我国大陆主要集装箱港口相对有效性评价

以数据包络分析(DEA)的BC2模型为基础,选取泊位长度、堆场面积和桥吊数量为输入项,吞吐量为输出项,从定量角度对我国大陆主要集装箱港口的相对有效性进行了评价。结合评价结果,对各港口的有效和无效原因做了初步的分析。     

基于DEA方法的投资基金业绩评价

本文在传统投入产出效率分析———数据包络分析 (DEA)方法的基础上 ,通过采用改进型的投入产出DEA模型 ,对深圳证券市场2002年前上市的25家封闭式证券投资基金在2002年上半年的业绩进行综合评价。结果表明 ,在评价期间内大部分基金表现为相对无效。同时我们给出基金相对效率名次     

基于改进收益法估值模型的周期性行业公司估值研究

依据典型周期性行业上市公司潍柴动力2011—2020年的财务指标及相关宏观经济指标数据,运用H-P滤波法、岭回归分析和灰色新陈代谢马尔可夫模型,改进传统收益法估值模型。结果显示：宏观经济因素作为影响周期性行业公司价值的重要变量,对周期性行业公司的折现率具有显著的解释能力,对其永续增长率解释能力不显著;岭回归分析法和H-P滤波法能量化宏观经济对估值模型参数的影响,采用灰色新陈代谢马尔可夫模型预测自由现金流可提高估值精准度。     

Bootstrapping Confidence Intervals for Linear Programming Efficiency Scores: With an Illustration Using Italian Banking Data

This article suggests a method for introducing a stochastic element into Farrell measures of technical efficiency as calculated via linear programming techniques. Specifically, a bootstrap of the original efficiency scores is performed to derive confidence intervals and a measure of bias for the scores. The bootstrap generates these measures of statistical precision for the nonstochastic efficiency measures by using computational power to derive empirical distributions for the efficiency measures.     

转移定价的税务刍议

本文简单的介绍了国际公司在我国使用转移定价的情况，分析了跨国公司操作转移定价的原因以及方式，说明了国际企业在我国操作转移价格并不仅仅是出于避税的考虑，无论如何跨国公司对转移定价的操作都会影响我国的经济利益；而通过税收部门及其它部门对合理确定转移定价的控制不仅能避免税收的流失也能防止外方侵蚀我国的经济利益；最后从完善转移定价税制出发，介绍了国际上的趋势以及我国此方面的进展，介绍了跨国公司操作转移定价新的发展。     

我国中部6省和京、沪、粤区域技术创新绩效比较研究

技术创新是经济增长的引擎。中部区域要实现经济崛起必须依靠技术创新。运用DEA方法对中部六省和京、沪、粤区域技术创新绩效进行分析,探讨中部地区技术创新绩效相对较差的原因,并提出一些改进意见。     

模糊综合指数法评价巢湖原水水质及其应用研究

准确评价巢湖原水水质等级，可为防治巢湖水污染提供科学依据。为合理确定水样各评价指数的权重，提高水样水质等级的计算精度，提出了模糊综合指数法(FCIM)。结果表明，用FCIM评价巢湖原水水质中主要污染的结果合理、精度高。FCIM的特点是简便、有效、直观和通用。它可与水质在线仪表联用，用于实时监控湖泊水质。     

DEA在企业效率评价中的应用研究

本文在介绍DEA中C2R模型的基础上,分析了模型参数的经济含义,并就其在企业投入产出相对有效性评价中的应用作了实证,以期为管理者提供借鉴。     

Detecting influential observations in data envelopment analysis

This paper provides diagnostic tools for examining the role of influential observations in Data Envelopment Analysis (DEA) applications. Observations may be prioritized for further scrutiny to see if they are contaminated by data errors; this prioritization is important in situations where data-checking is costly and resources are limited. Several empirical examples are provided using data from previously published studies.This research was performed while under contract with the Management Science Group, U.S. Department of Veterans Affairs, Bedford, MA 01730. Shawna Grosskopf and Richard Grabowski graciously provided data used in two of the empirical examples.     

A goal programming-discriminant function approach to the estimation of an empirical production function based on DEA results

This paper describes a new frontier estimation procedure which relies on results obtained from Data Envelopment Analysis (DEA). The paper reviews some of the earlier works in this area and points out potential difficulties with them. It further suggests ways to validate such developments. A procedure is constructed on the basis of a Goal Programming (GP)-Discriminant Function model developed in stages during the 1980s. A numerical example is used to illustrate the proposed procedure. Then, an extensive simulation in which the GP-based procedure is compared to three regression-based techniques is presented. The simulation results clearly indicate the superiority of the proposed technique over the regression alternatives.