我国证券投资基金投资市场风险度量的模型选择

本文通过对我国基金指数收益率进行了统计分析,在此基础上为度量我国证券基金投资市场风险的模型进行了对比分析,本文认为用EGARCH(1,1)-M模型对上证基金、深证基金收益率序列比较合适.     

From transition to competitionDynamic efficiency analysis of Polish electricity distribution companies1

In this paper, we test the hypothesis that the economic transition toward a market economy increases the efficiency of firms. We study 32 Polish electricity distribution companies between 1997 and 2002, by applying common benchmarking methods to the panel: the non‐parametric data envelopment analysis (DEA), the free disposal hull (FDH), and, as a parametric approach, the stochastic frontier analysis (SFA). We then measure and decompose productivity change with Malmquist indices. We find that the technical efficiency of the companies has indeed increased during the transition, while allocative efficiency has deteriorated. We also find significantly increasing returns to scale, suggesting that the regulatory authority should allow companies to merge into larger units.     

应用本因分析法研究农业废弃物综合利用问题

文章从影响农业废弃物综合利用的15个因素中,筛选出农业生产经营分散、规模小,技术推广效率低和科研投入的效率低三个本因。针对三个本因提出了三项政策:调整农业生产的经营规模、深化体制改革,加快建设废弃物利用的科研投入与管理体制,建立良好的技术推广机制。根据闭合回路的数量,得出影响力最大的本因是科研投入的低效率。     

质量机能展开在新产品开发中的应用研究

文章以L冰箱公司所生产的家用冰箱为研究对象，演绎了把QFD技术引入到冰箱的开发中，以顾客和市场需求为出发点，进行质量机能展开，完成生产规划、零件配置、工艺规划、生产控制四阶段的质量屋过程，最后对具体实施QFD时可能遇到的问题提出了一些建议。     

资源限制条件下的商业银行多点布局优选的遗传算法

文章针对资源限制条件下的商业银行多点布局优选的0-1整数规划数学模型,提出基于遗传算法的求解方法。利用遗传算法中随机搜索优化机制,能较快和准确地获得最优解。实例计算证明,与现有的求解方法相比,遗传算法具有较好的寻优效果,可以作为求解商业银行多点布局优选问题的一种新方法,同时对于其他项目群决策问题具有借鉴作用。     

西南民族旅游目的地发展潜力研究

中国旅游业正进入转型期，占国土面积60％以上的少效民族地区旅游业，面临着新的机遇与挑战。从影响民族旅游目的地发展的4个关键因素即旅游吸引物要素、客源市场要素、产业成长要素和环境支持要素入手，运用层次分析法，通过构建民族旅游目的地发展潜力评价体系，进行西南民族旅游目的地发展潜力实证分析。研究显示该地区旅游发展潜力差异大：四川远超出平均水平，发展潜力强；云南稍高于平均水平；广西和重庆则低于平均水平；远落后于平均水平的是贵州和西藏，发展潜力较弱。     

如何实施增值的质量管理体系认证审核

本文从认证审核的经验、经历以及近几年新出现的ISO9001认证企业逐年递减的现象提出认证机构开展有效的增值审核的重要性，并从确立质量体系符合性的新理念、严把审核员准入关、提升管理科学知识和专业知识、充分理解和应用系统方法和过程方法、摈弃现有认证审核记录模式，并以有效的沟通开展质量管理体系认证审核等方面论述如何开展有效的质量管理体系增值审核。     

Symmetry-based inference in an instrumental variable setting

We describe exact inference based on group-invariance assumptions that specify various forms of symmetry in the distribution of a disturbance vector in a general nonlinear model. It is shown that such mild assumptions can be equivalently formulated in terms of exact confidence sets for the parameters of the functional form. When applied to the linear model, this exact inference provides a unified approach to a variety of parametric and distribution-free tests. In particular, we consider exact instrumental variable inference, based on symmetry assumptions. The unboundedness of exact confidence sets is related to the power to reject a hypothesis of underidentification. In a multivariate instrumental variables context, generalizations of Anderson–Rubin confidence sets are considered.     

Cancer survivors in the labor market: Evidence from recent US micro-panel data

Rising cancer survival rates and retiring at older ages improve the probability of labor market presence for cancer survivors. Yet, insufficient evidence exists on the labor market effects of male- and female- specific cancers. Therefore, using a theoretical construct of labor supply and health capital, this study exploits a nationally representative dataset, the 2008–2015 Medical Expenditure Panel Survey (MEPS), for estimating the correlated random effects (CRE) and over-dispersion empirical models to capture the job market effects for cancer survivors. After addressing the potential endogeneity of cancer and controlling for the number of years after cancer diagnoses, the estimated CRE model detect substantial male-female differences in the labor market outcomes for the survivors. Male and female cancer types adversely affect short- and long- run employment prospects, and male-specific cancers increase weekly hours of work and decrease short- and long- run annual labor incomes. Moreover, gender-specific cancers increasingly limit long run family incomes and raise total health expenditures in the short- and intermediate- runs but not in the long-run. Additionally, while the cancers increase the likelihood of missing a work day for both genders in the short-run the effect is larger for females. Finally, the total annual cost of workplace absenteeism for the employed male- and female- cancer survivors range from $0.58bn to $3.1 bn.