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981.
实行资金集中管理能够有效地整合国有大中型企业金融资源,优化资源配置,同时可以加强国有大中型企业资金管理的控制和协调能力。本文主要对国有大中型企业资金集中管理体系构建进行了初步探究。 相似文献
982.
983.
This paper develops a theoretical model to identify various risks in the Chinese property insurance market. Consequently, we apply a structural VAR model to quantify the magnitude, historical timing of these risks, and their dynamic impacts on the permanent and transitory components of the insurance premiums. The results indicate that the enormous amount of speculative funds flowing into China has aggravated insurance premiums as well as helped accelerate market volatilities due to its uncertain nature to the domestic economy and its short-term characteristic of investing. In particular, the speculative shock is shown to be the primary factor responsible for the transitory fluctuation of insurance premiums while the supply shock explains the preponderance of insurance premiums’ permanent growth in recent years. 相似文献
984.
Motivated by the surge in popularity of passive hedge fund investments, the present article discusses the concept of “alternative
beta” and its implications for the hedge fund industry. The article covers a variety of topics, ranging from the basic rationale
for hedge fund replication to replication methodologies and products to the academic and financial market environment. We
find that with their radical departure from the hedge fund hallmark of alpha delivery, passive replication products represent
the next generation of hedge fund investing, and offer the catalyst for further development of the matured hedge fund industry.
Further, we show how the alternative beta concept contributes to a proper separation of alpha, and thus enhances the overall
efficiency and quality of hedge fund returns. The article also demonstrates that hedge fund replication can take several different
forms. In conclusion, we believe that passive hedge fund products have the potential to consistently outperform mediocre (funds
of) hedge funds on an after-fee basis.
相似文献
Jan ViebigEmail: |
985.
Hedge fund managers receive a large fraction of their funds' profits, paid when funds exceed their high‐water marks. We study the incentives of such performance fees. A manager with long‐horizon, constant investment opportunities and relative risk aversion, chooses a constant Merton portfolio. However, the effective risk aversion shrinks toward one in proportion to performance fees. Risk shifting implications are ambiguous and depend on the manager's own risk aversion. Managers with equal investment opportunities but different performance fees and risk aversions may coexist in a competitive equilibrium. The resulting leverage increases with performance fees—a prediction that we confirm empirically. 相似文献
986.
本文在简要分析社会福利筹资基本理论的基础上,梳理了中国社会福利筹资的历史演变,从社会保险、优抚和社会福利救济、医疗卫生、教育保障和住房保障等方面重点分析了中国社会福利筹资的现实情况,特别是公共财政支持社会保障和福利体系发展建设的情况,并对中国政府财政如何支持社会福利筹资提出了基本的看法,分三种假设方案预测了未来中国财政对社会福利筹资的支持能力。 相似文献
987.
988.
This paper provides a new explanation for closed‐end fund (CEF) discounts and premiums using the local martingale theory of asset price bubbles. This is a rational asset pricing model that is shown to be consistent with the existing empirical evidence on CEF discounts/premiums. Additional testable implications of the model are derived, which await subsequent research for their resolution. This bubble theory also applies equally well to understanding discounts and premiums on exchange traded funds. 相似文献
989.
In a new scheme for hedge fund managerial compensation known as the first‐loss scheme, a fund manager uses her investment in the fund to cover any fund losses first; by contrast, in the traditional scheme currently used in most US funds, the manager does not cover investors' losses in the fund. We propose a framework based on cumulative prospect theory to compute and compare the trading strategies, fund risk, and managers' and investors' utilities in these two schemes analytically. The model is calibrated to the historical attrition rates of US hedge funds. We find that with reasonable parameter values, both fund managers' and investors' utilities can be improved and fund risk can be reduced simultaneously by replacing the traditional scheme (with 10% internal capital and 20% performance fee) with a first‐loss scheme (with 10% first‐loss capital and 30% performance fee). When the performance fee in the first‐loss scheme is 40% (a current market practice), however, such substitution renders investors worse off. 相似文献
990.
McDonald Cynthia G. Nixon Terry D. Slawson V. Carlos 《The Journal of Real Estate Finance and Economics》2000,20(2):195-210
This study examines the risk-compensating behavior of REIT market makers. The bid-ask spread is hypothesized to compensate market makers for three costs: asymmetric information, order processing, and inventory. As the market makers perceived likelihood of transacting with a better-informed individual increases (decreases), the percentage of the spread that is attributed to asymmetric information will increase (decrease). This study examines the asymmetric information component of the bid-ask spread immediately prior to and following REIT dividend announcements and REIT funds from operations announcements during 1995 and 1996. The asymmetric information component increases the day before and then declines subsequent to dividend announcements of small and equity REITs. Asymmetric information costs increase following funds from operations announcements. 相似文献