Chinese Journal of Management Science 2014 Issue 9 VaR and ES Measurements based on ARCH-Expectile Model

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Chinese Journal of Management Science
1003-207X
2014 Issue 9

VaR and ES Measurements based on ARCH-Expectile Model

..............page:1-9

Information Structure and Cost of Equity —When Information Cost Presents

..............page:10-17

Bidding Strategy and Expected Revenue in a Descending Pay-per-Bid Auction

..............page:18-25

Study on Oligopoly Power Producer's Capacity Investment under Policy Uncertainty

..............page:26-32

Research on Profits Allocation between Supplier and Buyer with Risk-aversion in Multi-attribute Reverse Auctions

..............page:33-39

A Class of Network Bottleneck Capacity Expansion Problem with Constraints

..............page:40-48

The Effect of Investor Sentiment on Return and Volatility of Stock Market-Based on Empirical Study of Net Flow of Open-end Equity Funds

..............page:49-56

Third-party Electronic Market's Pricing Strategies in the Early Stage——An Empirical Study of Online Peer-to-Peer Lending Marketplace

..............page:57-65

Study on Critical Infrastructure Network Risk with Natural Disaster

..............page:66-73

Research on the Equitable Apportionment of Marine Salvage Reward Based on Collaborative Rescue at Sea

..............page:74-81

Lead Time Determination in a Make-to-order Remanufacturing System with Limited Distribution Information

..............page:82-89

Logistics Coordination Contract under the Mode of Competing TPLSPs

..............page:90-97

The Optimal Cost-Sharing Incentive Strategy of Main Manufacturer-Suppliers for Complex Product

..............page:98-105

tou gao xu zhi

..............page:封4

Revenue-Sharing Contract of Supply Chain Based on Consumer's Preference for Low Carbon Products

..............page:106-113

Optimization Model and Algorithm Considers Carbon-capped Difference in the Collaboration of Location-Routing-Inventory Problem

..............page:114-122

The Software Continuous Usage Research on the Context of Fighting Between QQ and 360: the Evidence from the Revised Expectation-Confirmation Model

..............page:123-132

On Long-Term Incentive Optimal Combination Model of State-Owned Enterprise Managers Based on Double Reputation

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

Supplementary Study on "Optimal Production Policy with Emission Permits and Trading"

..............page:141-148