浅论煤炭企业顾客满意度的测评

在市场经济条件下，顾客是煤炭企业最为重要的战略资源之一，只有满足顾客的需求，进而超越顾客的期望，达到顾客的完全满意，才能在激烈的市场竞争中立于不败之地。煤炭企业实施顾客满意经营战略，对顾客满意度进行测评和分析，可以获得持续发展的动力源泉，全面提升核心竞争力。     

顾客满意度测量刍议

如何准确地进行顾客满意度调查、测量和分析是质量管理工作者一直研究探讨的课题,是一项极为棘手的质量管理工作,是2008版ISO9000标准的一个重点和难点。本文对顾客满意、顾客满意率和顾客满意度概念内涵进行了比对分析,阐明顾客满意率和顾客满意度的实质区别,并对顾客满意度测量的调查和顾客满意审核要点等问题进行了研究探讨。目的在于澄清概念,准确理解标准、应用标准,进一步推动ISO9000族标准的贯彻和实施。     

大型百货商场提升顾客满意度的策略研究

越来越多的企业日益认识到顾客满意与顾客维系的重要性。这是因为忠诚顾客是企业的无形资产。本文阐述顾客满意和顾客满意度的内涵及实施顾客满意应注意的问题,结合大型百货商场的顾客满意和顾客满意度的情况进行研究,提出我国大型百货商场提高顾客满意度的对策建议。     

录井企业顾客满意度测评体系建立和实施

为了提高企业市场竞争能力,渤海钻探工程公司开展了录井服务质量满意度测评。通过建立顾客满意度测评体系,实施顾客满意度测评,将顾客的反馈信息和意见进行统计分析,把顾客的期望应用在公司服务质量方面的改进。通过进行测评实施,总结了顾客满意度测评的经验,从而达到了持续改进服务质量的目的,实现了增强企业的市场竞争能力和企业盈利能力。     

石油测井企业用户满意度测评研究

分析了石油测井企业开展用户满意度测评的重要性和目的,指出,构建顾客满意度测评体系是有效实施顾客满意度调查的关键,并就如何构建石油测井企业用户满意度测评体系、提高用户满意度提供了一些方法。     

"深度经济"与顾客终身价值管理

在顾客资产日益重要的情况下,顾客终身价值(LTV)概念为企业重新认识与顾客的关系提供了新的视角。实施LTV型经营必须从战略层面考虑问题,不能短期地模仿,要构建防止顾客流失的有效经营体制。顾客终身价值与深度经济正成为企业管理新的思路和模式。     

石油石化企业实施以顾客为关注焦点战略的思考

ISO9001：2000标准中共有15处明确提出了关注顾客的要求。将以顾客为关注焦点这一原则渗透到质量管理体系的各关键环节中．从质量管理体系的总体要求、管理职责、资源配置到顾客要求的识别．以及顾客满意度的评价等等都提出了相应的要求．石油石化企业应结合自身的实际情况．采取有效的管理措施来满足这些要求。以下是笔者关于石油石化企业实施以顾客为关注焦点战略的几点思考。     

实施顾客满意战略提升加油站竞争力

成品油零售市场对外开放指日可待,国外著名的跨国石油公司,比如埃克森美孚、BP、壳牌等已兵临城下、虎视眈眈。这些大公司在加油站的经营管理方面非常成熟,国内加油站所面临的竞争压力是显而易见的。因此,加油站要实施顾客满意战略(CS),以顾客为中心,提高顾客对服务的满意度,增强竞争力,达到使顾客在物质层、精神层、社会层等全方位的满意。     

实施房地产品牌营销的战略要点研究

通过对我国房地产品牌营销现状的分析,研究了房地产品牌营销进行战略管理的重要性、在房地产品牌营销中如何实施战略性管理,以及房地产品牌营销的战略管理的要点。     

顾客投诉与顾客满意的简要分析

消费者对产品或服务是否满意会影响到以后的购买行为。传统的顾客投诉率指标难以发挥发现问题、提高顾客满意度的作用。案例分析启示我们,鼓励高的顾客投诉率并采取相应措施可以提升顾客满意度,增强竞争力。     

中国房地产市场金融创新研究

从我国房地产金融市场现状和房地产市场良性发展要求的角度出发,分析了我国房地产市场金融创新的方向、必要性与发展路径,以期为我国房地产资金要素市场的充分竞争和整个房地产市场良性的发展提供理论支持。     

论房产税改革对房地产市场的调控效应

房地产业是我国的新兴产业,但目前的房地产市场呈现出市场失灵现象。基于房地产市场本身所固有的特性,文章认为,通过对房产税的改革,可以有效地调控房地产市场,为房地产市场持续、健康、有序、均衡地发展创造良好的环境。     

楼市低迷背景下政府“救市”的原因分析

2008年以来,一向只涨不跌、成交旺盛的中国楼市出现了一些引人关注的变化。在房地产市场下滑迹象的刺激下,一些地方政府悄然推出“暖市”优惠政策。文章通过对地方政府在房地产市场中的行为分析,探讨了地方政府出手“救市”的行为根源。     

Real Estate,the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis

This article studies the connection between the capital market and the real estate market. Empirically, we find that positive real house price shocks lower the external finance premium and stimulate nonresidential investment and real gross domestic product (GDP). Our theoretical framework is able to mimic the volatility of the external finance premium, the relative price of real estate and capital and the investment in real estate and capital. It also captures the cyclicality of the external finance premium and of real estate prices. The contribution of real estate price fluctuations to the variability of the external finance premium and the GDP is confirmed to be significant.     

Errors in Variables, Links between Variables and Recovery of Volatility Information in Appraisal-Based Real Estate Return Indexes

The present article proposes a multivariate approach to unsmoothing appraisal-based real estate return indexes to recover the true market volatility information in real estate returns. It scrutinizes the role played by errors in variables, in conjunction with an analysis of other economic activities relevant to real estate returns, to exploit the functional relationship and the mechanism of interactions between real estate returns and these economic activities. Appraisal smoothing can therefore be detected and corrected properly and efficiently, without presuming a weakly efficient real estate market. The approach is then applied to U.K. real estate indexes as empirical examples. The results suggest a reasonable volatility in U.K. real estate investment that is close to reality. It is found that the volatility of the true market return on real estate is 1.5404–1.9282 times that of the return on the appraisal-based indexes, in contrast to figures of 2.4862–5.8720 produced by the fully unsmoothing procedure.     

房地产投资分析浅析

房地产投资分析是房地产投资决策的基础，所涉及的内容较多。章通过对消费、投资地域、资金筹集和投资项目4个方面分析，详细地阐述了影响房地产投资决策的各种主要因素，提出将房地产投资风险降至最低的建议。     

Real Estate Returns and Risk with Heterogeneous Investors

This article develops a theoretical framework and formulates a unified risk metric that integrates both real estate price risk and uncertainty of time on market (TOM). We demonstrate that real estate sellers with different degrees of financial distress face not only different marketing period risks, but also receive different return distributions upon successful sales. The major findings of this article can be summarized as follows. First, we show that real estate return and risk, which account for both price and TOM risk, are investor specific, varying over investors with different financial circumstances and holding periods. Second, the traditional valuation of real estate return and risk, which is based solely on the return distribution of a successful sale without considering the uncertainty of TOM and the investor's financial circumstances, underestimates real estate risk and exaggerates real estate return. Third, our empirical applications in both residential and commercial real estate markets show that the Sharpe ratio estimated by the traditional approach is seriously overstated—to the largest extent for investors with high financial distress. In addition, we find that, given the typical 5‐ to 7‐year holding period for real estate, the Sharpe ratios estimated by integrating both price and TOM risk are much in line with the performance of financial assets. These findings can help to explain the apparent “risk‐premium puzzle” in real estate.     

Another Take on Real Estate's Role in Mixed‐Asset Portfolio Allocations

This article examines real estate's role in institutional mixed‐asset portfolios using both private‐ and public‐real estate indices, as a means of examining varying real estate‐related risk/return opportunities. In so doing, this article also examines the effects of: (1) increasing the investment horizon, (2) placing constraints on the maximum allocation to any one asset class, and (3) varying the risk preferences of investors. The empirical results suggest—using infinite‐horizon returns and all of the caveats that accompany such a perspective—that real estate allocations of approximately 10–15% of the mixed‐asset portfolio represent an upper bound for most investors. For those investors preferring low‐risk portfolios, (unlevered) private real estate is the vehicle serving this allocation preference; for those investors preferring high‐risk portfolios, public real estate (with its embedded leverage of 40–50%) is the vehicle serving this allocation preference—with such vehicles serving as substitutes for a variety of noncore real estate strategies. In some sense, the distinction between private and public real estate is more about the use of leverage. For those investors preferring moderate‐risk portfolios, an intermediate‐leverage approach seems optimal.     

Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty

This article theoretically and empirically analyzes the interactions among corporate real estate investment, product market competition and firm risk. In our model, firms own strategic real estate or lease generic real estate. Our model predicts that strategic real estate ownership is positively correlated with industry concentration and negatively related to demand uncertainty. Also, firm risk is higher for firms with more strategic real estate operating in a more concentrated market. This prediction arises because smaller investments induce greater market competition, which effectively eliminates the right tail of the firm's profit distribution. We provide strong empirical support for our predictions. In particular, firm value is more volatile in less competitive markets for a given level of demand uncertainty.     

A Model of Time‐on‐Market and Real Estate Price Under Sequential Search with Recall

This article develops a model and provides a closed‐form formula to uncover the theoretical relationship between real estate price and time on market (TOM). Our model shows a nonlinear positive price‐TOM relationship, and it identifies three economic factors that affect the impact of TOM on sale price. We demonstrate that conventional metrics for real estate return and risk, which are borrowed in a naïve fashion from finance theory, do not account for marketing period risk and tend to overestimate real estate returns and underestimate real estate risks. Our model provides a simple way to correct such bias. This theory helps to explain the apparent “risk‐premium puzzle” in real estate.