汽车4S店构建信息流与运营提升

汽车4S店是目前汽车厂商采取的主要营销模式,在经营管理过程中会产生大量的信息,这些信息如果能够被系统地收集、分析、整理和传递,必将对4S店的运营提升有着很大的推进作用。文章从信息流对4S店运营提升的作用出发,归纳目前4S店信息流现状,探讨如何构建完善的信息流体系。     

4RCP综合营销模型研究

本文在对4P、4C、4R相关研究成果进行述评和对供应链管理模式下4R营销理论进行深入探讨的基础上,对4P和4C理论的具体内容进行了修改以符合未来供应链的管理模式。以输入输出方法分析了三个理论具体内容之间的关系并提出了4RCP综合营销模型。该模型中4R是营销战略,4C和4P分别是顾客的需求分析和营销行动方案制定的战术模型,三者是互相融合的综合关系。4RCP综合营销模型在应用中是循环递进的,包括RCP的大循环和CP小循环,一次RCP大循环包括数个CP小循环。该模型适用于从营销战略到战术规划的转换,贯通营销活动从市场分析到具体营销行动的全过程。     

价值运筹——价值工程在世※界经济新运行形态下的发展

认知世界经济的巨大变化需要新的观念,人类经济总体发展模型又称“四方式二形态”假说,可以作为研究经济和管理问题的基本框架和准则。由此得出当前世界经济按功能经济形态运行。列出了一些与物质经济运行形态不同的主要的新特征。总结出六条关于功能价值的基本原理,以供处理有关问题之用。给出了“价值运筹”的定义,指出价值运筹的实质是“智能经营”,因此“全员价值运筹”是必然的选择。它将推动企业管理创新     

信息产品营销策略初探

本文在分析了信息产品的特点和市场特性的基础上,提出了信息产品的基本营销策略。     

External Constraints on Monetary Policy and the Financial Accelerator

We develop a small open economy macroeconomic model where financial conditions influence aggregate behavior. Our goal is to explore the connection between the exchange rate regime and financial distress. We first show that a calibrated version of the model captures well the behavior of the Korean economy during its financial crisis period of 1997–98. In particular, the model accounts for the sharp increase in lending rates and the large drop in output, employment, investment, and measured productivity. The financial market frictions play an important role, further, explaining roughly half the decline in overall economic activity. We then perform some counterfactual exercises to illustrate how the fixed exchange rate regime likely exacerbated the crisis by tying the hands of monetary policy.     

British export market selection and pricing

The existing literature favors key market concentration in exporting, but the results of a recent survey of industrial exporters in the north of England show that the key market argument is weak both on logical grounds and in empirical support. There is an alternative strategy—market spreading—supported by various company, product, market, and marketing factors. The need is for situational analysis, not general theories. This article also addresses the key issue of export pricing—the most highly rated marketing variable in exporting. It is seen that whereas many of the popular criticisms of exporters are apparently unfounded, there are some problems of policy consistency, particularly in responding to floating currencies. These are especially serious in view of the high emphasis placed on price competitiveness in exporting.     

1999年度我院自然科学基金项目中标率高的几点思考

国家自然科学基金申报是科学性与艺术性高度结合的创造性劳动。高中标率背后离不开高效务实的科技管理。思想重视、措施得力、主攻目标明确，迎来了我院 1999年基金项目申报的大丰收。     

Nominal exchange rate volatility,relative price volatility,and the real exchange rate

We model real exchange rate, nominal exchange rate, and relative price volatility using real and nominal factors. We analyze these volatility measures across developing and industrialized countries. We find that the inclusion of nominal factors achieves a sizable reduction in the real exchange rate volatility spread between developing and industrialized countries. In addition, we find that nominal factors matter to real exchange rate volatility in the short run and the long run, and that for developing countries, a higher share of real exchange rate volatility stems from relative price volatility.     

ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS

We develop a theory of robust pricing and hedging of a weighted variance swap given market prices for a finite number of co‐maturing put options. We assume the put option prices do not admit arbitrage and deduce no‐arbitrage bounds on the weighted variance swap along with super‐ and sub‐replicating strategies that enforce them. We find that market quotes for variance swaps are surprisingly close to the model‐free lower bounds we determine. We solve the problem by transforming it into an analogous question for a European option with a convex payoff. The lower bound becomes a problem in semi‐infinite linear programming which we solve in detail. The upper bound is explicit. We work in a model‐independent and probability‐free setup. In particular, we use and extend Föllmer's pathwise stochastic calculus. Appropriate notions of arbitrage and admissibility are introduced. This allows us to establish the usual hedging relation between the variance swap and the “log contract” and similar connections for weighted variance swaps. Our results take the form of a FTAP: we show that the absence of (weak) arbitrage is equivalent to the existence of a classical model which reproduces the observed prices via risk‐neutral expectations of discounted payoffs.