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11.
Summary. A well-known result in the medical insurance literature is that zero co-insurance is never second-best for insurance contracts
subject to moral hazard. We replace the usual expected utility assumption with a version of the rank-dependent utility (RDU)
model that has greater experimental support. When consumers exhibit such preferences, we show that zero co-insurance may in
fact be optimal, especially for low-risk consumers. Indeed, it is even possible that the first-best and second-best contracts
are identical. In this case, there is no “market failure”, despite the informational asymmetry. We argue that these RDU results are in
better accord with the empirical evidence from US health insurance markets.
Received: February 26, 2001; revised version: October 4, 2002
RID="*"
ID="*"The authors would particularly like to thank Simon Grant, John Quiggin, Peter Wakker and an anonymous referee for valuable
comments and suggestions on earlier drafts. The paper has also benefitted from the input of seminar audiences at The Australian
National University, University of Auckland, University of Melbourne and University of Sydney. Ryan also gratefully acknowledges
the financial support of the ARC, through Grant number A000000055.
Correspondence to:R. Vaithianathan 相似文献
12.
13.
Efficiency measurement with multiple outputs and multiple inputs 总被引:1,自引:2,他引:1
Subal C. Kumbhakar 《Journal of Productivity Analysis》1996,7(2-3):225-255
This paper discusses modeling technical and allocative inefficiencies in both cost minimizing and profit maximizing frameworks with special emphasis on multiple inputs and multiple outputs. Both primal and dual models are considered for this purpose. In the primal approach we use a separable output and input function (the constant elasticity of transformation output function and Cobb-Douglas input function). The dual models assume translog cost or profit functions. Technical inefficiency is assumed to be random in the cross-sectional models, and fixed firm-specific parameter in the panel data models. Allocative inefficiencies are always treated as input-specific parameters. We derive exact relations linking technical inefficiency and allocative inefficiencies to cost and profit when the underlying technology is represented by a flexible functional form such as the translog. It is shown that appending a one-sided homoscedastic error term to model technical inefficiency, or neglecting technical inefficiency altogether in a translog profit tunciton results in model misspecification and inconsistent parameter estimates. 相似文献
14.
A new framework is presented for the study of the existence and uniqueness of solutions to the Koopmans’ equation in the unbounded
case, that is based on the contraction mapping approach. In the bounded below case with bounded consumption streams, uniqueness
of the solution in the whole class of weak-star continuous utility functions is obtained. When the aggregator is unbounded
below and/or consumption streams are unbounded, existence of a weak-star continuous solution is shown, and a simple criterium
to check the sufficient conditions for existence is provided.
Juan Pablo Rincón-Zapatero and Carlos Rodríguez-Palmero gratefully acknowledge financial support by the Ministerio de Educación y Ciencia and FEDER funds under Research Projects MTM2005-06534 and SEJ2005-08709/ECON, respectively, and by Consejería de Educación de la Junta de Castilla y León under Research Projects VA99/04 and VA017B05, respectively. This paper has substantially benefited from the comments of an
anonymous referee. Particular and special thanks are due to Robert Becker for his very helpful comments and valuable suggestions. 相似文献
15.
Summary. We show, in the Choquet expected utility model, that preference for diversification, that is, convex preferences, is equivalent
to a concave utility index and a convex capacity. We then introduce a weaker notion of diversification, namely “sure diversification.”
We show that this implies that the core of the capacity is non-empty. The converse holds under concavity of the utility index,
which is itself equivalent to the notion of comonotone diversification, that we introduce. In an Anscombe-Aumann setting,
preference for diversification is equivalent to convexity of the capacity and preference for sure diversification is equivalent
to non-empty core. In the expected utility model, all these notions of diversification are equivalent and are represented
by the concavity of the utility index.
Received: July 27, 1999; revised version: November 7, 2000 相似文献
16.
Paolo Ghirardato 《Economic Theory》2002,20(1):83-92
Summary. I present an axiomatization of subjective expected utility and Bayesian updating in a conditional decision problem. This
result improves our understanding of the Bayesian standard from two perspectives: 1) it uses a set of axioms which are weak
and intuitive; 2) it provides a formal proof to results on the relation between dynamic consistency, expected utility and
Bayesian updating which have never been explicitly proved in a fully subjective framework.
Received: December 1, 2000; revised version: February 26, 2001 相似文献
17.
阻碍资本外流契约不仅影响资本优化配置,也削弱代理人在优惠回报契约中的谈判力,从而使区域经济难以实现效用最大化.同时,在存在代理人道德风险的情况下,阻碍资本外流契约所规定的撤资高额违约金会妨碍区域经济总效用最大化的实现.应从制度上消除区域内外资本的等级差别,规定区域融资契约合理的法定有效期,并制定强有力的法律来制止区域融资主体迫使投资者与之签订只体现自己意愿的阻碍资本外流契约. 相似文献
18.
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within a Markovian Heath–Jarrow–Morton model of the interest rate term structure driven by an infinite-dimensional Wiener process, we give sufficient conditions for the existence and uniqueness of an optimal trading strategy. When there is uniqueness, we provide a characterization of the optimal portfolio as a sum of mutual funds. Furthermore, we show that a Gauss–Markov random field model proposed by Kennedy [Math. Financ. 4, 247–258(1994)] can be treated in this framework, and explicitly calculate the optimal portfolio. We show that the optimal portfolio in this case can be identified with the discontinuities of a certain function of the market parameters. 相似文献
19.
Ralph G. Kauffman Author Vitae Peter T.L. Popkowski Leszczyc Author Vitae 《Industrial Marketing Management》2005,34(1):3-12
In many new or repeat purchasing situations, business buyers must decide how many suppliers to consider (a “choice set”) in determining which supplier(s) to actually buy from or contract with. This paper develops an optimization approach to determining the size of the choice set, taking into consideration buyer utility and search and evaluation costs. A theoretical model is developed for both one-time and repeat purchase situations. The model is estimated using empirical data received from bids received for procurement auctions. In these auctions, suppliers provide bids for steel pipe based on two product attributes (price and delivery time). Model sensitivity to small changes in parameters is also tested. 相似文献
20.
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
In this paper, we consider the problem of optimal investment by an insurer. The wealth of the insurer is described by a Cramér–Lundberg process. The insurer invests in a market consisting of a bank account and m risky assets. The mean returns and volatilities of the risky assets depend linearly on economic factors that are formulated as the solutions of linear stochastic differential equations. Moreover, the insurer preferences are exponential. With this setting, a Hamilton–Jacobi–Bellman equation that is derived via a dynamic programming approach has an explicit solution found by solving the matrix Riccati equation. Hence, the optimal strategy can be constructed explicitly. Finally, we present some numerical results related to the value function and the ruin probability using the optimal strategy. 相似文献