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Chinese Journal of Management Science
1003-207X
2015 Issue 6
Weighted Composite Quantile Regression Method of Dynamic VaR risk Measure and Their Applications
LIU Xiaoqian;ZHOU Yong;School of Economics and Finance;Shanghai International Studies University;School of Statistics and Management;Shanghai University of Finance and Economics;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
..............page:1-8
Multi-stage Stochastic Programming Model for Active and Dynamic Government Bonds Investment Strategies
YIN Li-bo;HAN Li-yan;School of Finance;Central University of Finance and Economics;School of Management and Economics;Beihang University;
..............page:9-16
The Overnight Risk of Exchange Rate Research Based on CAViAR
JIAN Zhi-hong;PENG Wei;School of Economics;Huazhong University of Science and Technology;
..............page:17-24
Credit Asset Securitization,Heterogeneous Investors,and Financial Risk
LIN Min-hua;School of Finance;Shanghai University of Finance and Economics;Shanghai Key Laboratory of Financial Information Technology;
..............page:25-31
The Shanghai Stock Index Volatility:Forecasting Research Based on Fuzzy FEGARCH Model and Different Distribution Hypothesis
HOU Li-qiang;YANG Shan-lin;WANG Xiao-jia;CHEN Zhi-qiang;School of Management of Hefei University of Technology;
..............page:32-40
Pricing of European Options Based on Tsallis Distribution and Jump-diffusion Process
ZHAO Pan;XIAO Qing-xian;Business School;University of Shanghai for Science and Technology;College of Finance and Mathematics;West Anhui University;Financial Risk Intelligent Control and Prevention Institute of West Anhui Vniversity;
..............page:41-48
The Research of Intra-dayPeriodic Adjustment Based on Ultra High Frequency Data
WANG Wei-guo;SHE Hong-jun;Dongbei University of Finance and Economics;
..............page:49-56
The Selection and Evaluation of Asset Portfolios Over Multi Horizons by DEA Combing Value and Momentum Strategies
YANG Hong-lin;CUI Yan-chen;ZHA Yong;CHEN Shou;School of Business Administration;Hunan University;School of Management;University of Science and Technology of China;
..............page:57-64
Quota Allocation Mechanism based on Historical Emissions of Carbon
LINGHU Da-zhi;YE Fei;School of Business Administration;South China University of Technology;School of Business;Guxangxi University;
..............page:65-72
Multi-period Supply Chain Network Equilibrium with Loss-averse Retailer and Multi-products Flow
ZHANG Gui-tao;HU Jin-song;SUN Hao;Mazalov;XU Meng-die;School of Management Science and Engineering;Qingdao University;The Russian Academy of Sciences;School of Government;Beijing Normal University;
..............page:73-82
The Effects of Platform Service and Logistics Service on Online Store Owners’ Confidence
HE Xi-ming;HU Sai-quan;YI Cheng;LIU Xia;Tsinghua University;
..............page:83-90
Dual Channel Pricing Strategy under Retailer Stackelberg Leadership
LIU Han-jin;FAN Xiao-jun;CHEN Hong-min;School of Marketing & Logistics;Nanjing University of Finance & Economics;School of Management;Shanghai University;School of Antea Economics & Management;Shanghai Jiaotong University;
..............page:91-98
Decisions on the Minimum Order Quantity of Supply Chain Based on Asymmetric Demand Information
DING Ping;FU Chao;XIAO Ming;ZHAO Jing;School of Management;Hefei University of Technology;Key Laboratory of Process Optimization and Intelligent Decision-making;Ministry of Education;
..............page:99-106
Pricing and Coordination Decision of the Dual Channel Closed-loop Supply Chain Considering the Customer Preference
CAO Xiao-gang;ZHENG Ben-rong;WEN Hui;School of Management;Wuhan Textile University;School of Science;Hubei University of Technology;
..............page:107-117
Decision-making and Performance Analysis of S-M Closed-Loop Supply Chain with Two-Echelon Remanufacturing
DING Bin;MA Hai-qing;School of Management;University of Science and Technology of China;
..............page:118-125
Supply Chain Disruptions Coordination Model of Fresh Agricultural Products under Time Constraints with Asymmetric Information
WU Zhong-he;CHEN Hong;LIANG Cui-lian;School of Management and Economics;University of Electronic Science and Technology of China;
..............page:126-134
Purchasing Decisions with Materials Prices Fluctuation and Random Makespan under MTO Environment
HU Sheng-qiang;ZHANG Bi-xi;WANG Ling-ling;CHENG Shuo;School of Business Administration;Guangdong University of Finance and Economics;School of Management;Guangdong University of Technology;
..............page:135-141
Method for Combination Weighting Experts Based on Information Entropy and Cluster Analysis
CHEN Yun-xiang;DONG Xiao-xiong;XIANG Hua-chun;CAI Zhong-yi;College of Materiel Management&Safety Engineering;Air Force Engineering University;
..............page:142-146
The Analysis of Float Calculation in the Hierarchical Network
LI Xing-mei;ZHANG Qian;WEI Han-jing;QI Jian-xun;School of Economics and Management;North China Electric Power University;
..............page:147-152
Relationshipamong TMT Heterogeneity,Strategic Change and Improvement of Corporate Performance——Empirical Study Based on Non-Diversified Enterprises with Declining Performance
LI Wei-ning;LI Li;School of Business Administration;South China University of Technology;
..............page:153-161
How do Leaders Promote Cooperation?The Effects of Self-sacrifice and Emotional Expression
GAO Pei-xia;LI Chang-hong;School of Economics and Management;Shanxi University;
..............page:162-168
Green Supply Chain Game Models and Revenue Sharing Contract with Product Green Degree
JIANG Shi-ying;LI Sui-cheng;College of Economics and Management;Xi’an University of Technology;College of Economics and Management;Hubei Automotive Industries Institute;
..............page:169-176