Find Research Output

Research Output
  • All
  • Scholar Profiles
  • Research Units
  • Research Output
Filter
Department Publication Year Content Type Data Sources

SELECTED FILTERS

2011
CSSCI
Clear all

1.基于面板数据的开放式基金费用率的实证研究

Author:赵峰;李珍

Source:Economic Review,2011,Vol.

Abstract:本文对开放式基金费用率在牛市和熊市期间的表现进行描述性统计,并运用动态面板数据比较发现,基金前一期的业绩对当期基金费用率贡献度大,基金费用率存在显著规模效应,当期基金操作频繁程度与费用呈正相关;此外股票市场的表现也对基金费用率产生影响。结合统计的结果,本文得出管理者的薪酬机制是造成以上现象的主要因素。

2.Time Strategy: A Missing Dimension in Strategic Management Research

Author:CAO Xuan-wei;TANG Fang-cheng;LANG Chun-gang

Source:JOURNAL OF XI'AN JIAOTONG UNIVERSITY(SOCIAL SCIENCES),2011,Vol.31

Abstract:As time is a part embedded in strategy, strategy has a time- dependent nature. An analysis is made on the interaction between the strategic action and management cognition based on the time -dependent nature. An elaboration is made on the interaction between the micro action subject in the processes of organizing the formation, implementation and innovation of strategy, and the meso - and macro - layers in the process of organizing strategic action. A discussion is conducted on the mechanisms of impacts on the organizational strategic action imposed by the individual actor in the state of the cognition at different times. The strategic management activities based on the time perspective help deepen the understanding of the topics such as organizing strategic decision- making, innovation, dynamic capacity, entrepreneur innovation, etc. , and also help cognize and deal with some dilemmas in management practices.

3.Calibration of Heston’s Option Pricing Model by Using Simulated Annealing Algorithm

Author:王林;张蕾;刘连峰

Source:The Journal of Quantitative & Technical Economics,2011,Vol.28

Abstract:Stochastic Volatility Model (SVM) for option pricing relaxes the assumptions of the BS model. Heston's option pricing model, which differs from other similar stochastic models, has a closed-form solution. However, it is usually difficult to determine the input parameters when the model is employed. In this pa- per, we use the Simulated Annealing Method together with the minimum residual sum of squares to estimate the 5 parameters in Heston model. The simulated annea- ling method can jump out of the local minimal values at certain probability, then converge with a probability 1 to the global minimal value. This method allows us to calibrate suitable parameters for Heston model. In the empirical study, we have de- termined the suitable parameters for Heston model by using Hang Kong Hangsh- eng equity index option data on October 15, 2010 and we have also used these pa- rameters to price the index options for October 18, 2010.

4.Metacognitive Knowledge and Critical Thinking in L2 Writing

Author:Ruan Zhoulin

Source:ZHONGGUO WAIYU,2011,Vol.8

Abstract:The paper will first review the theoretical grounds of metacognition in cognitive psychol- ogy and clarify the distinction between metacognitive knowledge and metacognitive strategies as two components of metacognition. It will thendiscuss, within the framework of cognitive writing theory, research on metacognitive knowledge in second language writing. Finally based on an empirical study on Chinese student writers' metacogntive knowledge (Ruan, 2005), the paper will propose an interactional model of metacognitive knowledge that is capable of explaining aspects of knowledge and cognitive activities in the process of Chinese students' English writing.

5.Allocation and Control of Funds for Library Resources Development Under Reader-Centered Service Environment: A Practical View

Author:Wu DiBi XinZhu Rong;

Source:Library Journal,2011,Vol.30

Abstract:One problem for libraries that need to be urgently sorted out is how to closely combine the user service with resources development.This study is based on a practical case to analyze the models of resources development,and the model of Xi'an Jiaotong-Liverpool University Library has been focused as a successful case for the allocation and control of funds for library resources development under reader-centered service environment.
Total 5 results found
Copyright 2006-2020 © Xi'an Jiaotong-Liverpool University 苏ICP备07016150号-1 京公网安备 11010102002019号