全文获取类型
收费全文 | 676篇 |
免费 | 27篇 |
专业分类
财政金融 | 234篇 |
工业经济 | 40篇 |
计划管理 | 162篇 |
经济学 | 61篇 |
综合类 | 10篇 |
运输经济 | 2篇 |
旅游经济 | 12篇 |
贸易经济 | 161篇 |
农业经济 | 7篇 |
经济概况 | 14篇 |
出版年
2023年 | 6篇 |
2022年 | 3篇 |
2021年 | 9篇 |
2020年 | 24篇 |
2019年 | 20篇 |
2018年 | 41篇 |
2017年 | 31篇 |
2016年 | 26篇 |
2015年 | 16篇 |
2014年 | 33篇 |
2013年 | 129篇 |
2012年 | 15篇 |
2011年 | 40篇 |
2010年 | 24篇 |
2009年 | 38篇 |
2008年 | 35篇 |
2007年 | 24篇 |
2006年 | 21篇 |
2005年 | 24篇 |
2004年 | 20篇 |
2003年 | 21篇 |
2002年 | 13篇 |
2001年 | 14篇 |
2000年 | 13篇 |
1999年 | 9篇 |
1998年 | 5篇 |
1997年 | 19篇 |
1996年 | 8篇 |
1995年 | 6篇 |
1994年 | 1篇 |
1993年 | 5篇 |
1992年 | 2篇 |
1991年 | 2篇 |
1990年 | 1篇 |
1986年 | 1篇 |
1985年 | 1篇 |
1982年 | 1篇 |
1981年 | 1篇 |
1979年 | 1篇 |
排序方式: 共有703条查询结果,搜索用时 15 毫秒
121.
银行保兑仓业务和担保授信在当今市场经济中发挥着重要作用,本研究的目的在于:弄清其概念与内涵,揭示其基本要求、操作方式与流程;并提出和论证在传统保兑仓融资过程中信用担保介入的操作模式与应用问题。 相似文献
122.
Otto Loistl 《European Journal of Finance》2013,19(9):691-713
Recent finance and economic forecasting and risk calculation failures made obvious that macro-modelling without micro-foundation may be treacherous. Reliable macro-modelling requires the consistent bundling of individual actions into intermediate and macro-variables exploiting the individual actions’ coordination and its dynamics. The degree of coordination may range from chaos – absence of coordination – to determined situations caused by macro-level equilibrium dictating any agent's actions and inhibiting interactions. Coordination clusters individual actions into real decision units such as companies, political parties and unions. It structures the emergent intermediate and macro-level situations vitally.The paper presents first a centennial history of prominent scholars’ quotes questioning the equilibrium paradigm, a short survey of prevailing paradigm's deficiencies laid bare once again by the latest financial crises.It proposes second discrete choice (DC) – successfully applied in different fields – to model the individual agent's decision. DCs innovative integration into a Markov process provides a steady foundation to model interactions of individual agents consistently.The final section justifies the actions’ proposed interactive bundling by referring to recent advances in data processing and network topology. The dynamic modelling of the actions’ and interactions’ coordination breaks fresh grounds both with regards to mathematical, computational and economic modeling requirements. The combination of latest developments in data processing like Big Data and the recently (re)discovered network topology capabilities may cope with these challenges. 相似文献
123.
Vivianne H. M. Visschers Wim F. Passchier Nanne K. de Vries 《Journal of Risk Research》2013,16(3):371-383
Risk perception is often measured by a direct method, e.g., a questionnaire. This mainly reveals the deliberate evaluation of a risk (a so‐called secondary evaluative process), whereas risk perception can also be based on a first, spontaneous reaction (a primary evaluative process). An indirect test such as the Extrinsic Affective Simon Task (EAST, De Houwer, 2003) may be needed to reveal this first, spontaneous reaction. In this study, a questionnaire and an EAST measured the effects of varying risk communications (high risk, low risk or control article), about high‐voltage power lines. The results of the EAST showed that the respondents associated power lines stronger with unhealthy than with healthy. However, the questionnaire results did not seem to indicate that the respondents considered power lines as risky. The EAST did not reveal an effect of article variation on the associations of power lines with (un)healthy. Conversely, the questionnaire results showed that article variation influenced the secondary evaluative process. Further, our findings demonstrated that the direct and indirect measures were unrelated. An indirect test may complement a direct test to get an overall picture of how people evaluate risks. 相似文献
124.
It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion reflect bursts of frequent or less frequent trading, which cause both clustered volatility and heavy tails in price returns. We investigate this hypothesis using tick by tick data from the New York and London Stock Exchanges and show that only a small fraction of volatility fluctuations are explained in this manner. Clustered volatility is still very strong even if price changes are recorded on intervals in which the total transaction volume or number of transactions is held constant. In addition the distribution of price returns conditioned on volume or transaction frequency being held constant is similar to that in real time, making it clear that neither of these are the principal cause of heavy tails in price returns. We analyse recent results of Ane and Geman (2000: J. Finance, 55, 2259–2284) and Gabaix et al. (2003: Nature, 423, 267–270), and discuss the reasons why their conclusions differ from ours. Based on a cross-sectional analysis we show that the long-memory of volatility is dominated by factors other than transaction frequency or total trading volume. 相似文献
125.
The Lévy Libor or market model which was introduced in Eberlein and Özkan (The Lévy Libor model. Financ. Stochast., 2005, 9, 327–348) is extended to a multi-currency setting. As an application we derive closed form pricing formulas for cross-currency derivatives. Foreign caps and floors and cross-currency swaps are studied in detail. Numerically efficient pricing algorithms based on bilateral Laplace transforms are derived. A calibration example is given for a two-currency setting (EUR, USD). 相似文献
126.
Ivo Francioni 《Quantitative Finance》2013,13(5):755-768
127.
In this paper we study the optimal excess-of-loss reinsurance and dividend strategy for maximizing the expected total discounted dividends received by shareholders until ruin time. Transaction costs and taxes are required when dividends occur. The problem is formulated as a stochastic impulse control problem. By solving the corresponding quasi-variational inequality, we obtain analytical solutions for the optimal return function and the optimal strategy. 相似文献
128.
We consider robust optimal portfolio problems for markets modeled by (possibly non-Markovian) Itô–Lévy processes. Mathematically, the situation can be described as a stochastic differential game, where one of the players (the agent) is trying to find the portfolio that maximizes the utility of her terminal wealth, while the other player (“the market”) is controlling some of the unknown parameters of the market (e.g., the underlying probability measure, representing a model uncertainty problem) and is trying to minimize this maximal utility of the agent. This leads to a worst case scenario control problem for the agent. In the Markovian case, such problems can be studied using the Hamilton–Jacobi–Bellman–Isaacs (HJBI) equation, but these methods do not work in the non-Markovian case. We approach the problem by transforming it into a stochastic differential game for backward stochastic differential equations (a BSDE game). Using comparison theorems for BSDEs with jumps we arrive at criteria for the solution of such games in the form of a kind of non-Markovian analogue of the HJBI equation. The results are illustrated by examples. 相似文献
129.
This paper considers the problem of pricing American options when the dynamics of the underlying are driven by both stochastic volatility following a square-root process as used by Heston [Rev. Financial Stud., 1993, 6, 327–343], and by a Poisson jump process as introduced by Merton [J. Financial Econ., 1976, 3, 125–144]. Probability arguments are invoked to find a representation of the solution in terms of expectations over the joint distribution of the underlying process. A combination of Fourier transform in the log stock price and Laplace transform in the volatility is then applied to find the transition probability density function of the underlying process. It turns out that the price is given by an integral dependent upon the early exercise surface, for which a corresponding integral equation is obtained. The solution generalizes in an intuitive way the structure of the solution to the corresponding European option pricing problem obtained by Scott [Math. Finance, 1997, 7(4), 413–426], but here in the case of a call option and constant interest rates. 相似文献
130.
This paper develops two novel methodologies for pricing and hedging European-style barrier option contracts under the jump to default extended constant elasticity of variance (JDCEV) model, namely: a stopping time approach based on the first passage time densities of the underlying asset price process through the barrier levels; and a static hedging portfolio approach in which the barrier option is replicated by a portfolio of plain-vanilla and binary options. In doing so, both valuation methodologies are extended to a more general set-up accommodating endogenous bankruptcy, time-dependent barriers and the commonly observed stylized facts of a positive link between default and equity volatility and of a negative link between volatility and stock price. The two proposed numerical methods are shown to be accurate, easy to implement and efficient under both the JDCEV model and the nested constant elasticity of variance model. 相似文献