基于状态空间模型的动态基金业绩评价研究

本文在基金整体业绩评价研究领域对以往经典基金业绩评价指标詹森alpha指数以及基金资产投资的系统风险指标beta的估计方法进行了修正和改良。以往的詹森指数和beta值的估计是将其视为常系数,然而实际中基金的詹森指数和系统风险beta具备时变性。在对常系数下詹森alpha和系统风险beta值的分解式中,本文证明了传统估计值由詹森alpha和系统风险beta的期望值与一系列协方差项组成。随后本文构建了反映动态指标变化的SSM模型,并利用Particle EM算法来估计动态詹森alpha和系统风险beta在各期的估计值,并以此来计算基金在评价时期内平均詹森指数水平和系统风险水平。此外由于获取了各期的系统风险beta,根据择时能力的定义本文构建了反映基金在时期内的择时能力指标。     

中美在南海问题上的外交博弈及其路径选择

中美围绕南海问题的较量类似"囚徒困境"博弈。由于利益冲突、缺乏互信以及联盟因素,中美在南海问题上的合作出现困境。如果上述问题得不到解决,该博弈就有可能转化为"谁是懦夫"博弈。南海问题的前景不容乐观。要解决中美南海博弈的外交困境,需要采取有效措施建立互信,并进行利益协调。     

中唐贤相杨绾墓志发微

为研究杨绾其人,采用文献分析法,分析《杨绾墓志》等墓志志文和考释相关文献,对杨绾的为官经历、品行与修养、葬地少陵原、唐代科举存废之争等进行研究。研究认为,《杨绾墓志》较为详细地记载了这位中唐贤相的家族世系、生平宦迹、婚姻、卒葬以及品行修养等方面的情况;杨绾、贾至等提出贡举之弊,主张置孝廉科、力田科等,引发时人在思想观念上趋向以致用之学取士,中唐制科出现向儒学化靠拢的变化;杨绾清廉俭朴、淡泊名利的思想境界和价值观,在朝臣中起到了榜样和导向的作用;墓志中有部分内容与新、旧《唐书》等相关史料记载一致,还有包括杨绾的出生时间为唐玄宗开元六年(718年)等许多内容能够补传统文献记载之缺, 杨绾兴廉察孝的主张也为解决这一时期中唐科举存废之争问题提供了线索,这些墓志志文多处可与文献互证,对于中唐史事的研究多有裨益。     

关联理论交际观视阈下的英语课堂非言语交际研究

关联理论是近年来给语用学界带来较大影响的认知语用理论。本文从关联理论交际观的角度,以体态语、副语言、客体语和环境语为例,分析论证了英语课堂中非言语行为交际成功的认知前提,以提醒教师培养学生对目的语思维的认知。     

Recuerdos de Nuestro Pasado

Following is an interview with Erin Segal, group worker and coauthor of Recuerdos de Nuestro Pasado (Memories of our Past), a multivocal memoir about growing up in El Salvador and growing old in Washington DC, which emerged from a storytelling group at Mary’s Center’s Bernice Fonteneau Senior Wellness Center. The group members and coauthors are Angela Celaya, Sergio Guzmán, Jose Lovos, and Gloria Revelo. Using alternating English-language stanzas, the book expresses the life stories of four senior citizens and includes the images of their photographs and objects as well as illustrations by the book designer Julie Cho. Segal and Cho are cofounders of Thick Press. All profit from this book will go to St. Jude Children’s Hospital.     

Dilemmas in Creating an Intern/Field Instructor Supervision Group in a School Setting: Thoughts on Role and Authority

ABSTRACT

Being guests in a host system, a school-based health program (SBHP), presents social workers with complex challenges that underscores the need for regular, supportive supervision. Group supervision is especially useful in bridging this gap, reducing isolation, and uniting a social work team dispersed across four different schools. This article reports on efforts to strengthen a social work component in a four-unit SBHP through the creation of a bi-weekly supervision group. Due to the hierarchical mixed membership of field instructors, interns and program administrator, this group addressed challenges and opportunities around role, authority, and power dynamics.     

The Do-It-Yourself (DIY) Movement and Young People with Serious Physical Illnesses Who Support Building Communities of Care

In 2011–2012, a qualitative exploratory pilot study was conducted to examine the experiences of immigrant Mexican women using a culturally specific domestic violence intervention model curriculum in a Midwestern state. Using a psychoeducational group format, 20 immigrant Mexican women participated in two 11-week groups over a 9-month period at a community-based health clinic. Findings indicated immigrant Mexican women examined current relationships, dating, and domestic violence dynamics in group settings and reported changes in self-esteem within their own culture. Implications for social workers include learning how they can use culturally competent curriculums and programs in group formats.     

Citizenship Consciousness,Nonbounded Solidarity,and Social Justice

This article analyzes the concepts of bounded and nonbounded solidarity. It first reviews some fundamental propositions from the sociological literature and then looks at Amnesty International's conception of solidarity. A third part discusses solidarity as it applies to social work with groups. The conclusion raises five questions social workers need to address to make social justice a standard part of social group work theory and practice.     

“帝王作家”的人文情怀——二月河历史小说论

本文阐述了二月河作品的人文情怀:指出了他的人文情怀首先摆脱了狭隘的阶级论、汉族中心的观念,对历史的评价更显人性化;其次在人物形象的塑造上,突出了人性内涵,表现出了人文精神;第三他怀着对我国传统文化的钟爱与敬仰之情,对古典文化进行了尽情展示;第四他"关注弱势人群的心理渴望与需求企盼",寄托了现实中日益远去的人文关怀。