具体表现为运用线性完备变换方法,以贷款组合风险最小为目标函数,以贷款组合期望收益率为约束条件建立模型。
It represent in the model setup with the linear complete transfer and the minimum risk of loans portfolio as the target function and the constraint of earning yield risk value.
参照一篮子期权的几何平均B-S期权定价模型,给出了基于实物期权的多项土地资源储备与开发的算术平均收益的夏普比率优化目标函数。
The objective Sharpe ratio function of land development arithmetic average value portfolio is deduced based on the geometric average B-S model of the basket options in the paper.
本论文建立了水电机组最优检修间隔模型,以机组在寿命期内的收益最大为目标函数,考虑了电力市场的经济因素和水电机组的约束条件。
The paper set up a model of hydro unit maintenance , whose object is the max income in the life period of unit, considering the economic factors of the power market and restrictions of hydro units.
利用单位面积(火用)收益-E_F作为换热器优化设计的目标函数,导出了冷、热流体处在各种基本状态下E_F的表达式。
The exergy gains unit area is proposed for an optimized design of heat exchanger , and its formulae are provided when cold and heat fluid are under the various basic conditions.
利用单位面积(火用)收益-E_F作为换热器优化设计的目标函数,导出了冷、热流体处在各种基本状态下E_F的表达式。
The exergy gains unit area is proposed for an optimized design of heat exchanger , and its formulae are provided when cold and heat fluid are under the various basic conditions.
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