一般信任模式的跨部门差异及其中介机制: 基于2010年中国综合社会调查的研究

本文基于“市场”与“国家再分配”两种不同制度环境的讨论,利用中国综合社会调查2010年的数据,运用倾向值匹配方法处理潜在的选择性误差,考察了不同部门中个体的一般信任水平。结果显示,相比私有部门（外资企业和私营企业）,在公共部门中工作的个体呈现了更高的一般信任水平。进一步的分析表明,政治参与水平和相对剥夺感作为中介于工作部门与一般信任水平之间的解释机制是显著的,在公共部门中工作的个体不仅在态度上对内在政治效能感有更高的认定,而且也能积极参与居委会社区的选举。这些特征极大提升了他们的一般信任水平。此外,公共部门中的个体在社会地位与经济地位上所持有的较低的相对剥夺感也有助于其建立更高的一般信任水平。     

古典所有制形式与古代雅典人的日常生活

古代雅典人始终过着比较简朴的生活 ,这与他们维持了古典所有制形式及相对均等的分配原则密不可分 ,而捐助制度是其保证社会财富不向一端聚集的有效措施。     

亲属体系主轴下的中西方文化比较——以许烺光的中西亲属主轴观为例

文章首先对许烺光的中西亲属体系主轴观进行了分析,然后得出了中西不同的亲属体系主轴反映了中西方文化具有不同的生命观、宗教观、价值观和人格观的结论,最后总结了中西方亲属体系主轴分析对现代中国建构亲属体系的启示.     

股票定价模式及股价分解测度方法研究——基于输入输出转换及相对比较的视角

通过超额收益统计检验研究市场有效性和利用均值-方差投资组合理论间接研究金融资产定价的经典方法与范式正面临尖锐的质疑和挑战.本文从输入输出转换和相对比较的视角对股票定价机制进行了分析,提出了一个涵盖四类定价因素,综合反映股票内在价值和相对价值的定价模式,给出了各组成部分的测度模型.最后,利用9家多重上市公司股票论证了本文提出方法的有效性.     

Variable precision rough set theory and data discretisation: an application to corporate failure prediction

Since the seminal work of Pawlak (International Journal of Information and Computer Science, 11 (1982) 341–356) rough set theory (RST) has evolved into a rule-based decision-making technique. To date, however, relatively little empirical research has been conducted on the efficacy of the rough set approach in the context of business and finance applications. This paper extends previous research by employing a development of RST, namely the variable precision rough sets (VPRS) model, in an experiment to predict between failed and non-failed UK companies. It also utilizes the FUSINTER discretisation method which neglates the influence of an ‘expert’ opinion. The results of the VPRS analysis are compared to those generated by the classical logit and multivariate discriminant analysis, together with more closely related non-parametric decision tree methods. It is concluded that VPRS is a promising addition to existing methods in that it is a practical tool, which generates explicit probabilistic rules from a given information system, with the rules offering the decision maker informative insights into classification problems.     

Quantitative Methods for Environmental Justice Assessment of Transportation

Application of Executive Order 12898 to risk assessment of highway or rail transport of hazardous materials has proven difficult; in general, the location and conditions affecting the propagation of a plume of hazardous material released in a potential accident are unknown. Therefore, analyses have only been possible in a geographically broad or approximate manner. The advent of geographic information systems and development of software enhancements at Sandia National Laboratories have made kilometer-by-kilometer analysis of populations tallied by U.S. Census blocks along entire routes practicable. Tabulations of total or racially/ethnically distinct populations close to a route, its alternatives, or the broader surrounding area, can then be compared and differences evaluated statistically. This article presents methods of comparing populations and their racial/ethnic compositions using simple tabulations, histograms, and chi-square tests for statistical significance of differences found. Two examples of these methods are presented: comparison of two routes and comparison of a route with its surroundings.     

基于股价预测的泛证券投资组合策略

本文基于期望效用最大化和L₁-中位数估计研究了在线投资组合选择问题。与EG（Exponential Gradient）策略仅利用单期价格信息估计价格趋势不同,本文将利用多期价格信息估计价格趋势,以提高在线策略的性能。首先,基于多期价格数据,利用L₁-中位数估计得到预期价格趋势。然后,通过期望效用最大化,提出一个新的具有线型时间复杂度的在线策略,EGLM（Exponential Gradient via L₁-Median）。并通过相对熵函数定义资产权重向量的距离,进而证明了EGLM策略具有泛证券投资组合性质。最后,利用国内外6个证券市场的历史数据进行实证分析,结果表明相较于UP（Universal Portfolio）策略和EG策略,EGLM策略有更好的竞争性能。     

一般竞争战略的逻辑基础重构

在评价波特的竞争战略理论、基本战略理论和相关实证研究科学性的重大缺陷的基础上,尝试建立在新的产业环境中发展竞争战略理论所必需的新的逻辑概念基础,给出了公司所在产业、参照产品和相对溢价的定义,以及成本领先战略和标歧立异战略的定义,修正了两种基本战略相容的经典条件,界定了低成本差异化战略,提出若干假设及推论供分析和实证检验。     

代理证券相对有效性

分析了具有特定的期望收益率向量R与风险因子向量β截面关系的代理证券组合边界,进而研究了代理证券组合边界与有效证券组合边界的差异以及代理证券相对有效度。     

Another look at the robustness of colton's model for comparing two medical treatments

The robustness of an extended version of Colton's decision theoretic model is considered. The extended version includes the losses due to the patients who are not entered in the experiment, but require treatment while the experiment is in progress. Among the topics considered are the effects of risk of using a sample size considerably less than the optimum, use of an incorrect patient horizon, application of a modified loss function, and use of a two point prior distribution. It is shown that the investigated model is robust with respect to all these changes with the exception of the use of the modified prior density.