试析棉纺企业供应链采购成本

本文通过透视我国棉纺行业现状,在进一步分析棉纺企业供应链采购成本影响因素的基础上提出了控制供应链采购成本的几点可行性建议。     

一体化供应链组合战略的构建

随着供应链之间竞争的加剧,单一地采用精细思想和敏捷思想设计供应链已经不能满足客户的要求。只有合理地运用精细思想和敏捷思想的组合战略,才能使供应链能够同时达到满足终端顾客的产品可获性和有能力购买性的双重需求。同时,使用模块化设计能够降低供应链组合策略的复杂性,增强供应链的适用性和通用性,使供应链结构变得简单化。     

北京市未来人口发展趋势预测——利用多状态模型对未来人口、人力资本和城市化水平的预测分析

利用PDE模型,以2000年人口普查数据为预测的基础数据和相关参数设计的主要依据,对北京市2000-2030年人口变化的规模、年龄结构进行了预测;结合人口迁移和教育发展,预测了北京市人力资本的变化。比较了在不同生育率和迁移方案下,北京市人口增长、老龄化和人力资本的变化,根据预测结果对北京市人口和城市规划提出了政策建议。     

HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS

The short‐time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In this work, a novel second‐order approximation for at‐the‐money (ATM) option prices is derived for a large class of exponential Lévy models with or without Brownian component. The results hereafter shed new light on the connection between both the volatility of the continuous component and the jump parameters and the behavior of ATM option prices near expiration. In the presence of a Brownian component, the second‐order term, in time‐t, is of the form , with d₂ only depending on Y, the degree of jump activity, on σ, the volatility of the continuous component, and on an additional parameter controlling the intensity of the “small” jumps (regardless of their signs). This extends the well‐known result that the leading first‐order term is . In contrast, under a pure‐jump model, the dependence on Y and on the separate intensities of negative and positive small jumps are already reflected in the leading term, which is of the form . The second‐order term is shown to be of the form and, therefore, its order of decay turns out to be independent of Y. The asymptotic behavior of the corresponding Black–Scholes implied volatilities is also addressed. Our method of proof is based on an integral representation of the option price involving the tail probability of the log‐return process under the share measure and a suitable change of probability measure under which the pure‐jump component of the log‐return process becomes a Y‐stable process. Our approach is sufficiently general to cover a wide class of Lévy processes, which satisfy the latter property and whose Lévy density can be closely approximated by a stable density near the origin. Our numerical results show that the first‐order term typically exhibits rather poor performance and that the second‐order term can significantly improve the approximation's accuracy, particularly in the absence of a Brownian component.     

北京市老龄产业发展现状、问题与对策研究

面分析了北京市老龄产业发展的现状 ,探讨了老龄产业发展存在的问题 ,提出了相关的政策建议     

价格听证会的效率分析--以中国首次铁路客运价格听证会为例

一、引言 价格听证制度最早出现在美国,经过50多年的发展,该制度已经成熟.我国的价格听证制度体现于<价格法>第23条:"制定关系群众切身利益的公用事业价格、公益性服务价格、自然垄断经营①的商品价格等政府指导价及政府定价,应当建立听证会制度,由政府价格主管部门主持,征求消费者、经营者和有关方面的意见,论证其必要性、可行性."2001年出台的<政府价格决策听证暂行办法>规定了听证会的具体程序.     

What＇s Lacking at China＇s Auto Shows？

Do we really need so many shows？ What is lacking in these auto exhibitions？ Will these shows keep pace with the growing demand？ It＇s really high time for us to think about these questions.[第一段]     

利率变动周期与商业银行绩效的实证研究

利率风险的计量、评估、监控是银行市场风险管理的重要内容。科学分析利率波动与银行收益之间关系,进而了解银行资产负债期限特征及利率风险管理水平,对实现我国商业银行资产负债管理科学决策,提升利率风险管理水平意义重大。本文采用Flannery的部分调整模型对我国上市银行的利率风险管理进行长时间窗口实证分析,结果表明:样本银行呈“借短贷长”的资产负债期限特征,利率变动期内其资产负债管理并未为银行带来实质收益,利率风险管理水平有待提高。     

环境产品贸易自由化对进口国的效应分析

实施环境产品贸易自由化可以实现贸易与环境双赢,但一些国家出于顾虑使得环境产品贸易自由化进展缓慢。深入研究环境产品贸易自由化对进口国的效应十分必要。笔者试图通过建立环境产品贸易模型详细分析环境产品贸易自由化对进口国的效应,结果表明,削减环境产品关税会使进口国环境政策变宽松;会增加环境产品进口;但对环境质量的影响不确定。中国应积极谨慎地推动环境产品贸易自由化。     

基于蚁群—关键链的资源受限项目调度

针对资源约束下的多项目调度问题,在前人提出的有效启发式算法研究路径基础上,提出了基于蚁群—关键链的多项目资源调度算法：采用了蚁群算法找到关键链,然后利用关键链的“剪贴法”,在该计划中嵌入输入缓冲和项目缓冲,保证项目计划在非确定环境下的稳定执行,并能更准确地确定项目的完工时间.