投资银行市场风险管理的VaR方法研究

风险价值方法(V alue at R isk)是近几年发展起来的用以度量和控制金融风险的计量模型。文章使用V aR模型度量了投资银行证券投资业务中的市场风险,应用上海证券交易所的实际数据,具体计算出上证指数的V aR时间序列,论证了应用该时间序列来评估风险大小的方法,为风险价值法在我国投资银行市场风险管理中的推广应用提供参考。     

城市景观河流生态修复的产出研究及有效性可靠性检验——基于上海城市内河水质改善价值评估的实证分析

意愿价值评估法(CVM)为具有显著外部性的生态环境服务的价值评估提供可能,但只有经过有效性和可靠性检验的CVM成果才能应用于环境公共政策与治理。本文以CVM评价上海市城市景观内河——漕河泾港的生态恢复的产出,在国内经常采用的线形对数模型基础上,加入二值响应的Logit概率模型对受访者社会经济变量进行回归分析,验证本次CVM应用的理论有效性。回归中首次引入反映我国特殊社会结构的户籍变量、收入差距变量两者的交互项,并纳入间接反映环境问题历史成因的居民沿河居住期变量,以验证调查结果与一般经济理论的相容性和与我国特殊社会构成、经济态势以及环境历史成因的吻合性。以预调查和正式调查为试验—复试样本验证了研究结果的可靠性。结果表明:平均支付意愿是160元/(a.户),改善漕河泾水环境的年经济效益至少在6.1×106元。     

中国投资环境评价方法论研究

本文在对投资环境评价现状研究进行简要评述的基础上 ,提出了应根据宏观、中观和微观三个不同层次选择不同指标体系进行评价的基本思路、方法和结果。同时 ,对投资环境的类型划分作了改进 ,并指出应深化微观层次投资环境的系统综合研究。     

Visual FoxPro中通用报表程序的设计与实现

在ＭＩＳ的应用开发中,打印报表的设计和维护占整个应用系统开发工作量的很大 比重,用 Ｖｉｓｕａｌ ＦｏｘＰｒｏ提供的报表设计工具很难满足“中国式报表”的要求．本文深入讨论了 Ｖｉｓｕａｌ ＦｏｘＰｒｏ中通用报表程序的设计思想,技术实现难点及解决办法．     

月度工业生产发展速度指标解读：差异比较与经验启示 ——以OECD国家为例

 正确解读统计指标是准确理解和把握统计数据意义的关键所在。本文从指标的名称、定义、计算方法、空间规定和基础指标获得方式等方面,对OECD国家的工业生产发展速度指标进行了全面解读,以期从中得出经验与启示。     

A lost family-planning regime in eighteenth-century Ceylon

Based on Dutch colonial registers (thombos), this paper reconstructs fertility for two districts in Ceylon, 1756–68. It overcomes challenges in data quality by establishing the outer bounds of plausible estimates in a series of scenarios. Among these, total fertility rates (TFRs) averaged 5.5 in one district, but only 2.7 in the other. These figures exclude the victims of infanticide, a custom noted in European travelogues between about 1660 and 1820. Sex ratios among children differed depending on the number of older siblings, and overall, 27?per cent of girls are missing in one district and 57?per cent in the other. There was little significant variation either in the TFR or the sex ratio by socio-economic status, suggesting that poverty was not a key factor in motivating infanticides. Instead, we argue that at least parts of Ceylon had a forward-looking culture of family planning in the eighteenth century, which was lost in subsequent decades.     

Stress,strain, coping and social support for affected family members attending the National Problem Gambling Clinic,London

Aims were: to compare burden experienced by affected family members (AFMs) attending a problem gambling treatment clinic in London, England with that of AFMs affected by substance problems; to examine socio-demographic correlates of AFM burden; to evaluate change following an intervention designed for AFMs; and to test the assumption of the stress-strain-coping-support (SSCS) model that change in AFM coping is important. AFMs (N = 215) completed a gambling version of the short questionnaire for family members affected by addiction (SQFM-AA) which assesses stressful impact, symptoms of ill health, ways of coping, social support and overall burden. All received a 5-Step Method workbook, based on the SSCS model. The SQFM-AA was repeated three to six months later (n = 96). T-test analyses showed that baseline burden and related variables were comparable to those of family members affected by substance problems, were greater for wives and those living in the same household as the gambling relative, and were significantly reduced at follow-up. Regression modelling indicated the importance, for AFMs’ health, of reduced levels of engaged-emotional coping. Family members affected by gambling, some subgroups especially, experience high levels of burden. They can benefit from a model-based intervention, and coping change may be an important process.     

中国老年人口健康预期寿命延长还是缩短？——基于Sullivan方法的实证研究

随着老年人口数量在总人口中不断增长,中国人口的总体健康水平。特别是老年人的健康预期寿命将会发生新的变化。中国老年人口的健康预期寿命是在增长还是在缩短？老年人口的健康预期寿命在总预期寿命中的比例是在增大还是在缩小？搞清楚这个问题对于我们合理地制定老龄政策至关重要。本文尝试应用国际上最为流行的Sullivan方法回答上述问题。     

Revisiting the gap between stylized and diary estimates of market work time

Previous studies find that workers of longer work weeks report more market hours in stylized measure than in time diary, while those of shorter work weeks report fewer hours. Using data from the American Time Use Survey (ATUS) 2003-2007, this paper attempts to explain this dilemma. I argue that market work time is composed of activity time, committed time, and constrained time. Thus, part of the difference found between the two estimates is due to the calculation of the diary estimate. I also argue that the wording of the stylized question is consequential. Some stylized questions (e.g., How many hours per week do you usually work?) might capture the mode, instead of the mean, of work time. Thus, when the distribution of work time is skewed, the mismatch between the two estimates is expected. A sequence-based identification for diary estimate and a non-parametric adjustment for stylized estimate are proposed and empirically examined. The result indicates that both methods significantly reduce the observed gap between the two estimates. I discuss the implications for future time use survey design in the concluding section.     

从地理决定论到结构主义:地缘政治研究方法的变迁

地缘政治学以人与环境之间的关系为分析基础,为人类重新认识自然环境提供了崭新的视角。随着全球化的发展、科学技术的进步、全球信息社会的初步形成,结构主义取代地理决定论将成为地缘政治研究的主要方法。