Journal of Industrial Engineering and Engineering Management 2012 Issue 2 Dynamic Hedging Model of Stock Index Futures with the Mean-CVaR Constraint

Dynamic Hedging Model of Stock Index Futures with the Mean-CVaR Constraint
CHAI Shang-lei;GUO Chong-hui

..............page:141-147,118

The Influence of Financial constraint and Agency Cost on Investment Inefficiency of listed Firms: An empirical Measurement based on Two-tier stochastic frontier Model
ZHANG Zong-yi;ZHENG Zhi-dan

..............page:119-126

A Study of Prospect-Theory-Embedded Dynamic Risk Aversion Hedge Ratio Model
YANG Huai-dong;JIANG Chao-fan;LIU Kun

..............page:101-105,93

Dynamic Power Market and its Chaos Control Based on Bidding Decisions with Different Expectations
YANG Hong-ming;TAN Tao;LAI Ming-yong

..............page:133-140

A Limited Recourse Financing Model for BOT Projects Based on CAPM
WU Xiao-ling;ZHOU Jing;WANG Ji-ning;HONG Wei

..............page:175-183

Empirical Research on the Impact of Middle Manager\'s Multiple Role Behaviors on Firm Performance
FAN Yun;JI Xiao-peng;ZOU Yi

..............page:1-11

The Relationships among Innovative Expectations from Leaders,Intrinsic Motivations, and Innovative Behaviors of R&D Employees
SUN Rui;ZHANG Wen-qin;CHEN Yu-ya

..............page:12-20,11

Disruption Management for Single Machine Scheduling with Processing Availability Constraints
LIU Feng;WANG Jian-jun;YANG De-li;CUI Xiao-cong

..............page:191-196,190

Equipment Procurement Quality Management on the Basis of HeXie Management Theory
ZHANG Xiao-jun;XI You-min;MAO Jing-li

..............page:48-57

Project-based Supply Chain Cross-organizational Incentives Based on Duration-Quality Coordinative Equilibrium
SHI Jian-gang;WU Guang-dong;TANG Dai-zhong

..............page:58-64,41

A Theoretical Model for the Modification of Counterproductive Work Behaviors in Project Teams
WANG Zhi-zhong

..............page:21-26

How Consumers Process Dual Information? “Names” or “Slogans”
GAO Hui

..............page:34-41

Optimization Analysis of Lattice Store Coordination based on Revenue Sharing Contract
HU Ben-yong;CHEN Xu

..............page:162-167

Investigating the Nature of Occupational Stressors:Informational and Controlling Stressors
WANG Ying-hua;ZHANG Jian;ZHANG Hai-li

..............page:127-132

Evidential Reasoning-Based Approach for Multiple Attribute Decision Making Problems under Uncertainty
GUO Kai-hong;LI Wen-li

..............page:94-100

Ant Colony Algorithm based on the ASRank and MMAS for the Aircraft Assigning Problem
ZHANG Tao;HU Jia-yan;LI Fu-juan;ZHANG Yue-jie

..............page:148-155

The Effect of Forecast Information Sharing on Manufacturer\'s Launching Direct Channels
NIE Jia-jia

..............page:106-112

Is Cash Dividend Policy a Tool for Tunneling or Masking Expropriations?——Empirical Evidence from Chinese Listed Companies
XIAO Zuo-ping;SU Zhong-qin

..............page:77-84

The Model and Application of the Inhomogeneous Time Dynamic Extreme Value Theory
HU Bin;ZOU Hui-wen

..............page:184-190

V2G Market Price Strategy Based on Reverse Supply
SHI Le-feng;REN Yu-long;YU Ji-hui;SHEN Wei

..............page:113-118

Empirical Study on the Impact of University-Industry Cooperation on Academic Team Building: A Test of Regulating Effect of Team Heterogeneity
MA Wei-hua;LIU Jia;FAN Xia

..............page:42-47

Development of a Methodology for Imbalanced Data Classification using Improved Mahalanobis-Taguchi System
NIU Jun-lei;CHENG Long-sheng

..............page:85-93

Mutual Funds\' Trading Behavior and Stock Market Volatility
ZHANG Zong-xin;ZHANG Xue-jiao

..............page:156-161

The Impact of Servant Leadership, Employees\' Collective Attitude,and Individual Job Attitudes on Service Quality
LING Qian;WANG Chun-xiao

..............page:27-33

Evaluation of Private Car Owner\'s Willingness to Pay for License Plate Auction Price using Rank-Dependent Utility (RDU)
HOU Li-wen

..............page:168-174

R&D Cooperation and Benefit Coordination between Upstream and Downstream Firms Based on NASH Negotiation Model
LI Wei-hong;CHEN Qi;WANG Qiang

..............page:65-71

A Non-cooperative Game on the Acquisition Pricing of Multiple Remanufacturers
LI Xiang;LI Yong-jian

..............page:72-76