引入流动性的证券投资组合模型构建与实证分析

为更好地体现流动性对于开放式基金投资组合的重要意义,在马柯维茨“均值-方差”模型的基础上创造性地引入流动性因素,通过构造“稳健因子”,来构造出以“收益”、“风险”和“稳健因子”所组成的三维空间里投资组合的有效前沿.经过实证检验得出,引入“稳健因子”的三维投资组合相比于仅以“收益”和“风险”所构造的二维投资组合,在收益提高、风险控制等方面具有一定的优势.     

Critical systems thinking: Edgar Morin and the French school of thought

In response to the call that systems practitioners need to produce a second epistemological break corresponding to a shift of interest from systems science to systems rationality, it is submitted that the preparation for this break has already been carried out. It is shown that systems rationality is firmly established and central to the French school of thought in systemics and that the philosophical groundwork has been extensively laid out by Edgar Morin. A very limited exposé of Morin's work is presented in support of this claim.     

Testament to conversations on critical systems thinking between two systems practitioners

This is a testament to conversations held in Berne and Fribourg, Switzerland, in late 1988. The main theme that we present concerns seeking to find an adequate epistemology for systems practice, to find a truly critical approach, by shifting our interests from systems science to systems rationality (i.e., by reaching out toward a systems epistemological ideal) and by dealing with sociological phenomena such as the effects of material conditions and false consciousness and inequalities associated with these. Social rationalities relating to positivism, interpretivism, and critique are considered. Limitations and legitimacies of these rationalities in social contexts are made explicit in these discussions.Conversations were held in Berne and Fribourg, Switzerland, between 30 November and 5 December 1988.     

The scene for Interpretive Systemology

In this introductory paper to the special issue ofSystems Practice devoted to Interpretive Systemology, some of the conditions under which this trend in systems thinking has come to life are briefly depicted. For that purpose a wider and a narrower scene are presented. The wider scene presents the general questions and problems that are to be tackled by Interpretive Systemology, within a wide international perspective of systems thinking and practice. The narrower scene, which is related to more particular conditions, shows how some circumstances connected to the socalled Third World or underdeveloped countries have helped to trigger the launching of Interpretive Systemology. Finally, a brief outline of the research program for Interpretive Systemology is introduced.     

“Becoming Different”: Accessing University From a Low Socioeconomic Community—Barriers and Motivators

Access to tertiary education by individuals from low socio-economic backgrounds has been extremely low historically, despite policies to address this inequity. Twenty eight people from a low socio-economic community with almost the lowest rates of access to university in Australia were interviewed to identify the barriers they had encountered and the factors that had enabled them to access and complete a university qualification. Barriers reported occur both within the community, and external to, or on the boundary of the community. Internal barriers included lack of information about the existence of university or its value for individuals, cultural beliefs about acceptable aspirations, a lack of role models within the community, and a lack of the opportunity to compare the impact of a university education on lifestyle, opportunities and options. Motivators identified are categorised as nature of work; interest, role models/comparisons competition/proving, and encouragement.     

天线球面近场测量的探针校准近远场变换

从含探针校准信息的传输方程出发 ,对天线球面扫描测量的数据进行球面近远场变换。阐述了用这种变换方法实现“近 -远”、“近 -近”、“远 -近”和“远 -远”四种场变换的措施。对矩形角锥喇叭天线球面扫描测量的数据进行了“近 -远”和“远 -近”场变换 ,变换结果与测量结果吻合较好。     

Systems and organizations: Distal and proximal thinking

The paper introduces the contributions to this special issue ofSystems Practice on Systems and Organizations: New Directions in terms ofdistal andproximal thinking. Distal thinking refers to ready-made concepts, to the finished effects and outcomes of thought and action; proximal thinking, to process and event, to the continuous and unfinished. The papers presented here deal with various aspects of the distal/proximal distinction in social systems and organizations, and especially draw out the implications of recent work in information technology, sociology of technology, accounting theory, and organization studies for a proximal conception of systems and organizations.     

Participatory Action Research and the Development of Critical Creativity: A “Natural” Combination?

This paper focuses on the research strategy that I employed during doctoral studies. An overarching framework of Action Research (AR) was used in the development of a complementary approach to creative studies. At the time of the studies AR seemed to be a natural choice and I did not overly concern myself with exploring as to why that was the case. However, I recognize the value of contemplating the appropriateness of research strategy and, in this paper, now reflect on some of the parallel strands implicit in AR and in critical creativity that I now realize served to enrich the overall research process.     

Rhetorics and Realities in Public Service Organizations: Systemic Practice and Organizational Learning as Critically Reflexive Action Research (CRAR)

This article sets out to develop an argument and theory-in-practice related to organizational learning and systemic practice as critically reflexive action research (CRAR). It explores principles and concepts associated with CRAR, in the context of different emphases in understandings of and approaches to managing or working with change. The notion of epistemologies of practice is developed, as the basis for introducing on-site and off-site CRAR as interweaving cycles of managerial and organizational learning. A multilayered illustration of an improvisational CRAR environment, using principles of dialectical enquiry and critical learning theater, is offered. A diagrammatic analysis provides the framework for describing and reflecting critically on key CRAR processes. This is expanded with a consideration of possibilities for documentation that can assist with the validation of quality in CRAR processes and outcomes. This has relevance in the context of postpositivist action research at postgraduate levels or within project-based CRAR partnerships. This leads to a further discussion of principles and concepts, in the context of other literature and pressures on public services.     

Engineering Systems Thinking: A Multifunctional Definition

This paper asks what engineering systems thinking is and seeks to determine what distinguishes it from systems thinking. The purpose of the study was to identify the characteristics of engineers who are able to think in the manner we call engineering systems thinking. The study seeks to define the term engineering systems thinking on a theoretical level and then to move from the theoretical level to the operational level. A thorough understanding of engineering systems thinking on both the theoretical and operational levels will prove useful in the design of curricula to improve and develop thinking of this sort. Our study was based on 28 interviews, 14 lectures, and 2 observation sites. This paper treats only the material that pertains directly to engineering systems thinking.     

Cybernetics and Participation: From Theory to Practice

A combination of recent cybernetic discourse provides guidelines for reconsidering our way of thinking about the relationship between government and the governed. With reference to contemporary understanding of natural biological systems and complexity, it is possible to reformulate a language that has tended to be dominated by notions of competition and survival of the fittest. Instead we can perhaps move toward reconsidering social systems in terms of a more dynamic and equitable understanding of the fit and structural dance of different systems, and postulate that the motor for progress is the coexistence of difference rather than might over right. This paper synthesizes the somewhat different insights of Stafford Beer and the Santiago School of Cognition, and reports on a real-world initiative that sought to instantiate governance as a phenomenon constituted by the governed. Technological developments of the knowledge age are proposed as supporting such democratic initiatives.     

The roots of reductionism: A counter-ontoepistemology for a systems approach

Both an ontoepistemology for reductionist modern science (counter-ontoepistemology) and an ontology for interpretive Systemology have been outlined in the two preceding papers in this special issue ofSystems Practice. In the present article, the notion of truth is interpreted in terms of both the ontoepistemology of reductionism and the ontology of interpretive systemology. Both interpretations are discussed. Such a discussion represents the objective of this paper, that is, to outline the epistemological face of the ontoepistemology of interpretive systemology. In order to design that epistemological face, the relation between ontology and epistemology must be clarified. Such a relation is seen from the standpoint already provided by the ontology. After the discussion on the notion of truth, the general shape of a systemic-interpretive inquiring process is outlined.     

An Inquiry into the Historical Meaning of “The Fifth Discipline”

This paper shows a possible way to unfold the historical meaning of The Fifth Discipline. The thread of this way is the question about the new way to be human promoted by The Fifth Discipline. It is shown that this new way of being is not modern and coincides at several points with the ancient one. This situation is given two opposed interpretations. The first one points to a sort of a returning of our cultural worldview to the ancient one. A critique to this interpretation leads to a second possibility, which points to a radicalization of the instrumental trends of high modernity. Then a second critique is articulated which shows that the shift in the idea of humanity manifested by The Fifth Discipline remains obscure and problematic for our current way of thinking.     

关于"复杂性研究"和"复杂性科学"

赞成“复杂性研究”却不赞成“复杂性科学”。道理很简单：“复杂性研究”是可能的,“复杂性科学”是不可能的。科学仅限于研究实体、运动和关系,从未研究一种“属性”建立起一门科学来。譬如“美”是一种属性,人类研究“美”至少几千年了,但美学始终属于哲学而不是科学。我们不应当直接研究“复杂性”,而应当直接研究“复杂系统”,特别是某一类复杂系统。惟有“系统科学”是总的称谓,永久性的称谓。     

“智能生产与服务网络”的安全界壳体系设计

"中国制造2025"战略的推进需要借助于新型产业互联网体系——"智能生产与服务网络".如何确保其稳定、有序运行?是本研究拟解决的核心问题,因此,本文首先基于"虫口模型"讨论"智能生产与服务网络"网络界壳最大卫护能力,并以此结合"界壳理论"提出构建其网络界壳体系的方案;其次讨论了其界壳开放度问题,而后引入"泛系理论"研究其界壳开放度观控问题;体系网络界壳开放度具有上限,根据实际情况可以增大或减小,必要时可降为0,以保护系统安全.最后,讨论了在一定开放度下,该体系的网络效应原理及其经济学、管理学意义.本研究从理论上拓展了"界壳理论"、"泛系理论"的应用领域,从实践上完善"智能生产与服务网络"运行机制,卫护功能,对推进我国供给侧结构性改革具有重要意义.     

Churchman's “process of unfolding”—Its significance for policy analysis and evaluation

Churchman's process of unfolding is one of his lesser known concepts, yet it is essential for understanding his dialectical systems approach. This paper gives a brief introduction to the concept and presents a simple framework for applying it to policy analysis and program evaluation.     

Increased competence as a process of surviving in shared information spaces

Connections between people and groups are growing more frequent and more intense. Cultural events, changes in laws, activities of organizations, and new ideas elsewhere affect one's own decisions and activities more and more. This development has strong implications for the way people can increase their competence and how they can affect what happens to their own community or geographical area. In this paper consequences are considered for a special type of tool, the so-called problem language, that appears to be intimately entwined with many other tools in operations research, cybernetics, and systems research. The language appears most adequate in situations where boundaries can be found such that external events have minimal impact on what happens inside those boundaries. The change in connectivity makes finding such boundaries less and less probable. This suggests looking for another language, to structure the processes necessary when one intends to overcome difficulties that cannot be represented and solved as problems. A language of access is proposed, derived partly from studies in areas where it has never been possible to find boundaries as indicated. Within the framework of this language one can derive methods of externalization that imply speeding up flows of information in a shared workspace or shared information space. Their implementation is greatly facilitated—or even made possible at all—by recent developments in information technology.     

轨道交通服务改善措施排序方法——沙桶模型

为高效地提高城市轨道交通乘客对服务质量的满意度,需要全面了解乘客对轨道交通服务改善措施的意愿,并对措施进行优先级排序,将有限的资源投入到改善乘客最关注的要素上.针对目前轨道交通乘客服务改善大多止于大方向的策略性研究,缺少反映乘客具体意见的改善措施研究,故设计一种新形式的调查问卷,以便同时调查改善策略和措施;针对"木桶理论"和"重要度-绩效"方法在对措施进行优先级排序中存在的缺陷,提出综合考虑"重要性","绩效"和"影响人数"的改善措施优先级排序新方法——"沙桶模型",模型直接分析乘客的具体意见并可以区分"重要度-绩效"方法中同一象限内指标的优先级.以新形式的调查问卷收集武汉市轨道交通乘客对改善策略和措施的具体意见,采用"沙桶模型"分析其措施优先级排序,认为目前武汉市轨道交通最应该优先改进的是增加各站点的售票机数量,减少换乘步行时间,增大售票机可靠性等.     

The Engagement Approach to Real-World Problem Solving: Toward a Coherent Soft-Systems-Based Theoretical Platform for Real-World Problem Solving

This paper presents an approach to understanding problem solving and innovation from the perspective of engagement. The approach is derived primarily from two research projects undertaken over the last 5 years. The first one into the apparent Comparison Parado in Soft Systems Methodology, and the second an 18-month research program into the social reality implied by Soft Systems Methodology. Engagement is argued to be the innovation of a framework of ideas within a social context. In this sense engagement is an extension of the nature in which humans take ideas and place them inside a social context and use this as a platform to make sense of their environment and take action in such surroundings with an eye to understanding, learning, meaning, adaptation, innovation, and interpretation of such situations. Therefore, this paper presents a conjectured model of Engagement that is argued to be useful in helping to manage social complexity and real-world problem-solving activity. The paper positions engagement as a purely theoretical approach with multidisciplinary applications for whoever would like to use it.     

Accounting—A virtual autopoietic system?

The debate about the application of the concept of autopoiesis to social systems has been disabled by the difficulties of defining the autopoiesis of a specific social system ostensively. This paper considers the evidence that the circular relations of production which define autopoietic processes appear both in the cognitive domain and in the domains of human activity associated with accounting. Without a sound theoretical footing and, in the eyes of some, fatally flawed, accounting appears to be organizationally closed, capable of adapting itself to its rapidly changing environment, and probably well able to engulf many of the alternative ways of representing activities in society. It is concluded that if there are indeed autopoietic suprahuman systems of a natural kind mobilizing mankind in their service, then accounting is to be numbered among them.