processes. The sample is made up of 168 participants, eight with hearing loss (four with an implant and four with a hearing aid) and 160 with normal hearing. Samples of spontaneous speech were collected and transcribed using the tools from the CHILDES project. For the analysis, the phonological processes paradigm was adopted, evaluating phonological development based on normative error rates. The participants with a hearing loss show slower phonological development in terms of phonological processes, along with atypical processes. Furthermore, the participants with cochlear implants committed more phonological errors than those that wear a hearing aid. The implications of the results are discussed, and it is recommended that auditory stimulation should be done early in children with hearing loss regardless of their technical aid. 相似文献
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新时期共产党员的理想信念就是共产主义理想和中国特色社会主义信念。系统方法为我们开启了一个在新时期加强大学生党员理想信念教育的重要方法。大学生党员理想信念教育,就是要发挥党的组织优势,尊重青年的成长需要,用先进的理论引导青年,用真实的现实促动、感化、激励青年,在平等的基础上沟通青年,用创先争优的举措带动青年,用实践的平台锻炼青年,使教育成为角色互动和持续不断且相互关联的行为。 相似文献
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高职学生有其自身的特点,因此高职德育工作应结合高职学生思想特点,做到理想教育与养成教育结合、专业教育与思想教育结合、专职教育与全员教育结合、规范管理与情感感化结合、重点教育与整体推进结合、外在管理与自我教育结合。 相似文献
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贺方彬 《聊城师范学院学报》2010,(6):37-39
中国特色社会主义是一个内含多重向度的复杂有机整体,需要对之进行多重向度的透视：从社会形态向度看,她表现为科学社会主义;从实践向度看,她表现为中国特色社会主义道路;从理论向度看,她表现为中国特色社会主义理论体系;从理想价值向度看,她表现为中国特色社会主义核心价值体系;从旗帜向度看,她表现为中国特色社会主义伟大旗帜。社会形态、实践形态、理论形态、理想价值形态、旗帜形态构成了中国特色社会主义的基本形态,展现了中国特色社会主义的完整图景,凸显了中国特色社会主义整体结构特质。 相似文献
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This study examined the relationships between interpersonal communication motives and temperament traits. Results indicated that extroversion was positively correlated with pleasure, affection, inclusion, escape, and relaxation and was not correlated with control. Extroversion accounted for the most unique variance in the pleasure and relaxation motives. Neuroticism was positively correlated with inclusion, escape, and control, negatively correlated with pleasure, and not correlated with affection and relaxation. Neuroticism accounted for the most unique variance in the escape motive. Psychoticism was positively correlated with control, negatively correlated with pleasure, affection, inclusion, and relaxation, and uncorrelated with escape. Psychoticism accounted for the most unique variance in the interpersonal motives of affection and inclusion. 相似文献
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本研究主要运用相关分析法及个人访谈法对来源于高职院校三大类学生的归因倾向、学校环境、兴趣水平、焦虑水平、学习策略水平、动机水平、动机行为、自我效能感水平分别与他们的自我效能感水平、兴趣水平作了相关分析。结果发现:三类不同学生归因倾向、学校环境、兴趣水平、焦虑水平、学习策略水平、动机水平、动机行为、自我效能感之间两两相关。对厌学者而言,自我效能与学习策略、动机行为达到非常显著的相关,与兴趣水平达到显著的相关,与学校环境存在不显著的负相关。兴趣水平与焦虑水平、自我效能达到非常显著的相关,与学校环境达到显著相关,与归因存在负相关。对次厌学者而言,自我效能与学习策略达到非常显著的相关,与动机行为达到显著相关,与学校环境、归因倾向呈现低等程度的负相关。乐学类学生的自我效能与动机行为产生了显著的正相关,与学校环境、归因方式产生低度负相关;他们的兴趣水平与动机水平、焦虑水平、自我效能、动机行为产生了中低度相关,与归因、学校环境、学习策略产生了中低程度的负相关。 相似文献
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This study explores the attitudes of future professionals working with students with disabilities towards four exceptionality groups: persons with deafness, with paralysis, with mental retardation (MR) and with delinquent behaviour, and specifically examines how deafness is perceived in comparison with the three other groups. Undergraduate students' (N=177) attitudes towards the four groups were tapped using a semantic differential scale referring to the cognitive, emotional and behavioural components of attitudes. Participants' degree of contact with people with disabilities was also reported. Results indicated that attitudes towards people with deafness were more positive than those towards the other three groups. Attitudes towards persons with paralysis were more positive than towards persons with MR and with delinquent behaviour, except when personality was considered. Emotional reactions and behavioural tendencies towards persons with delinquent behaviour were the most negative. Contact with people with disabilities had significant but low correlations with some aspects of the attitudes towards people with MR and paralysis. In general, the results of this study suggested that deafness was perceived as a physical disability and not as a social phenomenon. They also demonstrated that attitudes towards people with disabilities are a function of the particular disability condition and are multidimensional. 相似文献
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山西省高校教师工作满意度的调查研究 总被引：16，自引：0，他引：16
通过对山西省七所高校281名教师进行的工作满意度的调查研究表明:女性教师要比男性教师的工作满意度要高,但在工作满意度的各个维度上并无显著差异;不同婚姻状况在上级满意度、工作环境满意度、晋升的满意度上存在差异显著。未婚教师整体上要比已婚教师的工作满意程度高。不同年龄段的高校教师在工作满意度的各个维度上差异均显著,尤以30-39岁、40-49岁年龄段的高校教师工作满意度的得分低;不同学历的高校教师在对上级、对工资的满意度上差异显著;不同职称的高校教师在工作满意度的各个维度上差异均为显著,讲师与副教授工作满意度的得分较低;不同工作时间的高校教师在工作本身满意度、上级满意度以及工作环境满意度的维度上存在显著差异,工作时间为11-20年的高校教师各项工作满意度的指标得分均较低。 相似文献