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政府投资项目代建人激励机制研究——一个项目治理的视角 总被引:5,自引:0,他引:5
针对政府投资代建制项目中拥有项目控制权的代建人有效激励不足,提出了一个运用项目治理理论构建的代建人有效激励机制。笔者在对代建制项目的项目所有权配置中难题的分析和破解基础上,指出了狭义项目所有权概念,明确了企业型代建人的项目控制权必须与项目剩余索取权对应是建立有效激励机制的前提。研究结果表明:以报酬激励和风险分担为主的内部激励和以声誉机制、市场选择机制为主的外部激励机制能很好地保证代建人的责权利统一,并且上述激励机制是以市场机制为基础。 相似文献
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基于项目治理的代建人激励机制研究框架 总被引:2,自引:1,他引:1
代建制作为我国政府投资项目管理模式改革的实施方式,其推行有效地提高了政府投资项目管理的绩效。在企业型代建模式下,对于代建人激励机制的研究是代建制进一步改革与推行的关键问题。目前,对于这一问题的研究比较分散且多基于委托代理理论,从而产生了对于代建人激励的困境。而通过引入项目治理理论,上述困境能够得以较好地解决。基于项目治理理论,将各种制度层面的激励机制有效整合,提出了代建人激励机制的整体理论框架,主要包括内部激励机制与外部激励机制。其中,内部激励机制包括风险分担机制与基于内附分担的报酬机制;外部激励机制则由代建人项目管理绩效考评机制与声誉机制构成。 相似文献
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政府作为国家建设项目的投资人,代表国家和全体纳税人的利益,从公民手中集中一部分财力,以国家投资的非经营性项目形式为全体公民提供公益服务.文章基于政府投资代建管理模式,以合同管理为中心,以WBS工作分解方法为依托,探讨了代建项目费用自控方法,设计了代建项目费用管理监管体系.基于自控方法,得出代建项目费用管理的监管流程,并引入可拓模糊综合评价方法,建立了基于可拓模糊法的代建项目费用管理监管评价模型,进而构建出代建项目费用管理监管体系.代建项目费用监管体系的构建使得政府可据此进行全面有效地监督,及时了解、掌握代建人的管理行为和活动的合法性与合理性. 相似文献
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公共项目代建制面临在现有制度安排下进一步改善其制度效率的重要课题,而基于项目治理的代建人激励容易在政府业主部门和代建人之间形成代理型治理问题,即治理机制激励不足。鉴于此,通过文献分析理清了代建人激励制度的多维度治理机制构成,构建了各维度治理因子测量量表,并通过因子分析对该量表的维度结构进行验证,初步形成了代建人激励制度的多维度概念模型,在此基础上,利用相关分析讨论了概念模型中各维度关键治理因子之间的关联性,依据关联性所形成的作用效应设计了相应的代建人激励制度方案。研究结果表明,在项目治理视角下,代建人激励制度包括多维度关键治理因子,且各维度治理因子之间存在耦合作用,能够更有效地激励代建人的积极履约行为。研究结论将为政府业主部门构建更为综合、高效的代建人激励制度提供理论依据。 相似文献
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本文通过对我国政府投资项目代建制的现行取费标准进行分析,指出以建设单位管理费作为代建管理取费的标准和上限的不合理性,结合国内外项目管理常用计费方式,提出我国代建制取费标准宜在政府监管下充分发挥市场的调节机制,根据项目特点选用多种计费方式或组合的模式来确定代建管理费用。 相似文献
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《科技进步与对策》2016,(16)
公共项目代建制面临在现有制度安排下进一步改善其制度效率的重要课题,而基于项目治理的代建人激励容易在政府业主部门和代建人之间形成代理型治理问题,即治理机制激励不足。鉴于此,通过文献分析理清了代建人激励制度的多维度治理机制构成,构建了各维度治理因子测量量表,并通过因子分析对该量表的维度结构进行验证,初步形成了代建人激励制度的多维度概念模型,在此基础上,利用相关分析讨论了概念模型中各维度关键治理因子之间的关联性,依据关联性所形成的作用效应设计了相应的代建人激励制度方案。研究结果表明,在项目治理视角下,代建人激励制度包括多维度关键治理因子,且各维度治理因子之间存在耦合作用,能够更有效地激励代建人的积极履约行为。研究结论将为政府业主部门构建更为综合、高效的代建人激励制度提供理论依据。 相似文献
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代建制是一种由项目出资人委托有相应资质的项目代建人对项目的可行性研究、勘察、设计、监理、施工等全过程进行管理,并按照建设项目工期和设计要求完成建设任务,直至项目竣工验收后交付使用人的项目建设管理模式。代建代管是保证工程质量、加快建设周期、提高投资效益的有力措施。 相似文献
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Alla Fridman 《Journal of Economic Policy Reform》2015,18(3):258-266
This paper compares alternative transition paths to efficient water pricing. The analysis is based on representative agent model, where two sources of water supply exist: exhaustible groundwater stock and a renewable substitute. Two alternative water pricing reforms are considered: gradual tariff increase and multipart pricing with first block sold at the initial pre-reform tariff and additional water sold at higher prices (block pricing reform). Under block pricing reform, the amount of water offered at low price gradually diminishes. The results of comparative analysis prove that under the same reform time horizon block pricing is preferred to the gradual tariff increase. 相似文献
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This article proposes a novel way of pricing S&P 500 index options in the presence of jump risk. Our analysis is built upon an equilibrium option pricing rule for a representative agent economy. In particular, we use the weighted utility’s certainty equivalent to specify agent’s risk preference, which displays a fanning-out characteristic. We find that the fanning effect captures a remarkably large portion of the total market risk premium implicit in options. As a result, the model with fanning effect generates pronounced volatility smirks. 相似文献
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根据建筑工程项目成本控制管理和工程预算定额计价模式,运用遗传全局优化计算方法,分析了基于成本优化控制下的工程项目划分的可操作性。依据问卷调查资料,获取优化计算参数,并综合计算得到了建筑工程分部工程的划分,重点为基础工程、梁柱工程、墙体工程、土石方工程、屋盖工程等工程实施项目,这种划分方法对建筑工程建设与管理提供一定的借鉴。 相似文献
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Pauline M. Ahern Frank J. Hanley Richard A. Michelfelder 《Journal of Regulatory Economics》2011,40(3):261-278
The regulatory process for setting public utilities’ allowed rate of return on common equity has generally used the Gordon
DCF, CAPM and Risk Premium specifications to estimate the cost of common equity. Despite the widely known problems with these
models, there has been little movement to adopt more recently developed asset pricing models to provide additional evidence
for estimating the cost of capital. This paper presents, validates empirically and applies a general yet simple consumption-based
asset pricing specification to model the risk-return relationship for stocks and estimate the cost of common equity for public
utilities. The model is not necessarily superior to other models in its practical results, yet these results do indicate that
it should be used to provide additional estimates of the cost of common equity. Additionally, the model raises doubts as to
whether assets such as utility stocks are a consumption (business cycle) hedge. 相似文献
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Nonlinear Pricing with Random Participation 总被引:10,自引:0,他引:10
The canonical selection contracting programme takes the agent's participation decision as deterministic and finds the optimal contract, typically satisfying this constraint for the worst type. Upon weakening this assumption of known reservation values by introducing independent randomness into the agents' outside options, we find that some of the received wisdom from mechanism design and nonlinear pricing is not robust and the richer model which allows for stochastic participation affords a more general empirical specification. We develop a multi-dimensional methodology for addressing this class of problems, providing two important applications to nonlinear pricing. First, with nonlinear pricing by a monopolist the familiar "no-distortion-at-the-top" result persists, but in tandem with the surprising conclusion that there is either no distortion at the bottom or bunching. Second, in a simple model of product differentiated duopolists competing with nonlinear pricing we show that, generally, the duopoly outcome is qualitatively similar to the monopoly outcome. However, when marginal costs are symmetric and competition is sufficiently intense, distortions disappear and the equilibrium outcome takes a remarkably simple form: efficient quality allocations with cost-plus-fee pricing. 相似文献
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The interest rate and volatility may have different values in the different commercial banks and financial institutions. Moreover, the fluctuations of the underlying assets are rare events, and there are not enough historical data to estimate the jump intensity in a precise sense. This paper considers European option pricing problems with the fuzzy interest rate, fuzzy drift, fuzzy volatility and fuzzy jump intensity. We present the fuzzy pricing formula of European options based on the Kou's double exponential jump diffusion model. We also obtain the crisp possibilistic mean option pricing formula in fuzzy double exponential jump diffusion model by using the crisp possibilistic mean values of the fuzzy numbers. Comparing with B-S formula, numerical analysis and empirical results show that the fuzzy double exponential jump diffusion formula and the crisp possibilistic mean option pricing formula are reasonable and can be taken as reference pricing tools for the financial investors. 相似文献