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991.
This contribution investigates the efficiency of water suppliers in rural areas of East and West Germany. A non-radial measure
of input specific allocative inefficiency is used to reduce the distributional dependency with respect to the inefficiency
parameters. It is based on the demand system of a flexible cost function for the variable inputs labour, energy and chemicals
modelled by applying a modified symmetric generalized McFadden functional form. Concavity restrictions, as required by economic
theory, are imposed. The analysis reveals that efforts towards increasing suppliers’ allocative efficiency should focus on
the relatively inefficient usage of the input chemicals. The input specific allocative model specification was found to be
superior to the overall allocative specification.
相似文献
Johannes SauerEmail: |
992.
Measuring performance in the presence of stochastic demand for hospital services: an analysis of Belgian general care hospitals 总被引:1,自引:1,他引:0
Mike Smet 《Journal of Productivity Analysis》2007,27(1):13-29
Since demand for hospital services is subject to substantial variability, the relationship between uncertain demand, excess
capacity, hospital costs and performance should be investigated thoroughly. In this paper a waiting time indicator to proxy
hospital standby capacity is incorporated into a multi-product translog cost function for Belgian general care hospitals.
The indicator is derived from queuing theory and improves on the conventionally used (inverse of the) occupancy rate. The
multi-product stochastic frontier specification allows calculation of cost elasticities and marginal cost of seven hospital
departments, as well as the degree of economies of scale and scope and enables identification of differences in efficiency.
相似文献
Mike SmetEmail: |
993.
This paper studies minimally-supported D-optimal designs for polynomial regression model with logarithmically concave (log-concave) weight functions. Many commonly
used weight functions in the design literature are log-concave. For example,
and exp(−x
2) in Theorem 2.3.2 of Fedorov (Theory of optimal experiments, 1972) are all log-concave. We show that the determinant of information
matrix of minimally-supported design is a log-concave function of ordered support points and the D-optimal design is unique. Therefore, the numerically D-optimal designs can be constructed efficiently by cyclic exchange algorithm. 相似文献
994.
An easy method to construct efficient blocked mixture experiments in the presence of fixed and/or random blocks is presented. The method can be used when qualitative variables are involved in a mixture experiment as well. The resulting designs are
-optimal in the class of minimum support designs. It is illustrated that the minimum support designs are more efficient than orthogonally blocked mixture experiments presented in the literature and only slightly less efficient than -optimal designs. 相似文献
995.
Mariusz Bieniek 《Metrika》2007,65(3):297-309
Let f
*,r
, r ≥ 1, denote the density function of rth uniform generalized order statistics as defined by Kamps (1995) or Cramer and Kamps (2003). We prove the following variation
diminishing property: the number of zeros in (0,1) of any linear combination does not exceed the number of sign changes in the sequence (a
1, . . . ,a
r
). This result is applied to study monotonicity and convexity properties of f
*,r
. 相似文献
996.
Bryan J. Pesta Mary W. Hrivnak Kenneth J. Dunegan 《Employee Responsibilities and Rights Journal》2007,19(1):45-55
Laws addressing harassment at work have evolved considerably since court systems first recognized that (sexual) harassment
is illegal. Now, managers must worry about protected classes other than sex (e.g., race, age, etc.), and the effects of harassment
on bystanders as well as victims (i.e., ambient harassment). Understanding these newer conceptualizations of workplace harassment
is critical for mangers dealing with an increasingly complex array of possible work environments, only some of which are illegal.
Toward this end, we present a taxonomy of eight possible work environments, created by parsing the legal definition of sexual
harassment (i.e., the first-recognized type of hostile work environment). The taxonomy illustrates the evolution of law in
this area, and highlights the multidimensional nature of workplace harassment. Also discussed are potential complications
arising from how a reasonable person and a victim might interpret behavior. Managers using the taxonomy may better assess
whether their work environments have crossed the line, or facilitate movement from less- to more-desirable work environments.
相似文献
Kenneth J. DuneganEmail: |
997.
The optimal asset allocation of the main types of pension funds: a unified framework 总被引:1,自引:0,他引:1
Katarzyna Romaniuk 《The GENEVA Risk and Insurance Review》2007,32(2):113-128
The existing literature deals with the optimal investment strategy of defined benefit (DB) or defined contribution (DC) pension
plans. This article’s objective is to compare the optimal policies of different types of pension plans. This is done by first
defining an original framework, which is based on the distinction between the nature of the guarantee—which can be internal
or external—offered by or to a pension fund. This framework allows to establish links between optimization programs of DC,
DB and targeted money purchase schemes. The case of an internal guarantee appears as a standard portfolio insurer’s problem.
The second kind of guarantee, not analyzed in the literature yet with regard to the resulting optimal policy, is characterized
by the existence of an option in the final wealth definition. Four funds are present in the internal guarantee optimal allocation:
the speculative component, the preference independent guarantee- and contribution-hedge terms and the preference dependent
state variable-hedge fund. The external guarantee program, solved with an original method using the principles of standard
options theory, yields an optimal policy incorporating the delta of the option embodied in the final wealth definition. The
conclusion is that the resulting optimal portfolio policy becomes riskier.
相似文献
Katarzyna RomaniukEmail: |
998.
This paper analyzes long-term comovements between hedge fund strategies and traditional asset classes using multivariate cointegration
methodology. Since cointegrated assets are tied together over the long run, a portfolio consisting of these assets will have
lower long-term volatility. Thus, if the presence of cointegration lowers uncertainty, risk-averse investors should prefer
assets that are cointegrated. Long-term (passive) investors can benefit from the knowledge of cointegrating relationships,
while the built-in error correction mechanism allows active asset managers to anticipate short-run price movements. The empirical
results indicate there is a long-run relationship between specific hedge fund strategies and traditional financial assets.
Thus, the benefits of different hedge fund strategies are much less than suggested by correlation analysis and portfolio optimization.
However, certain strategies combined with specific stock market segments offer portfolio managers adequate diversification
potential, especially in the framework of tactical asset allocation.
相似文献
Dieter G. KaiserEmail: |
999.
Cristiano Antonelli 《Journal of Evolutionary Economics》2007,17(4):451-471
The economics of regulation has articulated the notions of essential facility and mandated interconnection. Their application
to the governance of technological knowledge can be fruitful especially when implemented by the adoption of a compensatory
liability rule and the parallel reduction in the exclusivity of patents. Because knowledge is at the same time an output and
an input in the production of new knowledge, exclusivity, traditionally associated to patents, is the cause of actual knowledge
rationing with major drawbacks in terms of both static and dynamic efficiency. This institutional innovation can improve the
governance of technological knowledge and increase both its rates of dissemination and generation.
相似文献
Cristiano AntonelliEmail: |
1000.
Property rights and information flows: a simulation approach 总被引:1,自引:0,他引:1
With the growth of the information economy, the proportion of knowledge-intensive goods to total goods is constantly increasing.
Lessig (The future of ideas: the fate of the commons in a connected world. Vintage, New York 2001) has argued that IPRs have now become too favourable to existing producers and that their ‘winner-take-all’ characteristics
are constraining the creators of tomorrow. In this paper we look at how variations in IPRs regimes might affect the creation
and social cost of new knowledge in economic systems. Drawing on a conceptual framework, the Information Space or I-Space to explore how the uncontrollable diffusibility of knowledge relates to its degree of structure, we deploy an agent-based
modelling approach to explore the issue of IPRs. We take the ability to control the diffusibility of knowledge as a proxy
measure for an ability to establish property rights in such knowledge. Second, we take the rate of obsolescence of knowledge
as a proxy measure for the degree of turbulence induced by different regimes of technical change. Then we simulate the quantity
and cost to society of new knowledge under different property right regimes.
相似文献
Kyeong Seok HanEmail: |