基于价值管理的6 I’s 管理模式: 形成与结构

围绕价值管理, 分析了基于职能管理的管理知识体系存在的问题, 即: 忽视创新; 对企业 效用的存在假设越来越偏离实际, 从而导致对企业组织中激励的认识偏差, 甚至出现目的与手 段的倒置; 对信息的假设和运用有误; 缺乏系统与综合, 忽视整合的作用. 在此基础上, 提出了 以价值管理为核心概念建立管理知识体系的观点, 并建立了相应的6 I’s 管理模式的框架, 分 析了有关要素的内涵.     

Models for Extremal Dependence Derived from Skew‐symmetric Families

Skew‐symmetric families of distributions such as the skew‐normal and skew‐t represent supersets of the normal and t distributions, and they exhibit richer classes of extremal behaviour. By defining a non‐stationary skew‐normal process, which allows the easy handling of positive definite, non‐stationary covariance functions, we derive a new family of max‐stable processes – the extremal skew‐t process. This process is a superset of non‐stationary processes that include the stationary extremal‐t processes. We provide the spectral representation and the resulting angular densities of the extremal skew‐t process and illustrate its practical implementation.     

泛在信息环境下,图书馆信息体系建设实现方案

文章论述了泛在信息环境和泛在图书馆的概念,对泛在信息环境下,图书馆信息体系组成要素、特征和影响因素展开讨论,并就泛在图书馆如何依托网络和移动通信技术构建强大的信息体系和服务平台,提供无缝、动态和互动式的信息资源和服务方式,尝试提出解决方案。     

抵抗与沉醉:穆旦《诗八首》的精神分析

《诗八首》通过现代派“复调化”、“戏剧化”的对话技法,揭示出在对既存秩序抵抗的同时,渴望着对一种“新秩序”的沉醉。继承了鲁迅以来自我拷问的精神主题,也是对穆旦进行精神分析的范本。     

中国人力资本空间分布差异的实证分析

教育是人力资本形成的重要途径,在研究人力资本空间分布差异时分别用中国东、中、西部地区人口的平均受教育年限、人力资本基尼系数、不同学历层次的人口比例和教育投资反映人力资本状况。文中采用1994-2009年的时序数据,分别从人力资本存量、人力资本结构和人力资本投资三个角度,对中国东、中、西部地区人力资本差异进行系统的分析和比较;并就如何缩小区域间人力资本差距协调区域经济发展,促进人力资源丰富的西部地区经济发展给出政策建议。     

期权定价方法综述

介绍了期权定价理论的产生和发展; 然后对期权定价方法及其实证研究进行了较详细的 分类综述, 突出综述了既适用于完全金融市场, 又适用于非完全的金融市场的确定性套利定价 方法、区间定价方法和E2套利定价方法; 最后, 对各种方法的条件和特点进行了讨论和评价.     

基于多元t-分布的外汇期权市场风险非线性VaR度量模型

主要研究当汇率回报呈多元t-分布时,对于外汇期权非线性头寸的VaR(Value at Risk)度量的问题.在推导出多个外汇期权的投资组合的二次近拟的矩母函数表达式基础上,本文使用傅里叶变换、切比雪夫不等式、数值转换计算求出投资组合的VaR的值,并和基于多元正态分布Comish-Fisher模型以及基于Delta-正态模型计算所得的VaR值了进行比较.这种方法克服了厚尾分布的VaR计算的困难.     

Comparisons of the percentage points of distributions with the same first four moments,chosen from eight different systems of frequency curves

Probability integrals and percentage points of univariate distributions from up to eight different families, having common first four moments are compared. Among interesting observations is the remarkable consistency in the standardized upper and lower 5% points over considerable regions of the √β₁, β₂ plane; also the closeness of agreement between the log-normal and non-central t distributions and the Pearson Type VI and Type IV curves respectively.     

The two-sample Winsorized t

This paper extends the single-sample Winsorized t to the case of two independent samples. Statistics are defined for both the cases of equal and unequal population variances. Monte Carlo techniques were used to find the approximate distributions of these statistics as well as to evaluate their performances in comparison to the trimmed t . It was found that as far as the power is concerned, the differences between the Winsorized t and the trimmed t are so small that the choice is immaterial for practical purposes.     

Improved simultaneous confidence intervals for linear contrasts and regression parameters

A well known method for obtaining conservative simultaneous confidence intervals for the K parameters in a linear regression model, or for K linear contrasts, is based on the percentage points of the Studentized maximum modulus distribution. From an inequality due to Sidak, conservative yet uniformly shorter confidence intervals would be possible if the percentage points of a particular form of the multivariate t distribution were available. The purpose of this paper is to provide the required percentage points. For K<8 the resulting confidence intervals can be substantially shorter.