Chinese Journal of Management Science 2009 Issue 1 Comparison of Correlation Estimation Models Considering Dynamic Portfolio Allocation Efficiency

Comparison of Correlation Estimation Models Considering Dynamic Portfolio Allocation Efficiency
ZHANG Rui;WANG Chun-feng;FANG Zhen-ming;LIANG Wei

..............page:1-6

Multiscale Self-Similarity and Hierarchy Properties of Asset Volatility
YANG Hong-lin;CHEN Shou

..............page:7-16

Research on Spillover Effects in Financial Higher Moments Risk
JIANG Cui-xia;ZHANG Shi-ying

..............page:17-28

The Analysis of the Behavior of Corporate Mergers Based on Real Option
CHEN Zhu-ming;YANG Hua-li

..............page:29-35

Using the POT Power Law Model to Evaluate Banking Operational Risk
SIMA Ze-qian;CAI Chen;LI Jian-ping

..............page:36-41

Delayed Dynamic Bidding Model and Its Complexity in Oligopoly Power Market
ZHANG Xin-hua;LAI Ming-yong;YE Ze

..............page:42-49

The Classification Optimization Model of Time-of-Use Price Considering Consumers' Uncertain Responses
ZHANG Li-ying;TAN Zhong-Fu;WANG Mian-bin;QI Jian-xun;ZHANG Rong

..............page:50-57

The Methodological Study of Allocating the Fixed Cost Based on the Nucleolus in Data Envelopment Analysis and Cooperative Game
LI Yong-jun;LIANG Liang;LING Liu-yi

..............page:58-63

Organizational Learning from Experience: Current Status, Problems and Direction
CHEN Guo-quan;NING Nan

..............page:157-168

The Contribution Degree Model and Empirical Research of Enterprise Informatization to GDP
HUANG Zhang-shu;REN Ji-kui

..............page:169-175

Impact of Technological Spillover on the Enterprise Cluster's Technology Innovation Capacity
ZHAO Hua;DING Li-ying

..............page:176-182

Multi-Attribute Procurement Auction Theory and Application: A Review with Comments
LIU Shu-lin;WANG Ming-xi

..............page:183-192

Contract Design for A Dual-Channnel Supply Chain Coordination with Incentive Compensation
CHEN Shu-zhen;XIONG Zhong-kai;LIANG Xi

..............page:64-75

Decision Research of Network Oligopoly Market Industry Chain with Capacity Restraint
ZHANG Kai;LI Xiang-yang

..............page:76-82

Co-Opetition Game of Supply Chain in Engineering Procurement
XU Ting

..............page:83-88

A Study on the Cournot Model with Altruism
NI De-bing;LI Meng;TANG Xiao-wo

..............page:89-94

Bertrand Model and the Theory of Supermodular Games
YANG Xiao-hua;LUO Yun-feng;WU Hui-qiu

..............page:95-100

Study on Cost Allocation of Integrated Supply Based on EOQ Model
BAO Xin-zhong;LIU Cheng;ZHANG Jian-bin

..............page:101-106

Research on the Method for Estimating Industrywide Tax Burden Distribution Based on Entropy
LIU Yao;NI Tao

..............page:107-112

Small-Medium-Enterprise Financial Failure Prediction Considering Efficiency
xu Xiao-yan;LI Tao;CHEN Hua

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

The Importance of Highway Section Evaluation Model In Complex Network between Accident Point and Rescue Point in the Emergency Situations
LIU Si-feng;WAN Shou-qing;LU Zhi-peng;FANG Zhi-geng;ZHU Jian-jun

..............page:119-124

Cascade-Oriented Attack on Complex Networks
WANG Jian-wei;RONG Li-li

..............page:125-130

Research of Case Retrieval Algorithm for Decision Making with Uncertain Multiple Attributes
LIANG Chang-yong;GU Dong-xiao;FAN Xin;CHEN Wen-en

..............page:131-137

Event Chain-Based Knowledge Navigation Model
QIU Jiang-nan;SHI Hua-yan;WANG Yan-zhang

..............page:138-143

Technology Tracking Two-Dimensional Visualization Based on Improved Co-Citation Cluster
KANG Yu-hang

..............page:144-150

Study of Incentive Mechanism of Knowledge Worker Based on Human Capital Property Rights
DENG Yu-lin;WANG Wen-ping

..............page:151-156