不完全信息投标报价模型

考虑现实竞标过程中投标方彼此成本信息不对称及未来市场的不确定性。利用模糊数刻画竞标方彼此成本信息不对称,并用线性风险损失刻画竞标方面临的失标风险及赢者诅咒风险,构造信息不完全背景下竞标方报价模型。通过数据模拟分析通胀风险因子对竞标方报价及期望效用的影响,得到以下结论:通胀风险因子的存在会致使竞标方报价高于传统报价,且竞标方报价与通胀风险因子呈正比;竞标方的期望效用则由于通胀风险因子相应降低,与通胀风险因子呈负相关。     

不完全信息动态博弈在新决策支持系统中的应用

随着全球经济一体化进程的加快和信息技术的迅猛发展，决策问题给人们提出了新的挑战：决策质量要求更高；决策速度要求更快；决策因素更复杂；信息和数据具有更大的不确定性、干扰性和易变性。这些挑战要求决策支持系统必须根据外界自然因素的变化和企业竞争对手的行动，快速制定策略，为企业提供决策支持。新决策支持系统将数据仓库联机分析处理和数据挖掘结合起来，更好地解决了这些问题。     

Option Contracts and Vertical Foreclosure

A model of vertical integration is studied. Upstream firms sell differentiated inputs; downstream firms bundle them to make final products. Downstream products are sold as option contracts, which allow consumers to choose from a set of commodities at predetermined prices. The model is illustrated by examples in telecommunication and health markets. Equilibria of the integration game must result in upstream input foreclosure and downstream monopolization. Consumers may or may not benefit from integration.     

Foreclosure,vacancy and crime

This paper examines the impact of residential foreclosures and vacancies on violent and property crime. To overcome confounding factors, a difference-in-difference research design is applied to a unique data set containing geocoded foreclosure and crime data from Pittsburgh, Pennsylvania. Results indicate that while foreclosure alone has no effect on crime, violent crime rates increase by roughly 19% once the foreclosed home becomes vacant – an effect that increases with length of vacancy. We find weak evidence suggesting a potential vacancy effect for property crime that is much lower in magnitude.     

不完全信息条件下东道国的FDI竞争

本文是对Kiymaz和Taylor（2000）论文的一个扩展。同样是研究当各东道国政府不能确定跨国公司做FDI的固定成本时吸引FDI的竞争,具体考察这种不确定性程度的大小对东道国政府补贴策略及其福利的影响。但是与其结论不同的是,我们发现,当把由技术外溢和东道国间的技术差距导致的不对称性考虑在内时,并非不确定性程度越高,两个东道国的期望福利越大;当不确定性程度已经比较小时,与跨国公司进行信息沟通,进一步降低不确定性会使各东道国的福利都得到改善。     

不完全信息下的供应链风险评估方法研究

本文使用多属性决策方法进行供应链风险评估,在风险属性权重信息不完全的情况下,建立非线性规划模型求得各风险属性的权重值,并通过求与理想解之间的加权欧氏距离来评估风险值的大小,解决了评估专家由于知识、经验和偏好不完全相同而意见难以统一的困难,最后用一个例子说明了该方法的有效性和实用性。     

Foreclosure externalities: New evidence

Policy makers have used externalities to justify government intervention in the foreclosure process. Using a new dataset that covers 15 of the largest metropolitan statistical areas in the U.S. and a novel identification strategy, this paper provides new evidence on the size and source of these externalities. Our results show that a property in distress affects the value of neighboring properties from the time when the borrower becomes seriously delinquent on the mortgage until well after the bank sells the property to a new owner. Properties with seriously delinquent loans within 0.1 miles are found to decrease transaction prices of non-distressed properties by approximately one percent on average. The spillovers are found to dissipate rapidly with distance and completely disappear one year after the bank sells the property to a new homeowner. Importantly, we find that the size of the externality is sensitive to the condition of foreclosed properties, as bank-owned properties in poor condition lower nearby transaction prices by 2.6% on average while those in good condition marginally raise prices. We argue that the measured price spillovers are physical externalities caused by a lack of property maintenance and not pecuniary externalities that reflect local supply or demand shocks.     

不完全信息博弈下的软件外包企业定价策略研究

文章运用不完全信息动态博弈理论分析软件外包项目中接包商和外包商的定价博弈过程,从而推导出双方在软件外包项目谈判过程中能够实现项目交易利润最大化的简易模型,最后对软件外包项目定价策略做出相关建议。     

基于不完全信息动态博弈的危机管理研究

危机响应过程中决策方案的形成是危机管理中至关重要的内容。由于危机事件的状态是在不断变化的,危机管理人员需要根据事件发展趋势动态地调整管理活动。本文首先建立了基于不完全信息动态博弈的危机决策模型,进而分析了危机管理中管理者与危机事件之间的动态博弈过程,以便为危机管理者应急方案的形成提供决策支持,然后通过具体的算例分析,说明了该方法的可行性和有效性,最后基于危机管理的动态决策框架提出了对策建议。     

基于不完美信息的网上购物动态博弈分析

文章分析了网络购物所带来的新的信息不对称的特点,并淘宝网为例,建立了网络购物的不完美信息动态博弈的模型,在此基础上给出了该模型的纯策略和混合策略的完美贝叶斯均衡。     

Upstream Foreclosure Decisions under Successive Monopoly Structure

This article models the upstream foreclosure decisions using the successive monopoly structure, whereby production requires two types of inputs, exclusive materials, and commonly available labor. An opportunity for upstream foreclosure arises when a downstream firm strategically merges with the material supplier, thereby foreclosing its rival's access to the exclusive input. The model shows that upstream foreclosure is not always optimal. A downstream firm opts for upstream foreclosure only when its relative positions in the labor‐management and material‐procurement negotiations are sufficiently strong. Copyright © 2014 John Wiley & Sons, Ltd.     

不完全信息下拍卖市场的结构与交易效率

本文着重研究了不完全信息下拍卖市场的结构及其对拍卖市场交易效率的影响。通过合理地引入刻画市场结构的参数,对不完全信息下的拍卖市场作了“结构”上的分类;借助于拍卖市场博弈的贝叶斯均衡解,分析了不同市场结构对拍卖市场交易效率的影响,论证了在各种可能的市场结构中,当拍卖市场具有“完全竞争性”的市场结构时,拍卖市场的交易效率是最优的;通过求解参与人的最优市场结构,得到了拍卖市场中不同类型的参与人具有不同市场结构偏好的结论,并由此揭示了导致不完全信息下拍卖市场交易效率损失的根本原因。     

基于不完全信息下讨价还价模型的动态联盟利益分配研究

为解决动态联盟的利益分配问题,论文建立了一个不完全信息条件下的讨价还价模型。用逆向归纳法解出了模型的理论均衡解,用数值方法分析了理论均衡解,并得到了实验均衡解。结果表明实验均衡解达不到理论均衡解,且先报价方在利益分配中占优。因此在不完全信息的条件下,报价顺序的先后决定了参与方分配利益的多少。     

信息不完全的信用风险定价模型及其在我国的应用

基于信息不完全的信用风险定价模型与传统的结构化模型和约化模型的最大区别在于它将信息不完全这一前提引入了以信息完全为前提的结构化模型,同时它又考虑了约化模型中强度的优点,引入短期信用风险的度量,成为当前最切合现实的信用风险定价模型。本文认为,应用基于信息不完全的信用风险定价模型来测度信用风险,将具有十分重要的现实意义。     

Systems Competition, Vertical Merger, and Foreclosure

We address the possibility of foreclosure in markets where the final good consists of a system composed of a hardware good and complementary software and the value of the system depends on the availability of software. Foreclosure occurs when a hardware firm merges with a software firm and the integrated firm makes its software incompatible with a rival technology or system. We find that foreclosure can be an equilibrium outcome where both the merger and compatibility decisions are part of a multistage game which permits the foreclosed hardware firm to play a number of counter-strategies. Further, foreclosure can be an effective strategy to monopolize the hardware market.     

Downstream Competition, Foreclosure, and Vertical Integration

This paper analyzes the effect of competition among downstream firms on an upstream firm's payoff and on its incentive to integrate vertically when firms in both segments negotiate optimal contracts. We argue that as downstream competition becomes more intense, the upstream firm obtains a larger share of a smaller downstream industry profit. The upstream firm may encourage downstream competition (even excessively) in response to high downstream bargaining power. The option of vertical integration may be a barrier to entry downstream and may trigger strategic horizontal spinoffs or mergers. We extend the analysis to upstream competition.     

不完全信息动态博弈理论下的涉税鉴证研究

利用不完全信息动态博弈理论对涉税鉴证进行了研究,得出以下结论:税务机关纳税检查力度、纳税检查质量、违规惩处力度对于提高企业税法遵从程度、改善税务师事务所涉税鉴证质量、瓦解企业与税务师事务所间的串谋以及保证涉税鉴证机制的有效性具有重要意义;税务师事务所涉税鉴证质量对于促进企业如实纳税申报具有积极作用;纳税检查成本是制约税务机关纳税检查的重要变量。     

不完全信息与企业治理机制研究

由于信息的不完全，Tirole提出了最佳完全合同，本文在最佳完全合同的框架下，分析研究了企业治理模型。以企业治理机制研究范畴是否合有制度因素，将其埘分为广义和狭义的企业治理机制研究。并以代理问题与企业治理为代表分析了企业治理的内在因素，以超产权论与企业治理为代誊分析研究了企业净理的外在因素。最后，结合中国实际对于国有企业治理提出了有益的建议。     

国家审计质量控制多阶段三方博弈分析

通过多阶段三方博弈分析后发现,制度安排、监督机制和审计成本是制约国家审计质量的重要变量。为了提高国家审计质量,应当在国家审计层面引入恰当的激励机制、惩罚机制、岗位责任制;完善国家审计内外监督机制和审计结果公告制度;通过建设高质量的国家审计准则及指南体系、加强国家审计队伍建设、提高审计人员职业道德和执业能力以及提升审计信息化水平等多种途径,来降低国家审计成本。