Optimal rebalance rules for the constant proportion portfolio insurance strategy – Evidence from China

The constant proportion portfolio insurance (CPPI) strategy is one of the most popular asset allocation strategies employed by guaranteed-return financial products investors. Rebalance disciplines play an important role in determining the CPPI performance in practice. This paper examines whether the selection of rebalance rules affects CPPI strategy performance in the context of Chinese equity markets and, if so, in what pattern, and whether an optimal parameter of rebalance exists. We find that, (1) the three alternative rebalance disciplines – time discipline, market move discipline and lag discipline – are indifferent in affecting the performance of CPPI strategy; (2) in terms of optimal parameters of each rebalance rule, the optimal rebalancing period for the time discipline is 3 trading days, the optimal trading threshold of the market move discipline 4%, and the optimal lag factor of the lag discipline 6%. These optimal parameters are not influenced by the length of investment.     

ERP与MRO系统集成过程建模与应用研究

为了实现产品生产阶段到服务阶段业务与数据的有效集成,从业务层和数据层对制造服务系统中的大修维护维修(MRO)与企业资源计划(ERP)的集成过程进行了建模与分析,对ERP与MRO系统之间的业务过程和信息交互过程进行了分析,建立了二者的业务集成框架模型,分析了ERP与MRO系统的数据结构转换过程,提出了二者数据集成模型。应用Web Services完成了ERP与MRO的系统集成开发,包括服务BOM集成、备品备件管理集成等。研究结果实现了制造和服务阶段关键产品数据信息的集成与反馈,打通了从制造到服务阶段的数据传递与集成,对进一步研究复杂产品生命周期管理的信息集成具有一定的借鉴意义。     

“软件开发与实践”教学改革探索与研究

针对软件开发与实践课程的综合性和实践性很强的特点,分析传统教学方法的不足,提出以案例为基础加强各学科关联度的新型教学方法,并从教学内容、课程实践、考核方式等多方面提出了改革措施。     

面向国土资源的学科化信息集成服务模式探讨

学科化信息集成服务是图书馆一种新的服务模式和服务机制。国土资源科研信息内容的专业性、信息需求的前沿性、信息获取方式的自助性等特点,决定了面向国土资源开展学科化信息集成服务具有现实意义。面向国土资源的学科化信息集成服务,应以用户和信息需求为中心,加强学科资源建设与规划;以信息利用为目标,构建学科化信息集成服务平台;以用户及其科研过程为指导,加强研究课题与学科建设的有机联系;同时,加强国土资源管理机制建设,确保学科化信息集成服务的针对性和时效性。     

人文学研究状况简说

人文学是一片新近酝酿的思想云霞，她从学术的山林中袅袅而来。人文学是一片逐渐隆起的学科高地，她从高校的学院间涌动而成。人文学是一束古今成集的精神祥光，她与全球化的大格局交相辉映。人文学的博大精深注定不是对象化的学问，出之入之最需要水磨功夫和投身化境。我们不主张学派性、区域性和话语凝固性的研究，化感通变以期通和致化是进入人文学创造的必然过程。在人文学的曙光从地平线上升起之时，我们尽可能把学界的相关研究纳入视野，黄钟大吕自可宝爱，破砖碎石亦有功用，天章云霞堪成集锦，家藏敝帚聊以自珍。要在知通知化，妙于取精用弘，努力捕捉人文学内在的必然联系，庶几烘托作为重点研究领域的开放性学科创新。     

围绕学科发展搞好专业资料室建设——以河南师范大学经济与管理学院为例

专业资料室是大学文献信息系统中不可或缺的重要组成部分,它的建设应该围绕学科发展的需要,了解学科的发展变化,及时调整文献信息内容结构,为学科发展提供服务。     

Persuasive devices

This paper addresses the devices by which we persuade in thediscipline—to produce and reproduce representations ofeconomies that focus on atomistic individuals, freedom of choiceand closed systems. By means of these devices we erase fromour perceptual field those characteristics of the economic realmthat consider elements of the social nature of individuals,open system thinking, relationality and relative power, includingthe influence played by income and wealth distribution.     

The scholarly exchange of knowledge in Operations Management

A number of studies have investigated the quality of journals in Operations Management. This research steps back from these studies and investigates the exchange of ideas within Operations Management journals and between other management disciplines (Management, Marketing, and Finance) during the last decade (1998–2007). Journal citation metrics provide a measure for the exchange of scholarly ideas. Operations Management (OM) journals show a willingness to cross-pollinate ideas with other management disciplines. But, they also tend to have a higher level of self citations and lower level of within discipline citation exchanges when compared to other management disciplines. As a result, Operations Management journals may reflect methodological silos in the field that could potentially dampen scholarly exchange. In general, increasing the diversity of scholarly exchanges within Operations Management, and conducting more cross-disciplinary research with other management disciples should improve the scholarly development of Operations Management.     

履带式洪涝救援平台的设计与实现

为了解决洪涝灾害中常规救援方式存在的运移距离短、效率低下、安全可靠性低等难题,设计了一种可应用于城市洪涝灾害救援的新型履带式洪涝救援平台.首先,对整机机械结构(行走、升降、救援设备布置、平台防腐等)进行设计;其次,对关键设计参数进行理论计算分析,并运用数值模拟分析技术对关键结构进行仿真分析;最后,基于所设计的救援平台,...     

河北省高等教育服务地方低碳经济发展现状及对策

分析了河北高等教育与地方低碳经济发展的现状,指出了高等教育与地方低碳经济发展中存在的问题,遵循高等教育的发展规律,提出了高等教育与地方低碳经济协调发展中的对策与措施,探索了高等教育服务地方低碳经济的途径,对高等教育服务于地方低碳经济发展、办好人民满意的大学和促进地方低碳经济又好又快的发展有着重要的指导意义。