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This article proposes an equilibrium approach to lottery markets in which a firm designs an optimal lottery to rank-dependent expected utility (RDU) consumers. We show that a finite number of prizes cannot be optimal, unless implausible utility and probability weighting functions are assumed. We then investigate the conditions under which a probability density function can be optimal. With standard RDU preferences, this implies a discrete probability on the ticket price, and a continuous probability on prizes afterwards. Under some preferences consistent with experimental literature, the optimal lottery follows a power-law distribution, with a plausibly extremely high degree of prize skewness. 相似文献
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《管理科学学报（英文）》2017,2(2):132-159
Firms employing both offshore outsourcing and nearshore sourcing strategies may face supply disruption, demand uncertainty, and quality risks simultaneously. Sourcing decisions become inevitably important and complicated when both profit and the customer-service level are taken into consideration. In this paper, we model a scenario where a manufacturer who faces stochastic demand procures major modules from an overseas supplier and two local suppliers. The overseas supplier offers quality products while being susceptible to disruption risks; if the local suppliers, who are completely reliable and serve as a backup, offer products that are of inferior quality, it may result in lower market acceptance and a bad experience for the final customers. The manufacturer has to reserve capacity with backup suppliers before urgent orders are placed, when the primary source experiences a shortfall. We explicitly derive the manufacturer’s optimal order quantities and reservation quantities, which are functions of the heterogeneous suppliers’ wholesale prices, reservation prices, and other parameters. The impacts of the fill-rate constraint and customer-experience quality constraint on the manufacturer’s purchasing decisions are investigated. Interesting managerial insights on the merits of backup sourcing with capacity reservations for managing demand uncertainties and supply disruption risks are also discussed. 相似文献
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This paper shows that a seemingly simple assumption – that agents use a rolling planning horizon – can reconcile the puzzling long run price dynamics of exhaustible resources such as oil, gas and metals. A rolling horizon has the effect of removing the scarcity consideration of resource owners when stocks are large. Hence, extraction will be non-decreasing and resource prices non-increasing for a long period of time and there will be no connection between the price growth and the interest rate – in line with the trends of a majority of exhaustible resources in the last century. A calibration of the model to the oil market yields a price which closely fits the gradually falling real oil price after WWII and the sharply increasing price after 1998. This suggests that, while long run scarcity was not an important parameter on the oil market in the 20th century, it has been important in shaping the oil price from around 1998 and onwards. 相似文献
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《Socio》2021
The present paper explores the effectiveness of the implementation and use of information and communication technologies (ICT) in the public sector, with a specific focus on the role of social media in improving both public decision-making processes and the quality of public services. We sought to deepen knowledge on this issue by disseminating structured questionnaires to Italian public servants, questioning them about the potentialities and criticalities of social media use in the public sector. Logistic regression analysis was used to analyse the data.The paper has two main goals. First, we aim to explore public servants' evaluation of social media's impact on public decision-making processes. Second, we are interested in understanding the main socio-demographic variables affecting public servants' perceptions about the importance of social media in these processes. This paper enriches the literature on public sector use of ICT and advances topical discussion on organizational change and decision-making processes in public administrations. In so doing, the paper reveals interesting practical and policy implications by highlighting the key aspects affecting social media's effectiveness and usefulness in the decision-making process and its impact on the public services delivered to the citizenry. 相似文献
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Tomoaki Yamada 《Journal of Economic Dynamics and Control》2012,36(1):63-84
Using an OLG model with heterogeneous households, we investigate the relationship among income risk, macroeconomic and demographic changes, and economic inequality between 1980 and 2000 in Japan. By decomposing the primary factors in earnings and consumption inequality into macroeconomic variables and the demographic variable, we find that our model replicates the evolution of economic inequality in Japan. By performing counterfactual simulations, we demonstrate that two factors—changes in time-varying macroeconomic factors and the unexpected decline in the total factor productivity growth rate—played important roles in the increase in earnings and consumption inequality in the 1990s. 相似文献
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设备物资管理是电力施工企业在建项目管理的重中之重,如何通过规范设备物资管理,防范风险,是每个电力施工企业设备物资管理人员经常思考的问题。本文通过深入细致地分析设备物资管理中存在的风险,有针对性地提出系列防范措施,进而达到规范设备物资管理的目的。 相似文献
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杨博 《北京市经济管理干部学院学报》2007,22(4):25-31,50
中国企业在跨国并购额逐年递增的同时,跨国并购的风险,特别是整合风险也在同步增大。本文通过风险识别将整合风险划分为文化整合风险、人力资源整合风险、业务整合风险和管理制度整合风险等,并对这些风险进行了较为准确的评估。 相似文献
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Yuanyao Ding 《Quality and Quantity》2006,40(3):457-468
In this paper, we studied the problem of risky portfolio selection under uncertainty. Different from risk-return analytical
methodology, we formulated a model under maximum minimal criterion of uncertain decision-making theory. If the investor had
no any distribution information of the returns and (s)he knew the variation scopes of the returns by his/her knowledge of
the market information or experts’ evaluations of the alternative risky assets, then we showed that the optimal portfolio
strategy of the model under maximal minimal criterion could be obtained by solving linear programming. If the returns were
known to be normal distributed, the investor’s optimal portfolio strategy could be obtained by solving a nonlinear programming.
The paper also provided an algorithm to solve this programming. At last, the paper compared this model with Markowitz’s mean-varience
(M-V) model and Young’s minmax model, and pointed out the distinctions and similarities between our model and the other two.
Supported in part by Program for NCET, in part by the Key Project of Chinese Ministry of Education 104053. 相似文献
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从贷款角度对项目进行风险评估的探索 总被引：2，自引：1，他引：2
论文设计了一个新的银行贷款项目决策的流程图,分析了实际应用的项目风险等级评价指标体系并确定其权重,实证分析显示该体系科学可行。 相似文献
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In a mean variance framework, we analyse risk taking in the presence of a (possibly) dependent background risk, exemplified in a linear portfolio selection problem. We first characterise the comparative statics of changes in the distribution and dependence structure of the background risk. For unfair, undesirable and loss-aggravating increases in background risks (both dependent and independent), we then present necessary and sufficient restrictions on preferences such that greater background uncertainty leads to reduced risk taking. With mean-variance preferences, these restrictions boil down to simple conditions on the marginal rate of substitution between risk and return. They can be easily related to familiar notions such as risk vulnerability, properness or standardness. 相似文献
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Following prospect theory and in particular the concept of loss aversion, introduced by Kahneman and Tversky (1979), we consider decision making under risk in which the decision maker’s preferences depend on a reference outcome. An outcome below this reference outcome is regarded as resulting from a loss: a loss decreases the decision maker’s basic utility more than a comparable gain increases this utility. An elegant and simple way to model this phenomenon was proposed by Shalev (2002): the utility of an outcome below the reference outcome is obtained from the basic utility by subtracting a multiple of the loss in basic utility: this multiple, the loss aversion coefficient, is constant across different reference outcomes. We provide a preference foundation for this loss aversion model. 相似文献
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根据电力物资采购风险的形成机理对风险进行分类,识别出主要的风险因素。在风险识别的基础上,评估各风险因素发生的程度、可能性、可控性和可预见性,明确了电网企业风险管理的重点,并制定了电力物资采购风险的总体对策和具体应对方法。 相似文献
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Jonathan P. Aus 《Quality and Quantity》2009,43(2):173-183
This article highlights one of the major benefits of qualitative comparative methodology as applied within a “small-N” research design, namely its potential use for specifying the scope conditions of (theoretically competing) causal mechanisms. It is argued that the identification of set-theoretic relationships, multiple paths, and analytic efforts in typological mapping can make valuable contributions to the elaboration and further development of middle-range theory. 相似文献
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本文通过分析目前国内商业银行在信用风险管理措施方面的误区和不足,给出了在信用风险全面识别基础上进行信用风险管理的基本框架,并对当今主流的信用风险模型进行了系统性的介绍,旨在为我国商业银行提高信用风险管理水平提供借鉴和研究思路。 相似文献
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当今社会中,模糊评价法对于大型的经济项目的应用屡见不鲜,但是对于中小型的企业项目评估却不常见到,本文旨在简化和易于应用的角度使企业在实际运营中更好的把握和控制项目的风险,积极推进企业自身风险防范意识和能力的提高。 相似文献
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