一类两级供应链统一批量价格和保修期决策

针对由单个供应商和两个相互竞争制造商组成的两级供应链,其中供应商是领导者,制造商是跟随者,生产两种替代性产品,讨论供应商统一批量价格策略和制造商保修期策略.采用逆序归纳法研究该供应链成员之间的博弈行为.首先,讨论两个制造商之间的博弈行为,得到了保修期最优反应函数和唯一的Nash均衡.然后,讨论供应商的批量价格策略,得到了具体的解析表达式.并采用数值算例,针对两制造商的区别只是市场规模不同的特例,刻画了供应商和制造商的策略和单位时间利润的变化规律.     

New Evidence on the Ability of Asset Prices and Real Economic Activity Forecast Errors to Predict Inflation Forecast Errors

This paper investigates the impact of both asset and macroeconomic forecast errors on inflation forecast errors in the USA by making use of a two‐regime model. The findings document a significant contribution of both types of forecast errors to the explanation of inflation forecast errors, with the pass‐through being stronger when these errors move within the high‐volatility regime. Copyright © 2016 John Wiley & Sons, Ltd.     

Re-engineering transformer maintenance processes to improve customized service delivery

The outage of a transformer in a power generation system will generally result in a shutdown of the entire system.Consequentially,large amounts of revenue are lost to the plant owner with a substantial negative impact on the civil community and industrial customers.This paper analyzes the current maintenance practices(i.e.,an as-is process model) of a transformer manufacturing company,which provides maintenance services to power generation plants and reports the major weaknesses in current business pract...     

衍生证券的定价理论

:本文对衍生证券的定价理论进行了论述.     

CMOS折叠-插值A/D转换器中气泡效应的研究

ＣＭＯＳ折叠－插值Ａ／Ｄ转换器是一种新颖的高速，低功耗转换器，文中在芯片设计的基础上分析了这种转换器的结构在视频应用时潜在的气泡效应及其压缩消除技术，设计了采用气泡升降法的压缩电路及芯片，取得了较好的压缩效果。气泡铲应是高速Ａ／Ｄ中普遍存在的可靠性问题，文中同样为尽可能消除其它高速Ａ／Ｄ的气泡失效提供了适用的分析和对策。     

一种新型信号源的设计思想

提出将单片微型计算机和传统的信号源电路相结合的设计思想，可构成一种具有更强功能的新型信号源。这种新型信号源除具有传统信号源的功能外，还具有输出信号个数可人为设定的功能。     

排污收费的定价模型探讨

从污染物总量控制要求出发，研究了污染物集中治理的排污收费价格制订模型，并结合企业经济行为分析了该模型的特点和在环境治理中的收费效果     

Risk factor beta conditional value‐at‐risk

We propose a new approach to the estimation of the portfolio Value‐at‐Risk. Based on the assumption that the same macroeconomic factors affect returns of all assets in a portfolio, this methodology allows the generation of the sequence of hypothetical future equilibrium portfolio returns given the historical values of the underlying macroeconomic factors and the asset betas with respect to these factors. Value‐at‐Risk is then found as an appropriate percentile of the corresponding hypothetical distribution of the portfolio profits and losses. The backtesting results for the six Fama–French benchmark portfolios and the S&P500 index show that this approach yields reasonably accurate estimates of the portfolio Value‐at‐Risk. Copyright © 2008 John Wiley & Sons, Ltd.     

基于期权理论的供应链技术创新决策模型研究

通过引入期权机制与技术创新,建立了关于单个供应商与单个销售商组成的两级供应链,基于此探讨了供应链机制的设计问题.研究结果表明：在非合作情况下,实施技术创新后总订购量的增加提高了供应商的营销积极性,同时销售商的利润也有所增加;在合作情况下,实施技术创新后总订购量及整条供应链的总利润均增加,从而提高了供应链的系统效能.     

国有商业银行创新不良资产处置手段的思考

分析了创新不良资产处置手段的必要性和可行性,探讨了如何实现不良资产处置手段的创新及需要的政策支持.