Systems Engineering 2011 Issue 7 Empirical Study on Optimal Allocation of the Foreign Exchange Assets Based on the WCVaR Modle

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Systems Engineering
1001-4098
2011 Issue 7

Empirical Study on Optimal Allocation of the Foreign Exchange Assets Based on the WCVaR Modle
ZHAO Zhen-yu1;2;LIU Shan-cun2

..............page:1-10

The Comparison and Application of Fractal Dimension Estimation Method for Financial Time Series
XU Wen-kun;ZHANG Wei-guo

..............page:11-18

Financial Development,Foreign Direct Investment and Urban-rural Income Disparity:An Threshold Model Analysis Based on the Inter-province Panel Data in China
RAN Guang-he;LU Zhao-yang

..............page:19-25

The Weekday-Effect of PEAD Phenomenon in Chinese Stock Markets Based on Dellavigna-Pollet Model——Evidence from Shenzhen Stock Main Board Market
LU Jiang-chuan;CHEN Jun

..............page:26-33

Evaluation of Regional Innovation Capability with a Condensed Index System:Based on Principal Basis Variable Selection and Principal Component Analysis
GUO Li-juan1;YI Bin2;GUAN Rong1;WANG Zhi-yun3

..............page:34-40

Spatial Structure of Regional Innovation of China and Contributing Factors
CHEN Jing

..............page:41-48

Cost-sharing Modeling of Supply Chain Considering the Uncertain Effect of Sales Promotion
ZHANG Han-jiang;LI Na;LI Li

..............page:49-53

EOQ Model for Deteriorating Items with non-constant Deteriorating Rate under Inflation
WEN Xiao-wei

..............page:54-58

Empirical Analysis on the Direct Effect,Indirect Effect and the Effect Path of Energy Intensity
SHAO Xing-jun1;TIAN Li-xin2

..............page:59-63

Analysis of Efficiency of Colleges and Universities’ Scientific Research Based on Malmquist Index
LIAO Wen-qiu;LIANG Liang;SONG Ma-lin

..............page:64-69

Data Normalization for Data Envelopment Analysis and Its Application in Directional Distance Function
CHENG Gang1;QIAN Zhen-hua2

..............page:70-75

Deductible Contract to Investment Based on Cash Flow Optimization
SONG Qing-feng

..............page:76-80

The Decision-making Timing of Enterprise M&A under Incomplete Information Based on Real Option-game
ZHENG Xiang-ming;CHEN Xiao-hong

..............page:81-84

Interest Structure Arrangement of Stakeholders and Enterprise’s Sustainable Growth:An Empirical Test Based on Chinese A-share Listed Companies
LI Wan-jin;OUYANG Qiao-qiao;LV Chao

..............page:85-90

Optimization of the Spin-glass Problem Based on Cellular Automata
HE Jian-jia1;2;XU Fu-yuan1;2;Shanghai 200093;China)

..............page:91-98

The Empirical Analysis of Service Innovation Driving Factors in Communications Operation
HUANG Li-wei;HUANG Jian-bai

..............page:99-105

Analysis on Water Environmental Capacity of Liuyang River Basin
ZHANG Hai-bin;YANG Guang;ZHOU Jing-lun

..............page:106,108-111

The Estimation of Distribution of Property Insurance Damage Based on the Hypothesis of Pollution Dstribution
SUN Rong;ZHANG Tian-yong

..............page:112-115

The Macroeconomic Influence of World Expo and Its Impact on Shanghai Based on System Dynamics
ZHOU Qian-you;ZHANG Ya-bin

..............page:116-122

Water Quality of Pipe Network Based on the Grey Clustering Method
LI Ming

..............page:123-126