突发公共事件后中国民众的后继风险决策——国家自然科学基金特优项目(70671099)回溯

国家自然科学基金面上项目"突发公共事件后中国民众的后继风险决策"由国家自然科学基金委员会管理科学部于2007年1月立项,于2009年12月完成,并于2012年在国家自然科学基金委员会管理科学部组织的结题项目绩效评估会上被评为"特优"。通过对项目研究的科学问题和创新性的分析,全面介绍了项目研究的内容和进展,回顾了项目研究所得出的重要科学成果,并对该项目的学术价值、成果应用以及所发表研究论文情况进行了介绍。     

管理科学部2008年度基金项目绩效评估分析

2008年国家自然科学基金委员会管理科学部对277个资助项目进行了绩效评估.评估结果显示,管理科学部资助项目完成质量持续提高,青年科研工作者在科学基金项目研究中发挥的作用日益明显.另外,在对不同类型项目、不同学科项目和不同依托单位项目的评估结果进行分析的基础上,针对其中的不足,结合管理科学部近年来项目受理与资助中的新变化,提出了改进建议.     

国家自然科学基金委员会管理科学部资助项目评估研究

国家自然科学基金委员会管理科学部自1998年起对1992~2003年(见P7表3)后资助的已结题面上项目进行全面的绩效评估。对项目的绩效评估结果进行了初步分析,结论是管理科学部开展项目的评估效果是好的,同时总结了评估中存在的问题,提出了今后改进与完善评估工作的若干建议。     

关于国家自然科学基金管理科学部资助项目后评估的研究

国家自然科学基金委员会管理科学部自1998年以来对所资助的面上项目（1992年以来批准的项目）在结题后进行后评估。本文在概述了后评估及其指标体系和运作实践之后，对10年资助项目的后评估的结果进行了分析研究。     

“中国公司治理及其评价研究”重点项目中期检查暨公司治理学术研讨会在南开大学召开

2008年5月24日,由国家自然科学基金委管理科学部主办、南开大学商学院承办的"‘中国公司治理及其评价研究’重点项目中期检查暨公司治理学术研讨会"在南开大学召开,来自国家自然科学基金委员会管理科学部的领导和专家、国内公司治理研究专家及南开大学公司治理研     

“中国实践管理”相关研究热点分析

通过对国家自然科学基金委员会管理科学部认定的30种重要期刊2001～2011年发表的有关"中国实践管理"的研究成果的分析,总结了中国管理实践研究现状及热点问题。基于此,对中国管理学研究未来发展进行了思考与展望。     

2012“中国·实践·管理”论坛征文通知(第一轮)

"中国·实践·管理"论坛是专注并深入中国实践的管理学者的学术交流平台,其旨在检阅落实国家自然科学基金委员会管理科学部"直面中国管理实践"方针之成果,探讨落实"直面中国管理实践"方针之重大问题,深入推动中国管理实     

2013′“中国·实践·管理”论坛征稿通知(第一轮)

"中国.实践.管理"论坛是专注并深入中国实践的管理学者的学术交流平台,旨在检阅落实国家自然科学基金委员会管理科学部"直面中国管理实践"方针之成果,探讨落实"直面中国管理实践"方针之重大问题,深入推动中国管理实践之     

管理科学与工程学科基金项目资助和SCI论文发表情况分析

系统地统计了2003～2008年国家自然科学基金委员会管理科学部管理科学与工程学科面上项目和青年项目受资助的总体情况,分析了各个子学科类别的资助状况和发表SCI论文情况,同时分析比较了国家"十一五"与"十五"期间的资助项目情况和发表SCI论文数量情况,找出其中存在的问题并对其原因进行了分析.最后,依据国家自然科学基金"十一五"发展战略,提出今后国家自然科学基金资助策略和建议.     

2013’“中国·实践·管理”论坛征稿通知

"中国·实践·管理"论坛是专注并深入中国实践的管理学者的学术交流平台,旨在检阅落实国家自然科学基金委员会管理科学部"直面中国管理实践"方针之成果,探讨落实"直面中国管理实践"方针之重大问题,深入推动中国管理实践之科学发展,不断探索具有本土特色之创新研究成果。     

Equity, Efficiency, Uncertainty, and the Mitigation of Global Climate Change

Policies to mitigate potential damages from global climate change impose costs on the current generation to provide benefits to future generations. This article examines how comparisons among three stylized policies-business-as-usual, mitigation of climate change, and compensation for climate damages-depend on social preferences with respect to risk and intertemporal equity. Also examined is the opportunity-cost criterion, which asserts that mitigation should not be chosen if its net present value is smaller than that of business-as-usual. Analysis reveals that the discount factor used to evaluate whether mitigation satisfies this criterion depends on preferences regarding risk and intertemporal inequality of consumption, and on the risk of the compensation policy. Risk aversion favors mitigation over business-as-usual. If society is neutral to inequality, risk aversion disfavors compensation, but if society is inequality averse, the effect of risk aversion on preferences between compensation and business-as-usual is ambiguous. Inequality aversion tends to favor business-as-usual over both alternative policies provided that, roughly speaking, the anticipated future improvements in welfare exceed the anticipated climate damages.     

供应链风险管理中的几个重要问题

供应链风险管理是供应链管理领域一个新的热点研究方向,吸引了来自于运作管理、财务管理和战略管理等领域的研究人员和企业管理人员的极大关注.文章对有关供应链风险管理定量分析的一些主要工作进行评述,并讨论这一领域的几个重要研究方向,希望引起国内学术界的重视.     

基于“不公厌恶”与“风险厌恶”的经理人持股激励契约

传统代理人激励模型建立在参与人自利性假设基础之上,本文引入"不公厌恶"和"风险厌恶"因素,由浅入深地研究激励因素、风险厌恶和不公厌恶三者对经理人最优持股契约的影响。发现经理人的风险厌恶倾向导致其减低持股比例,激励因素倾向于使经理人增加持股比例,而不公厌恶使得经理人持股比例在1/2左右。当经理人努力是不可缔约的且经理人是不公厌恶和风险厌恶时,为激励经理人进行智力投资,必须赋予其一定比例的股权,使委托人与代理人利益趋于一致,以降低由经理人不公厌恶产生的效用损失,进而降低委托代理成本。     

On the Size Distribution of Macroeconomic Disasters

The coefficient of relative risk aversion is a key parameter for analyses of behavior toward risk, but good estimates of this parameter do not exist. A promising place for reliable estimation is rare macroeconomic disasters, which have a major influence on the equity premium. The premium depends on the probability and size distribution of disasters, gauged by proportionate declines in per capita consumption or gross domestic product. Long‐term national‐accounts data for 36 countries provide a large sample of disasters of magnitude 10% or more. A power‐law density provides a good fit to the size distribution, and the upper‐tail exponent, α, is estimated to be around 4. A higher α signifies a thinner tail and, therefore, a lower equity premium, whereas a higher coefficient of relative risk aversion, γ, implies a higher premium. The premium is finite if α > γ. The observed premium of 5% generates an estimated γ close to 3, with a 95% confidence interval of 2 to 4. The results are robust to uncertainty about the values of the disaster probability and the equity premium, and can accommodate seemingly paradoxical situations in which the equity premium may appear to be infinite.     

Probability Size Matters: The Effect of Foreground-Only versus Foreground+Background Graphs on Risk Aversion Diminishes with Larger Probabilities

Graphs are increasingly recommended for improving decision-making and promoting risk-avoidant behaviors. Graphs that depict only the number of people affected by a risk (“foreground-only” displays) tend to increase perceived risk and risk aversion (e.g., willingness to get vaccinated), as compared to graphs that also depict the number of people at risk for harm (“foreground+background” displays). However, previous research examining these “foreground-only effects” has focused on relatively low-probability risks (<10%), limiting generalizability to communications about larger risks. In two experiments, we systematically investigated the moderating role of probability size on foreground-only effects, using a wide range of probability sizes (from 0.1% to 40%). Additionally, we examined the moderating role of the size of the risk reduction, that is, the extent to which a protective behavior reduces the risk. Across both experiments, foreground-only effects on perceived risk and risk aversion were weaker for larger probabilities. Experiment 2 also revealed that foreground-only effects were weaker for smaller risk reductions, while foreground-only displays decreased understanding of absolute risk magnitudes independently of probability size. These findings suggest that the greater effectiveness of foreground-only versus foreground+background displays for increasing perceived risk and risk aversion diminishes with larger probability sizes and smaller risk reductions. Moreover, if the goal is to promote understanding of absolute risk magnitudes, foreground+background displays should be used rather than foreground-only displays regardless of probability size. Our findings also help to refine and extend existing theoretical accounts of foreground-only effects to situations involving a wide range of probability sizes.     

Evaluation of Two Approaches to Defining Extinction Risk under the U.S. Endangered Species Act

The predominant definition of extinction risk in conservation biology involves evaluating the cumulative distribution function (CDF) of extinction time at a particular point (the “time horizon”). Using the principles of decision theory, this article develops an alternative definition of extinction risk as the expected loss (EL) to society resulting from eventual extinction of a species. Distinct roles are identified for time preference and risk aversion. Ranges of tentative values for the parameters of the two approaches are proposed, and the performances of the two approaches are compared and contrasted for a small set of real‐world species with published extinction time distributions and a large set of hypothetical extinction time distributions. Potential issues with each approach are evaluated, and the EL approach is recommended as the better of the two. The CDF approach suffers from the fact that extinctions that occur at any time before the specified time horizon are weighted equally, while extinctions that occur beyond the specified time horizon receive no weight at all. It also suffers from the fact that the time horizon does not correspond to any natural phenomenon, and so is impossible to specify nonarbitrarily; yet the results can depend critically on the specified value. In contrast, the EL approach has the advantage of weighting extinction time continuously, with no artificial time horizon, and the parameters of the approach (the rates of time preference and risk aversion) do correspond to natural phenomena, and so can be specified nonarbitrarily.     

Peer Effects in Risk Aversion

We estimate peer effects in risk attitudes in a sample of high school students. Relative risk aversion is elicited from surveys administered at school. Identification of peer effects is based on parents not being able to choose the class within the school of their choice, and on the use of instrumental variables conditional on school‐grade fixed effects. We find a significant and quantitatively large impact of peers’ risk attitudes on a male individual's coefficient of risk aversion. Specifically, a one standard deviation increase in the group's coefficient of risk aversion increases an individual's risk aversion by 43%. Our findings shed light on the origin and stability of risk attitudes and, more generally, on the determinants of economic preferences.     

The Value of a Statistical Life for Risk‐Averse and Risk‐Seeking Individuals

This article estimates the value of a statistical life (VSL) for Chile under the hedonic wage method while accounting for individual risk preferences. Two alternative measures of risk aversion are used. First, risk aversion is directly measured using survey measures of preferences over hypothetical gambles, and second, over observed individual behaviors that may proxy for risk preferences, such as smoking status, are used. I reconcile the results with a theoretical model of economic behavior that predicts how the wage‐risk tradeoff changes as risk aversion differs across individuals. The VSL estimates range between 0.61 and 8.68 million dollars. The results using smoking behavior as a proxy for risk attitudes are consistent with previous findings. However, directly measuring risk aversion corrects the wage‐risk tradeoff estimation bias in the opposite direction. The results are robust to other observed measures of risk aversion such as drinking behavior and stock investments. Results suggest that, consistent with the literature that connects smoking behavior with labor market outcomes, smoking status could be capturing poor health productivity effect in addition to purely risk preferences.     

Eliciting Risk and Time Preferences

We design experiments to jointly elicit risk and time preferences for the adult Danish population. Since subjects are generally risk averse, we find that joint elicitation provides estimates of discount rates that are significantly lower than those found in previous studies and more in line with what would be considered as a priori reasonable rates. The statistical specification relies on a theoretical framework that involves a latent trade‐off between long‐run optimization and short‐run temptation. Estimation of this specification is undertaken using structural, maximum likelihood methods. Our main results based on exponential discounting are robust to alternative specifications such as hyperbolic discounting. These results have direct implications for attempts to elicit time preferences, as well as debates over the appropriate domain of the utility function when characterizing risk aversion and time consistency.     

感知的创业激情、 信任与员工创新行为关系研究

实践中, 制造商可通过商业保险策略降低因零部件质量问题造成的经济损失.然而, 商业保险购买成本较高且可能导致供应商轻视质量问题, 放弃质量改进.为此, 本文基于完全信息下单周期两级供应链的采购合约决策模型, 研究制造商如何利用商业保险管理供应链质量风险的问题.通过比较研究, 找出商业保险策略的实施条件, 并给出最优采购合约及商业保险策略.研究结果表明: (1) 当供应商的企业规模较小、抗风险能力较低时, 商业保险策略可完全消除风险承受能力对双方交易的制约, 促进双方达成交易; (2) 当供应商的企业规模较大、抗风险能力较高时, 制造商可利用商业保险策略降低零部件采购价格, 提高期望利润; (3) 在商业保险策略下, 制造商的最优商业保险策略是全额投保; (4) 商业保险的实施不一定造成零部件质量水平的下降.当质量成本或供应商的风险承受能力较低时, 商业保险策略与质量改进之间具有互补效应.当风险承受能力和质量成本均比较高时, 商业保险策略与质量改进之间具有替代效应.