极端情况下对我国股市风险的实证研究

准确地度量风险是对风险进行有效管理的前提也是投资者做出合理的投资决策的基础,然而在极端事件频繁发生的情况下,传统的VaR计算方法难以准确地度量股市风险,极值理论却可以很好地解决这一问题。本文特别关注了由2007年美国"次贷" 危机所引发的全球金融危机爆发时我国股市的风险度量问题,考虑到全球股市间极端事件的联动效应,利用基于极值理论的POT模型对上证综指日收益率的尾部数据直接建模拟合分布,进而计算出风险值VaR和CVaR,通过比较危机前后的风险值,发现随着金融危机的到来,我国股市的风险有了一定程度的释放。     

Assortment Planning for Vertically Differentiated Products

We consider the problem of a retailer managing a category of vertically differentiated products. The retailer has to pay a fixed cost for each product included in the assortment and a variable cost per product sold. Quality levels, fixed, and variable costs are exogenously determined. Customers differ in their valuation of quality and choose the product (if any) that maximizes their utility. First, we consider a setting in which the selling prices are also fixed. We find that the optimal set of products to offer depends on the distribution of customer valuations and might include dominated products, that is, products which are less attractive than at least one other product, on every possible dimension. We develop an efficient algorithm to identify an optimal assortment. Second, we consider a setting in which the retailer also determines the selling prices. We show that in this case the optimal assortment does not include any dominated product and does not vary with the distribution of customer valuations when there is no fixed cost. We develop several efficient algorithms to identify an optimal assortment and optimally price the products. We also test the applicability of our methods with realistic data for two product categories.     

我国实行辩诉交易的依据和限度

辩诉交易是一种具有一定普遍性和实效性的刑事诉讼实践。刑事诉讼中辩诉交易的存在 ,源于辩诉交易具有内在的价值和合理性 ,有其存在的实践依据。我国刑事诉讼中实际存在着辩诉交易 ,不过这种辩诉交易的制度化要素不足。我国的辩诉交易应当规范化及制度化 ,同时鉴于特定的制度背景 ,应注意在立法上为其确立一定的限度 ,以促进辩诉交易良好运作 ,提高刑事诉讼的效率与效益     

中国农业巨灾债券定价模型与实证研究——基于安徽省棉花产量数据

巨灾债券作为一种金融创新产品,可以有效解决保险市场巨灾风险非可保性问题,正逐步被一些国家应用于农业保险领域。本文以安徽省棉花年产量数据为样本,以该地区相对于长期平均趋势产量偏差量为损失指数,设计了一种农业巨灾债券。研究结果表明:通过样条回归与Gaussian核密度估计法,以及产量损失分布与利率风险相结合,可以初步构建中国农业巨灾债券的定价模型并付诸实践。     

唐朝至清朝东北地区人口迁移

移民构成了历史上东北地区人口增长的主体,东北地区人口迁移包括数次战争对人口的掠夺、华北地区逃荒的灾民、到东北地区开垦荒地以谋求生计的关内农民、跟随统治阶级移居东北地区的家仆等。总的看来,历史上东北地区的人口迁移以被迫迁移和强制性迁移为主,较为明显地体现了人口迁移中的距离因素的影响作用。并且人口迁移的意愿、规模等与东北地区丰富的自然资源直接相关。     

人口容量是一个历史范畴——对人口容量范畴的再认识

研究人口容量的范畴归属是研究人口理论的重要基础。站在不同的研究角度上,学者们已对人口容量这个范畴研究出了许多成熟的结论,在此基础上,我们从历史唯物辨证观出发,从人口容量本身和人类发展情况等方面对其作出了论述,提出人口容量是历史范畴的观点。     

国际合作计划生育结合项目效果的定性分析

运用专题组讨论对国际合作计划生育结合项目第六周期的效果进行了定性分析,可见甘肃、山西两省的项目乡镇在寄生虫防治、妇幼保健和计划生育等方面都取得显著成绩。     

“80后”农民工择偶模式研究

本文通过对528份有效调查问卷的统计分析得知:80后农民工由于特殊的成长环境和成长经历,他们在择偶上出现了年龄偏早化、择偶观念逆传统化、婚期选择集中化等趋势。针对这种变化,笔者认为构建科学合理的择偶模式势在必行,政府、家庭、社会和个人应各尽其责,协调合作,帮助他们树立正确的人生观、价值观和择偶观,更好地促进社会主义新农村的建设。     

An analysis of the fertility transition in developing countries]

Most developing countries are in the demographic stage of early mortality, high birth rates and high rates of natural population increase. A characteristic of developing countries is that after World War ii, particularly since the 1960s fertility rates are on the decline, even though they still remain high. The fertility rate of developed countries fell from a 1950 rate of 22.9/1000 to 15/1000 in 1982, a decrease of 34.5%, whereas the fertility rate of developing countries hovered around 43/1000 between 1930-1950, 40.6/1000 during the 1960s and 33/1000 in 1982. Between 1950 and 1982 there was a decrease of 24.8%. But the main reason for this decrease is the decline in the last 20 years of the fertility rates of China and India, whose rates fell 34.9% from 1960-1980. Changes in fertility rates are influenced by the age structure of a country, as seen in the changing age structure of developing countries from 1960-80. For example, an increase in fertility rates was 1 consequence of an increase in the number of fertile women aged 15-45 from 42.6% in 1960 to 44.4% in 1980. Nevertheless, there exists some sort of birth control, whether conscious or subconscious, because the number of births per fertile woman is 3-4 fewer than the 14-15 children a woman can theoretically bear. The reason for changes in fertility rates in developing countries can be traced to marriage and family customs, and even more important, to social and economic factors. For example, Asian, African and Latin American cultures tend to support early marriages. When the fertility rates of developed and developing countries are looked at for a comparable period, then the rate of decrease for developing countries is slower than developed countries. But, if the comparison is made for a transitional period (i.e., industrialization), then the rate of decrease for developing countries is faster than for developed countries. Currently there are 25 developing countries that have attained a fertility rate of 25/1000 or lower, and 52 developing countries with a rate of 35/1000.     

高校思政课灌输性与启发性相统一的价值意蕴、辩证关系及实现路径

坚持灌输性与启发性相统一是新时代高校思想政治理论课改革创新应遵循的基本要求之一.高校思想政治教育就是要通过富于启发性的引导和激发,达到对教育对象进行有效灌输的目的.一方面需要从理论上和学理上继续深入分析灌输性与启发性相统一的科学内涵,另一方面也要立足于思想政治教育的具体实践活动,以学生的"获得感"为目标,做到理论教育与实践教学相统一.