Compromise 4<Superscript><Emphasis Type="Italic">m</Emphasis></Superscript>2<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript> plans with clear two-factor interactions

This paper gets some necessary conditions for the existence of some kinds of clear 4^m2^n compromise plans which allow estimation of all main effects and some specified two-factor interactions without assuming the remaining two-factor interactions being negligible. Some methods for constructing clear 4^m2^n compromise plans are introduced.     

Hazard regression with penalized spline: The smoothing parameter choice and asymptotics

In this article, we use penalized spline to estimate the hazard function from a set of censored failure time data. A new approach to estimate the amount of smoothing is provided. Under regularity conditions we establish the consistency and the asymptotic normality of the penalized likelihood estimators. Numerical studies and an example are conducted to evaluate the performances of the new procedure.     

Social Motives and Expectations in One-Shot Asymmetric Prisoner's Dilemmas

We propose a formal-behavioral framework with 3 components: nonselfish motives, expectations about others' nonselfish motives, and a game-theoretic component. For nonselfish motives, 3 nonstandard utility models representing altruism, inequality aversion, and norms are considered. Expectations are modeled as certain versus uncertain expectations. The game-theoretic component predicts behavior of actors and actors' expectations about behaviors of others. This framework is applied to asymmetric one-shot prisoner's dilemmas; predictions are tested experimentally. Formal analyses show that asymmetry provides new predictions through which nonstandard utility-expectation models can be distinguished. Empirical tests show that the inequality aversion model does considerably worse than altruistic and normative variants. Statistical tests for own motives, expected motives, and the association between the two are provided, while accounting for decision noise.     

股权激励对公司价值的影响因素研究——基于A股市场2008—2010年的实证研究

股权激励作为一种制度安排,作用在于促进股东和公司管理层形成利益共同体,激励管理层最大限度地为股东和公司创造价值.通过实证研究影响公司价值的相关因素,求证股权激励确实对公司价值有正面影响,同时为上市公司的实施股权激励计划提出若干建议.     

Ornstein-Uhlenbeck模型下DC养老金计划的最优投资策略

本文研究了Ornstein-Uhlenbeck模型下确定缴费型养老金计划(简称DC计划)的最优投资策略,其中以最大化DC计划参与者终端财富(退休时其账户金额)的CRRA效用为目标.假定投资者可投资于无风险资产和一种风险资产,风险资产的瞬时收益率由Ornstein-Uhlenbeck过程驱动,该过程能反映市场所处的状态.利用随机控制理论,给出了相应的HJB方程与验证定理;并通过求解相应的HJB方程,得到了最优投资策略和最优值函数的解析式.最后分析了瞬时收益率对最优投资策略的影响,发现当市场向良性状态发展时,投资在风险资产上的财富比例呈上升趋势;当初始财富足够大且市场状态不变时,投资在风险资产上的财富比例几乎不受时间的影响.     

Multistability of impact, utility and threshold concepts of binary choice models

The decision making problem in the context of binary choice is considered by means of impact function, utility function and threshold model approaches. The properties of generalized impact function and utility function are examined; it is shown that these two approaches are equivalent. Their relation to the threshold model is studied and the correspondence between respective cumulative distribution functions is displayed. The stationary state corresponding to the thermodynamic equilibrium is determined within mean field approximation. Multistability of the stationary state is expressed in terms of the distribution function of the random variable of impact/utility function. The correspondence with statistical physics predictions for Ising model is discussed: logistic distribution leads to the mean-field result, i.e. Curie-Weiss approximation. Variations of the distribution functions and/or other model parameters, of social character, self-support, nonlinearity of social interactions, etc., would break the direct correspondence to statistical physics of Ising model, leading in particular cases to richer structure of the multistability.     

The value function of a transportation problem

We investigate the value of an optimal transportation problem with the maximization objective as a function of costs and vectors of production and consumption. The value is concave in production. For generic costs, the numbers of linearity domains and peak points are independent of costs and consumption. The peak points are determined by an auxiliary assignment problem. The volumes of the linearity domains are independent of costs while their dependence on consumption can be expressed via the multinomial distribution.     

模糊选择函数半序合理的充分条件

在G?del t-模下,研究了模糊选择函数的半序合理性.首先给出了模糊选择函数的合理性条件FA1.然后研究了该条件与模糊选择函数半序合理性之间的关系,得到了半序合理的一个充分条件.     

中国出境旅游的外交效应

2000年以来，中国出境旅游高增长、高消费，影响力不断增大，成为国家外交战略的重要内容，外交效应逐渐显现。通过辨析中国出境旅游外交效应的概念、表现形式和结果，基于10个中国主要出境目的国的旅游互动数据，采用DIF-GMM计量经济模型，实证检验了中国出境旅游外交效应。结果表明，中国通过有序推进ADS协议、加强经济援助、举办“旅游年”活动、实施旅游“制裁”，并积极参与国际制度建设等旅游外交行为，促进了与世界各国的友好交往，维护了自身核心利益，提升了外交软实力和国际影响力。国际旅游反作用于国际关系，对国际关系具有显著的正向促进作用，不仅是国际关系的结果，而且是其重要动因之一。中国出境旅游与政治、经济、社会、文化等联动，多方面提升了中国的国际影响力。     

The modelling of desk screens by a combined BEM – Source image approach

An original BEM approach is proposed to study the efficiency of desk screens in open plan offices. For large offices the volume geometry can be approximated by two horizontal planes – for floor and ceiling – and the source image approach is used to compute an approximated room Green function. When used in combination with the BEM approach, this allows reducing the discretised boundary to the desks only. The computation of the room Green functions is based on the modelling of the floor and ceiling response by means of the image source approach. The proposed approach is validated both numerically and experimentally. Very significant reductions of computation times have been obtained. The approach is used in an attempt to design efficient desk screens.