全文获取类型
收费全文 | 153篇 |
免费 | 6篇 |
专业分类
财政金融 | 58篇 |
工业经济 | 2篇 |
计划管理 | 12篇 |
经济学 | 29篇 |
贸易经济 | 41篇 |
经济概况 | 17篇 |
出版年
2022年 | 3篇 |
2020年 | 2篇 |
2019年 | 1篇 |
2018年 | 6篇 |
2017年 | 7篇 |
2016年 | 5篇 |
2015年 | 4篇 |
2014年 | 3篇 |
2013年 | 30篇 |
2012年 | 6篇 |
2011年 | 3篇 |
2010年 | 2篇 |
2009年 | 7篇 |
2008年 | 8篇 |
2007年 | 5篇 |
2006年 | 2篇 |
2005年 | 7篇 |
2004年 | 2篇 |
2003年 | 7篇 |
2002年 | 5篇 |
2001年 | 6篇 |
2000年 | 1篇 |
1999年 | 3篇 |
1998年 | 7篇 |
1997年 | 5篇 |
1996年 | 2篇 |
1995年 | 5篇 |
1994年 | 1篇 |
1993年 | 3篇 |
1992年 | 1篇 |
1991年 | 2篇 |
1990年 | 3篇 |
1988年 | 1篇 |
1986年 | 2篇 |
1984年 | 1篇 |
1980年 | 1篇 |
排序方式: 共有159条查询结果,搜索用时 15 毫秒
71.
Dilip Soman George Ainslie Shane Frederick Xiuping Li John Lynch Page Moreau Andrew Mitchell Daniel Read Alan Sawyer Yaacov Trope Klaus Wertenbroch Gal Zauberman 《Marketing Letters》2005,16(3-4):347-360
Research in intertemporal choice has been done in a variety of contexts, yet there is a remarkable consensus that future outcomes
are discounted (or undervalued) relative to immediate outcomes. In this paper, we (a) review some of the key findings in the
literature, (b) critically examine and articulate implicit assumptions, (c) distinguish between intertemporal effects arising
due to time preference versus those due to changes in utility as a function of time, and (d) identify issues and questions
that we believe serve as avenues for future research. 相似文献
72.
Asset returns incorporate new information via the effects of independent and possibly identically distributed random shocks. They may also incorporate long memory effects related to the concept of self‐similarity. The two approaches are here combined. In addition, methods are proposed for estimating the contribution of each component and evidence supporting the presence of both components in both the physical and risk‐neutral distributions is presented. Furthermore, it is shown that long‐horizon returns may be nonnormal when there is a self‐similar component. The presence of a self‐similar component also questions positive equity biases over the longer term. 相似文献
73.
74.
Pricing options on realized variance 总被引:1,自引:0,他引:1
75.
Using a GARCH approach, we estimate a time–varying two–factor international asset pricing model for the weekly equity index returns of 16 OECD countries. We find significant time–variation in the exposure (beta) of country equity index returns to the world market index and in the risk–adjusted excess returns (alpha). We then explain these world market betas and alphas using a number of country–specific macroeconomic and financial variables with a panel approach. We find that several variables including imports, exports, inflation, market capitalisation, dividend yields and price–to–book ratios significantly affect a country's exposure to world market risk. Similar conclusions are obtained by using lagged explanatory variables, and thus these variables may be useful as predictors of world market risks. Several variables also significantly impact the risk–adjusted excess returns over this time period. Our results are robust to a number of alternative specifications. We further discuss some economic hypotheses that may explain these relationships. 相似文献
76.
77.
78.
Journal of Quantitative Economics - 相似文献
79.
Dilip B. Madan 《Annals of Finance》2016,12(2):201-219
No arbitrage for two price economies with no locally risk free asset implies that suitably benchmarked prices are nonlinear martingales. However, both the benchmarking asset and the measure change depend on the process being benchmarked. Further assumptions allow the nonlinear martingales in discrete time to become expectations with respect to a nonadditivity probability. Such nonlinear expectations are imminently reasonable given the lack of experience with tail events on both sides of the gain loss spectrum. Continuous time extensions employ measure distortions. The general valuation of economic activities and the leveraging of stability in benchmarked price processes is then addressed. Traditional asset pricing questions and investigations are then reopened for benchmarked prices. In particular, the analytics for benchmarked option pricing and the asset pricing theory for benchmarked prices in a limiting stationary state are developed. 相似文献
80.