企业投资风险的度量预测方法和防范策略研究

投资风险是投资活动中实际值达不到期望值的程度。利用期望值、标准差和标准差系数的概念 ,可以度量和预测企业投资项目风险的大小。作者从单个投资项目、二个投资项目和多个投资项目的角度给出了投资风险度量和预测的模型。最后指出企业投资风险的十条防范策略和四条具体措施     

人才供应链培养模式下高职个人投资、收益与风险防范研究

在人才供应链下培养模式下，作为“原材料”的高中生越来越重视高职教育的投资与收益问题，本文通过分析高职教育个人投资与收益，从个人、高职院校、企业和政府四个方面提出了防范高职教育的个人投资风险。     

Inference in Targeted Group‐Sequential Covariate‐Adjusted Randomized Clinical Trials

This article is devoted to the construction and asymptotic study of adaptive, group‐sequential, covariate‐adjusted randomized clinical trials analysed through the prism of the semiparametric methodology of targeted maximum likelihood estimation. We show how to build, as the data accrue group‐sequentially, a sampling design that targets a user‐supplied optimal covariate‐adjusted design. We also show how to carry out sound statistical inference based on such an adaptive sampling scheme (therefore extending some results known in the independent and identically distributed setting only so far), and how group‐sequential testing applies on top of it. The procedure is robust (i.e. consistent even if the working model is mis‐specified). A simulation study confirms the theoretical results and validates the conjecture that the procedure may also be efficient.     

Sequential confidence intervals for the number of cells in a multinomial population

A two-sided sequential confidence interval is suggested for the number of equally probable cells in a given multinomial population with prescribed width and confidence coefficient. We establish large-sample properties of the fixed-width confidence interval procedure using a normal approximation, and some comparisons are made. In addition, a simulation study is carried out in order to investigate the finite sample behaviour of the suggested sequential interval estimation procedure.     

On Calculations Involving the Maximum Cell Frequency

We describe a method of computing the cumulative distribution function of the maximum and minimum cell frequencies in sampling distributions commonly encountered in the analysis of categorical data.The procedure is efficient for exact or approximate calculation in both homogeneous and non-homogeneous cases, is non-recursive, and does not require Dirichlet integrals.Some related statistical problems are also discussed.     

A two-sample parametric group sequential procedure for monitoring clinical trials

A group sequential procedure is presented which allows for staggered entry of patients, random loss to followup, and utilizes the flexible boundary approach of Lan and DeMets. The proposed procedure assumes that response times are nearly exponentially distributed. An example as well as simulation studies comparing the performance of the proposed procedure with the group sequential logrank are also presented.     

联合风险投资的网络特性与价值溢出机理分析

本文建立了存在网络效应与不存在网络效应下的联合风险投资古诺模型,并对两种条件下的均衡投资额以及均衡收益进行了横向和纵向地比较分析,探讨了不同溢出能力参数对联合投资的网络特性以及投资决策和投资收益的关系,提出了是否提供增值服务的两阶段投资决策。     

不确定环境下新技术投资策略模型研究

探讨企业关于可升级换代新技术的投资策略选择问题,建立了基于实物期权方法的投资分析模型,模型有完备的解析解.阐述分析了企业可选择的五种基本投资策略,这些策略充分考虑了隐含的期权价值,可为企业管理者提供有益的决策参考和实践指导.     

基于Vague集和属性综合评价的股票投资价值分析方法

对二级市场上同一行业内的不同股票进行投资价值分析是一个系统综合评价问题。本文从评价指标的选择、单项指标的评价、多项指标的综合评价和属性识别准则四部分来阐述属性测度理论在股票投资价值分析中的应用。特别需要指出的是,股票投资价值评价指标体系的建立和指标权重的确定应用了Vague集的理论和方法。最后,我们应用属性综合评价方法对电子元器件制造业的公司股票进行投资价值分析,结果验证了该方法的实用性和正确性。     

在有效前沿上集中投资回报的分配

基于均值-方差模型对在有效前沿上集中投资回报提出一个既能增加单个投资者的期望回报,又能减少风险的分配方式,而且此种分配使得投资经理可获得正的期望回报。