基于熵值法的高质量发展综合评价研究

探索高质量发展评价指标体系是当前社会各界面临的极富挑战性和开创性工作。从生产、分配、交换和消费四个环节选取23个指标构建高质量发展指标体系,利用熵值法对2000—2015年我国经济高质量发展进行评价。在此基础上从提升全要素生产率、调节国民收入分配格局、助力文化消费以及防范市场风险等层面提出政策建议。     

基于网络DEA交叉效率模型的我国商业银行效率评价研究

本文从商业银行的实际情况出发，将其经营过程划分为资金筹措与资金运营两个阶段。结合网络DEA与权重平衡交叉效率思想，并利用熵值法处理交叉效率的集结问题，构建了商业银行各子系统及链形系统的交叉效率评价模型。将上述模型应用于我国16家商业银行的效率评价，发现这16家商业银行的效率普遍不高，且城市商业银行的系统平均交叉效率高于国有银行，国有银行的系统平均交叉效率略高于股份制银行。     

基于集对-熵权分析的铁路枢纽物流中心站选址的研究

铁路枢纽物流中心站是枢纽内组织各种物流运转、完成物流功能、提供物流服务的重要节点.分析铁路枢纽物流中心站选址影响因素,引入集对-熵权理论分析模型,提出在合肥北站建立物流中心站和在钟油坊站建立辅助中心站的选址方案建议.     

Japanese Consumption,External Disequilibrium and their Statistical Measurement

Georgescu-Roegen's work is usually divided into two categories, his earlier work on consumer and production theory and his later concern with entropy and bioeconomics beginning with his 1966 introductory essay to his collected theoretical papers published in the volume Analytical Economics. Most economists usually praise his earlier work on pure theory and ignore his later work which is highly critical of neoclassical economics. Those economists sympathetic to his later work usually take the position that he “saw the light” and gave up neoclassical theory some time in the 1960s to turn his attention to the issues of resource scarcity and social institutions. It is argued here that there is an unbroken path running from Georgescu's work in pure theory in the 1930s, 1940s, and 1950s, through his writings on peasant economies in the 1960s, leading to his preoccupation with entropy and bioeconomics in the last 25 years of his life. That common thread is his preoccupation with “valuation.” The choices our species makes about resource use and the distribution of economic output depends upon our valuation framework. Georgescu-Roegen's work begins in the 1930s with a critical examination of the difficulties with the hedonistic valuation framework of neoclassical economics, moves in the 1960s to the conflict between social and hedonistic valuation, and culminates in the 1970s and 1980s with his examination of the conflict between individual, social, and environmental values. This paper traces the evolution of Georgescu-Roegen's thought about valuation and the environmental and social policy recommendations which arise out of his bioeconomic framework.     

中国寿险业综合融资能力的动态比较及特征分析

寿险业近年的融资量不断增加,但偿付能力却未根本改变。本文利用熵值法和动态评价法,计算了各寿险公司2007-2010年的综合融资能力,分析了综合融资能力的差异以及在内部融资、债务融资和股权融资的表现差异和融资特征。结果表明,大型公司的综合融资能力具有明显优势;内部融资能力对寿险公司的影响一直较弱;股权融资的影响力度略大于债务融资,中国寿险业具有明显的股权融资偏好。进一步分析显示,大公司具有较强的内部融资能力,但在债务融资和股权融资方面没有明显优势,同时,外资寿险公司的综合融资能力普遍不高,在各融资渠道方面都有待改善。     

The Relations between Minimal Martingale Measure and Minimal Entropy Martingale Measure

We consider incomplete markets, where each risky asset fluctuation is a continuous semimartingale, and study a subset of Equivalent Local Martingale Measures in which Minimal Martingale Measure minimizes relative entropy.We also discuss, as special cases, some models with the risky assetfluctuation represented as a solution of some stochastic differential equations.Finally, we mention that the predictable representation property is essentialin order that Minimal Martingale Measure coincides with Minimal Entropy Martingale Measure.     

内部控制信息披露质量与资本成本

构建基于熵模型计量的内部控制信息披露质量指数,在此基础上,针对2008-2011年度上市公司内部控制信息披露的情况,实证检验了内部控制信息披露质量与资本成本之间的关系.检验结果发现,自2009年开始,内部控制信息披露质量越高的上市公司,在同等条件下的资本成本更低,这说明市场已经开始对内部控制信息予以足够的关注,意味着内部控制信息披露不仅给上市公司带来负担,也给上市公司带来潜在的利好.     

基于PSR模型和熵权法的南宁市城市土地集约利用评价

以南宁市为例，基于PSR模型建立土地集约利用评价体系，运用熵权法对各项指标测算权重，定量评价南宁市土地集约利用情况。结果表明：2012-2021年南宁市土地集约利用水平不断提高，土地压力系统呈先下降后上升的趋势，土地状态系统呈上升趋势，土地响应状态比较平稳，土地集约利用协调度也处于一个较平稳的状态。南宁市人口密度不断上升，土地压力成上升趋势，但建设用地增长率逐渐下降，说明南宁市建设用地扩张的趋势有明显的好转。