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91.
Egon Sohmen 《Journal of Economics》1956,16(3-4):324-346
Ohne ZusammenfassungMit 3 Textabbildungen 相似文献
92.
Doeringer Peter B.; Lorenz Edward; Terkla David G. 《Cambridge Journal of Economics》2003,27(2):265-286
This paper draws on surveys and case studies of management practicesin Japanese transplants in the US, the UK and France to studypossible impediments to introducing high-performance work practices.It shows significant national differences in the adoption ofspecific practices and in their clustering. While the exerciseof power by labour and management and public policy result innationally specific hybrid arrangements, the results demonstratea common pattern in types of traditional practices that surviveand of Japanese practices transferred. The most commonly adoptedpractices (such as teamwork and quality circles) relate directlyto management interests in productive efficiency, while theretained traditional practices most often relate to worker compensationand internal labour market structures. National industrial relationssystems appear to be important in the balancing of efficiencygains for managers and economic benefits for workers. 相似文献
93.
Helmut Schirmer Wolf-Dieter Eaumgartl Herbert Schwampe Hubert Beuter Georg Heubeck Eike von Hippel Jens Vassel Udo Knoke Bernd Michaels O. Ernst Starke H. Peter Glotzmann Dieter Farny Edgar Müller-Gotthard Otfried Seewald Bernhard Großfeld Egon Lorenz Peter Koch Edgar Hofmann Karl Sieg 《保险科学杂志》1984,73(3-4):553-659
94.
Dose–response modelling for bivariate covariates with and without a spike at zero: theory and application to binary outcomes
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In epidemiology and clinical research, there is often a proportion of unexposed individuals resulting in zero values of exposure, meaning that some individuals are not exposed and those exposed have some continuous distribution. Examples are smoking or alcohol consumption. We will call these variables with a spike at zero (SAZ). In this paper, we performed a systematic investigation on how to model covariates with a SAZ and derived theoretical odds ratio functions for selected bivariate distributions. We consider the bivariate normal and bivariate log normal distribution with a SAZ. Both confounding and effect modification can be elegantly described by formalizing the covariance matrix given the binary outcome variable Y. To model the effect of these variables, we use a procedure based on fractional polynomials first introduced by Royston and Altman (1994, Applied Statistics 43: 429–467) and modified for the SAZ situation (Royston and Sauerbrei, 2008, Multivariable model‐building: a pragmatic approach to regression analysis based on fractional polynomials for modelling continuous variables, Wiley; Becher et al., 2012, Biometrical Journal 54: 686–700). We aim to contribute to theory, practical procedures and application in epidemiology and clinical research to derive multivariable models for variables with a SAZ. As an example, we use data from a case–control study on lung cancer. 相似文献
95.
Modifications of earlier versions of forecasting models make it possible to trace the effects of changes in income and prices emanating from each individual country considered in this paper. At the theoretical level, it examines the assumptions underlying partial demand models and points out the implications of these assumptions in the context of those relating to international tourism. The new model is used to generate forecasts of tourism imports and exports for 20 countries for the period up to 2010. It allows a more realistic simulation of the impact of political events such as the introduction of the Euro and of changes in framework conditions. 相似文献
96.
This paper examines the reliability of option fair value estimates in the presence of transaction costs. The Black Scholes Merton (BSM) framework assumes zero transaction costs and thus might not provide a reasonable approximation in this context. We investigate the model adjustments companies make to their BSM models to deal with these transaction costs. We specifically examine Employee Stock Option (ESO) plans listed on the French stock exchange, as detailed disclosure on modeling is available for these ESOs. Our analysis questions the reliability of these model adjustments, especially their bias and the extent to which they provide a faithful representation of option fair values. Holding parameter values constant, we find that the model adjustments lead to a median understatement of 52% compared to the BSM model price, higher than the discount we observe for the opportunistic determination of model parameters (below 20%). The paper contributes to the fair value literature by highlighting model risk in the fair valuation of options. This model risk stems from assumptions made about the size of transaction costs and complements the notion of parameter risk analyzed in previous literature. As a result, the model itself might be a possible channel for fair value management. 相似文献
97.
Guang-fu Liu Ralph Riedel Egon Müller 《Technology Analysis & Strategic Management》2013,25(6):683-696
This paper develops a framework for green technology foresight based on the idea of sustainability and takes the Chinese automobile industry as an example for the analysis of its implementation. First, it applies scenario techniques to identify technology requirements, considering six different visions of the future, especially the ‘circulation society’, the ‘environment-friendly society’ and the ‘equity society’. Delphi techniques are used to complete the green technology foresight with an improved questionnaire and statistical model, compared with the traditional one. It is argued that green technology foresight is the evolution and extension of traditional technology foresight, and the basic idea of foresight-guided efforts to achieve sustainability should be considered not only in China, but also in other countries and in other industries. 相似文献
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AbstractWe introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz mean–variance portfolio optimization model. We solve such types of problems using a method similar to column generation. In this scheme, the original problem is restricted to a subset of the assets resulting in a master convex quadratic problem. Then the dual information of the master problem is used in a subproblem to propose more assets to consider. We also consider other extensions to the Markowitz model to diversify the portfolio selection within given intervals for active weights. 相似文献