委托资产组合管理研究综述

从委托资产组合管理中的最优报酬合同、声誉对管理者的影响及资产定价和一般均衡三个方面综述有关委托资产组合管理的研究现状,剖析该领域的最新发展,并提出至今未解决的问题,进而有针对性地提出需要进一步研究的内容。     

复变量函数的一致可微性

将实变量函数的一致可微性推广到复变量函数中,所得结果与实变量情形既有类似又有差别,并进一步研究了复函数一致可微与其导函数一致连续的关系、有界闭域上解析函数的无穷一致可微性以及函数一致可微可推出其本身一致连续的条件等.     

论低价营销策略与现代市场经济的关系——中国企业出口低价营销策略面临多重阻击的博弈分析

长期以来,国内学界和企业界都认为,价格竞争是市场经济永恒的主题。但市场经济的发展历程表明,早期市场经济以价格竞争为主导的营销模式,已让位于现代市场经济以非价格竞争为主导的营销模式。WTO以反倾销为核心的自我保护规则,只是这种变化趋势的客观反映。由此,本文基于国际社会以反倾销为主的对中国产品出口多重阻击,对我国企业一贯坚持的低价营销策略进行了博弈分析,力图寻求现代市场经济条件下的符合WTO宗旨与规则指导的最优营销与竞争策略。     

Universal supplier selection via multi-dimensional auction mechanisms for two-way competition in oligopoly market of supply chain

Allocation of the tasks in competitive market conditions at each echelon of the supply chain is an important activity in the supply chain. The task allocation problem, referred to as supply chain formation process, normally faces information asymmetry in the supply chain. The information asymmetry is caused by rational and intelligent players trying to maximize their own profit rather than opt for the supply chain profit as a whole. Thus, the process of allocating tasks in such situations becomes difficult and will result in externalities in the supply chain trades. These externalities can be internalized with present methodologies in the literature. In this paper, the major internalization methods in different contexts are considered. Lagrange relaxation and Vickery Clarke Groves (VCG) auction mechanism are explored in order to form a supply chain. This paper proposes the multi-stage auction mechanism analyzing two-way competitions, a Bertrand and Cournot competition where price per unit and quantity are the underlying two parameters in a utility analysis. To analyze the problem in real life, the industry example of Indian Railway Catering and Tourism Corporation Ltd. (IRCTC) procurement process has been taken which demonstrates the usability of the proposed framework.     

一般区间上连续函数的性质

利用已知的闭区间上连续函数的性质,推出了一般区间上连续函数的性质.     

Banach空间的一致极光滑性与平均一致凸性

给出了Ｂａｎａｃｈ空间的很极光滑性、一致极光滑性和平均一致凸Ｂａｎａｃｈ空间之间的关系．     

Do bootstrap confidence procedures behave well uniformly in P?

An important statistical problem is to construct a confidence set for some functional T(P) of some unknown probability distribution P. Typically, this involves approximating the sampling distribution J_n(P) of some pivot based on a sample of size n from P. A bootstrap procedure is to estimate J_n(P) by J_n(&Pcirc;_n), where P?_n is the empirical measure based on a sample of size n from P. Typically, one has that J_n(P) and J_n(P?_n) are close in an appropriate sense. Two questions are addressed in this note. Are J_n(P) and J_n(P?_n) uniformly close as P varies as well? If so, do confidence statements about T(P) possess a corresponding uniformity property? In the case T(P) = P, the answer to the first questions is yes; the answer to the second is no. However, bootstrap confidence statements about T(P) can be made uniform over a restricted, though large, class of P. Similar results apply to other functional T(P).     

关于平均一致凸Banach空间

给出平均一致凸Ｂａｎａｃｈ空间的定义，证明了一致凸Ｂａｎａｃｈ空间是平均一致凸Ｂａｎａｃｈ空间，平均一致凸Ｂａｎａｃｈ空间是自反和弱局部一致凸Ｂａｎａｃｈ空间，并且平均一致凸Ｂａｎａｃｈ空间Ｘ中任意元在Ｘ的闭凸子集中存在唯一的最佳逼近元．     

Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data

Abstract.  In this paper, we consider a semiparametric time-varying coefficients regression model where the influences of some covariates vary non-parametrically with time while the effects of the remaining covariates follow certain parametric functions of time. The weighted least squares type estimators for the unknown parameters of the parametric coefficient functions as well as the estimators for the non-parametric coefficient functions are developed. We show that the kernel smoothing that avoids modelling of the sampling times is asymptotically more efficient than a single nearest neighbour smoothing that depends on the estimation of the sampling model. The asymptotic optimal bandwidth is also derived. A hypothesis testing procedure is proposed to test whether some covariate effects follow certain parametric forms. Simulation studies are conducted to compare the finite sample performances of the kernel neighbourhood smoothing and the single nearest neighbour smoothing and to check the empirical sizes and powers of the proposed testing procedures. An application to a data set from an AIDS clinical trial study is provided for illustration.     

噪声子空间法的宽频段分析

分析了均匀线阵噪声子空间法在宽频段多信号环境下存在的主要问题:不能保证频率和空间方向矩阵的列矢量线性独立、使用方向矢量搜索方法时不能同时正确估计多个信号到达方向两个问题。分析所得结论对于探索利用一维(1—D)方法实现宽频段多信号同时测向具有有益的参考价值,计算机模拟结果证明了本文分析的正确性。