增强Linux系统安全性的措施

L inux系统的安全取决于系统管理员如何来管理它。本文探讨了一系列可以增强安全性的技巧与策略 ,包括 :系统安装原则、BIOS安全、口令安全策略、设计帐户自动注销功能、文件系统和日志安全策略、使用 SSH及 TCP-WRAPPERS,隐藏系统信息、删除所有特殊帐户、关闭控制台程序、限制系统中的 SUID/ SGID程序等。本文最后向 L inux系统管理员提出了一些安全管理方面的建议     

Generalized Hyperbolic Diffusion Processes with Applications in Finance

A special class of diffusion processes, the generalized hyperbolic diffusion processes, is introduced. As a byproduct we present a technique for the construction of one-dimensional ergodic diffusion processes with a predetermined stationary density. We specifically study the application of this new type of diffusion process to financial data, especially U.S. stock prices. It is seen that in addition to confirming stylized features of the financial market, a key explanation concerning "thick-"tailed log returns is provided.     

基于财务数据的农业股票投资价值研究

在农业板块股票市场中,采用灰色关联度法找出与股票价格相关联的财务指标,并分别建立了对数线性模型与截面数据回归模型检验了每股净资产对股票价格的基础作用。研究结果表明：股票价格与业绩关联性显著,公司财务因素对于股价有着极强的解释能力,每股净资产是股票价格的价值基础。     

东北红松阔叶混交林的特点及其分布规律

红松阔叶混交林在东北东部山区分布极为广泛，是该地区水平地带性和垂直地带性森林；将东北红松阔叶混文林分为3部分：典型阔叶红松混交林，河岸、河谷阶地阔叶红松混交林和山脊、陡坡阔叶红松混交林；介绍了红松阔叶温交林组成、分布规律及其地势的特点。     

Accounting Ratios and the Cross‐section of Expected Stock Returns

Under clean‐surplus accounting, the log return on a stock can be decomposed into a linear function of the contemporaneous log return on equity, the contemporaneous log dividend–price ratio (if the stock pays a dividend), and both the contemporaneous and lagged values of the log book‐to‐market equity ratio. This paper studies the implications of this decomposition for the cross‐section of conditional expected stock returns. The empirical analysis reveals that the log accounting ratios capture cross‐sectional variation in both the conditional mean and conditional variance of log stock returns, which is consistent with the decomposition. It also brings fresh insights to the relation between firm size (market equity) and conditional expected stock returns. The evidence indicates that the conditional median return increases with firm size, while the conditional return skewness decreases with firm size. Empirically, the skewness effect outweighs the median effect, leading to the well‐documented inverse relation between size and average returns. The results of out‐of‐sample tests suggest that investors could use the information provided by the observed values of the log accounting ratios to formulate more effective portfolio strategies.