均值绝对偏差资产组合选择模型的算法

对均值绝对偏差模型进行了简化,并利用一种旋转算法求解。这种算法比单纯形算法的计算简便,且计算量更小。利用上海和深圳股市1 072支股票70期周末收盘价所作的实验结果表明,对于资产无上界限制的模型,计算20个不同最优投资组合需要1 274次旋转运算,上界为10%时需要1 570次旋转运算,每 次旋转运算约需1 14171次加法和乘法运算。     

国有企业经营者选拔中的难题及解决思路

民营企业的创业过程与企业家形成过程是统一的,而国有企业往往是先有企业后有经营者的。从理论和实践上看,国有企业经营者选拔中存在诸多难题,它体现在风险承担的不对称、信息缺陷严重、选拔标准在实践中扭曲、经营者身份的准官员化、能力信号显示与专用性知识投资之间的突出矛盾上。如果不能很好地解决这些问题,任何意义上的国有企业改革都不可能取得实效。为此,要通过对国企准确定位,区分不同类型的经营者,政府主动"淡出"选拔过程与相机干预相结合,发挥机构投资者的作用及发展完善的经理市场来加以优化。     

从战略高度切实加强对领导干部的主动监督

本文主要观点是:建立选拔任用干部的监督机制是我国目前亟需解决的重要问题,它关系到是否能将有中国特色的社会主义事业不断推向前关键不是出了问题以后的解决方法,而是要加强对干部的主动监督,防止干部腐败变质.千秋大业在于用人,在选拔干部时应遵循已制定的科学规范,并从几方面加强监督,在工作中不断完善监督机制,同时要强调对干部的教育培训,并将其作为实施监督的基础性工作.     

SHOULD WE ESTIMATE THE PROBABILITY OF CORRECT SELECTION?

Various authors, given k location parameters, have considered lower confidence bounds on (standardized) dserences between the largest and each of the other k - 1 parameters. They have then used these bounds to put lower confidence bounds on the probability of correct selection (PCS) in the same experiment (as was used for finding the lower bounds on differences). It is pointed out that this is an inappropriate inference procedure. Moreover, if the PCS refers to some later experiment it is shown that if a non-trivial confidence bound is possible then it is already possible to conclude, with greater confidence, that correct selection has occurred in the first experiment. The short answer to the question in the title is therefore ‘No’, but this should be qualified in the case of a Bayesian analysis.     

中国民事诉讼费用负担制度的法经济学思考

当事人之间诉讼费用负担和国家对审判成本负担的划分影响着当事人诉讼行为的选择。目前中国民事诉讼费用负担制度存在着制度供给不足、缺少救济措施、权利分布不均衡和国家承担公共成本太低等问题,因此健全中国民事诉讼费用负担制度,制定可行的救济措施,并对民事诉讼费用负担判决实行监督,实施法院独立预算等措施,才是解决民事诉讼费用负担问题的根本途径。     

An alternative to model selection in ordinary regression

The weaknesses of established model selection procedures based on hypothesis testing and similar criteria are discussed and an alternative based on synthetic (composite) estimation is proposed. It is developed for the problem of prediction in ordinary regression and its properties are explored by simulations for the simple regression. Extensions to a general setting are described and an example with multiple regression is analysed. Arguments are presented against using a selected model for any inferences.     

企业营销渠道变化与新型营销模式构建

本文分析了营销渠道定义、渠道成员的职能和渠道管理的重点 ,对企业营销渠道的变迁进行了回顾和研究 ,全面论述了当今营销渠道的发展趋势。在此基础上 ,对中国企业营销渠道的构建提出了自己的见解。     

论跨国公司以消费者为中心的分销渠道的构建

跨国公司要在我国市场取得成功，必须更加着重于开发针对我国“大众市场”的战略，而减少对竞争激烈、市场趋于饱和的顶级城市的关注。跨国公司构建以消费者为中心的分销渠道应与消费者保持零距离接触，向终端市场靠拢，实现分销渠道扁平化，有利于与同一个市场上优势明显的本地公司进行有效竞争。从消费者的需求出发，实现本土化经营，以便更好地了解以及服务当地客户，提高客户的满意度。     

关系营销视角下的渠道冲突机理与规避研究

分销渠道畅通与否，直接影响企业在市场上的竞争能力和经营业绩。因此，正视分销渠道管理中的矛盾冲突，深入分析其特点及产生机制并对症下药，对企业的经营具有重要意义。本文另辟蹊径，从关系营销的视角对其进行了深入的研究。     

Improved model selection criteria for SETAR time series models

The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection criteria proposed by Hurvich et al. (1990. Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Biometrika 77, 709–719) for autoregressive models. Second, we provide some highlights on the better performance of this modified criteria. Third, we extend the modification introduced by these authors to model selection criteria commonly used in the class of self-exciting threshold autoregressive (SETAR) time series models. We show the improvements of the modified criteria in their finite sample performance. In particular, for small and medium sample size the frequency of selecting the true model improves for the consistent criteria and the root mean square error (RMSE) of prediction improves for the efficient criteria. These results are illustrated via simulation with SETAR models in which we assume that the threshold and the parameters are unknown.