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231.
Consider a well-defined fashion apparel category, where the variants are distinguished by style and colour, and are subject to two equally likely states of the world: State1 when some variants become popular and others unpopular, and State2 when the reverse takes place. We analyse the optimal portfolio and variety arising from hedging against uncertainty triggered by the states, by integrating the Markowitz and the Newsboy models, while carefully considering demand correlations. We show that due to the complex structure of the uncertainty, building hedging portfolios with competing items is necessary for optimality. We also show how mis-specifying the distributions can lead to very bad trade-offs between risk and expected profit, caused by a lack of proper hedging. 相似文献
232.
A credit valuation adjustment (CVA) is an adjustment applied to the value of a derivative contract or a portfolio of derivatives to account for counterparty credit risk. Measuring CVA requires combining models of market and credit risk to estimate a counterparty's risk of default together with the market value of exposure to the counterparty at default. Wrong‐way risk refers to the possibility that a counterparty's likelihood of default increases with the market value of the exposure. We develop a method for bounding wrong‐way risk, holding fixed marginal models for market and credit risk and varying the dependence between them. Given simulated paths of the two models, a linear program computes the worst‐case CVA. We analyze properties of the solution and prove convergence of the estimated bound as the number of paths increases. The worst case can be overly pessimistic, so we extend the procedure by constraining the deviation of the joint model from a baseline reference model. Measuring the deviation through relative entropy leads to a tractable convex optimization problem that can be solved through the iterative proportional fitting procedure. Here, too, we prove convergence of the resulting estimate of the penalized worst‐case CVA and the joint distribution that attains it. We consider extensions with additional constraints and illustrate the method with examples. 相似文献
233.
Desarbo Wayne Ansari Asim Chintagunta Pradeep Himmelberg Charles Jedidi Kamel Johnson Richard Kamakura Wagner Lenk Peter Srinivasan Kannan Wedel Michel 《Marketing Letters》1997,8(3):335-348
We define sources of heterogeneity in consumer utility functions relatedto individual differences in response tendencies, drivers of utility, formof the consumer utility function, perceptions of attributes, statedependencies, and stochasticity. A variety of alternative modelingapproaches are reviewed that accommodate subsets of these various sourcesincluding clusterwise regression, latent structure models, compounddistributions, random coefficients models, etc. We conclude by defining anumber of promising research areas in this field. 相似文献
234.
Marc S. Paolella 《European Journal of Finance》2015,21(13-14):1214-1252
The use of mixture distributions for modeling asset returns has a long history in finance. New methods of demonstrating support for the presence of mixtures in the multivariate case are provided. The use of a two-component multivariate normal mixture distribution, coupled with shrinkage via a quasi-Bayesian prior, is motivated, and shown to be numerically simple and reliable to estimate, unlike the majority of multivariate GARCH models in existence. Equally important, it provides a clear improvement over use of GARCH models feasible for use with a large number of assets, such as constant conditional correlation, dynamic conditional correlation, and their extensions, with respect to out-of-sample density forecasting. A generalization to a mixture of multivariate Laplace distributions is motivated via univariate and multivariate analysis of the data, and an expectation–maximization algorithm is developed for its estimation in conjunction with a quasi-Bayesian prior. It is shown to deliver significantly better forecasts than the mixed normal, with fast and numerically reliable estimation. Crucially, the distribution theory required for portfolio theory and risk assessment is developed. 相似文献
235.
José Antonio Climent Hernández Francisco Venegas Martínez 《Contaduría y Administración》2013,58(4):119-150
In this work, we analyze the log-stable option pricing model, we estimate the parameters of the distribution of the peso-dollar exchange depreciation rate through the methods: 1) maximum likelihood, 2) tabulated quantiles of α-stable distributions and 3) regression on the sample characteristic function; we conducted a qualitative analysis to show the quality of the distribution’s fit and through a quantitative analysis we chose the best α-parameters estimation and we compare the McCulloch (2003) log-stable option pricing model with the Black and Scholes (1973) log-normal model and a MexDer’s prices vector; finally, we show that the log-stable model has advantages over the log-normal model. 相似文献
236.
Majid Asadi 《Metrika》1999,49(2):121-126
In this paper, we characterize some multivariate distributions based on a relationship between the multivariate hazard rate,
as defined by Johnson and Kotz (1975) and Marshall (1975), and the multivariate mean residual life as defined by Arnold and
Zahedi (1988). The results are extensions of the results obtained earlier by Roy (1989, 1990) and Ma (1996, 1997).
Received July 1997 相似文献
237.
全能评分表对全能运动的训练起着重要的导向作用。国际田联公布的全能评分表,存在计分不累进的问题。采用指数拟合方法对评分表进行了修改,使评分表更加合理,以促进全能运动成绩向更高水平发展。 相似文献
238.
Rick N. Francis 《Advances in accounting, incorporating advances in international accounting》2011,27(1):1-9
This study provides empirical evidence that net cash distributions to shareholders provide a noteworthy context for improving the out-of-sample prediction of cash flow. Dechow et al. (2008) suggest that net distributions to shareholders is an indicator for future cash flow, and the current study hypothesizes that the accuracy of out-of-sample forecasts increases with the magnitude of the shareholder distributions. The empirical results are consistent with this hypothesis for one-year-ahead forecasts, and the results are robust to controls for firm size. Moreover, the results indicate that the distributions to shareholders effect largely subsumes the firm size effect for forecasts of free cash flow, but not for operating cash flow. This suggests that firm size is a proxy for operating stability but not investing stability. Overall, the study provides a practical context for analysts, creditors and others to consider when generating cash flow forecasts. 相似文献
239.
靳景玉 《技术经济与管理研究》2000,37(2):39-41
本文通过对NPV与IRR指标不一致原因的分析,在资金不闲置的作用下,很好地解决了NPV与IRR的不一致性的拟合使其一致。 相似文献
240.
Rolf Aaberge 《Metrika》2000,50(3):179-193
Applications of the standard theory of UMP unbiased tests depends on conditions which in general are difficult to verify.
In the present paper, however, we suggest more simple rules for applying this theory for regular exponential families of distributions.
This approach leads to UMP unbiased tests for various multiparameter testing problems with restricted alternatives, and is
shown to give justification for conditional tests for testing symmetry, diagonals-parameter symmetry and independence in two-way
contingency tables. The derived tests are shown to possess attractive small sample properties.
Received: June 1998 相似文献