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Role of End-ring Configuration in Shaping IE4 Induction Motor Performance 被引量:1
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作者 Tayfun Gundogdu Sinan Suli 《CES Transactions on Electrical Machines and Systems》 EI CSCD 2024年第3期245-254,共10页
The performance characteristics,particularly the starting performance of direct line-fed induction motors,which are mainly influenced by the design of the rotor,are crucial considerations for end-users.It is quite a c... The performance characteristics,particularly the starting performance of direct line-fed induction motors,which are mainly influenced by the design of the rotor,are crucial considerations for end-users.It is quite a challenging issue for motor manufacturers to enhance the starting performance of existing mass-produced motors with minimal modifications and expenses.In this paper,a simple and cost-effective method to improve the starting performance of a commercial squirrel-cage induction motor(SCIM)is proposed.The influence of geometric parameters of the end-ring on the performance characteristics,including starting(locked rotor)torque,pull-up and break down torque,starting current,rotor electric parameters,current density,power losses,and efficiency have been comprehensively investigated.It has been revealed that among the other end-ring design parameters,the ring thickness has a significant effect on the performance characteristics.An optimal end-ring thickness is determined,and its performance characteristics have been compared to those of its initial counterpart.Numeric and parametric analyses have been conducted using a 2D time-stepping finite element method(FEM).The FEM results were validated using experimental measurements obtained from an 11 kW SCIM prototype. 展开更多
关键词 End-ring design Induction motor Starting performance Super premium efficiency Torque-speed curve
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Data Scale, Data Scope and Platform Enterprise Performance: Insights from Digital Platform M&As
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作者 Liu Yubin Zhang Guijuan Xu Honghai 《China Economist》 2024年第5期82-106,共25页
Data is a key asset for digital platforms,and mergers and acquisitions(M&As)are an important way for platform enterprises to acquire it.The types of data obtained from intra-industry and cross-sector M&As diff... Data is a key asset for digital platforms,and mergers and acquisitions(M&As)are an important way for platform enterprises to acquire it.The types of data obtained from intra-industry and cross-sector M&As differ,as does the extent to which they interact within or between platforms.The impact of such data on corporate market performance is an important question to consider when selecting strategies for digital platform M&As.Based on our research on advertising-driven platforms,we developed a two-stage Hotelling game model for comparing the market performance effects of intra-industry M&As and cross-sector M&As for digital platforms.We carried out an empirical test using relevant data from advertising-driven digital platforms between 2009 and 2021,as well as a case study on Baidu’s M&A activities.Our research discovered that intra-industry M&As driven by“data economies of scale”and cross-sector M&As driven by“data economies of scope”are both beneficial to the market performance of platform enterprises.Intra-industry M&As have a more significant positive effect on the market performance of platform enterprises because the same types of data are easier to integrate and develop the“network effect of data scale”.From a data factor perspective,this paper reveals the inherent economic logic by which different types of M&As influence the market performance of digital platforms,as well as policymaking recommendations for all digital platforms to select M&A strategies based on data scale,data scope,and the network effect of data. 展开更多
关键词 Digital platforms intra-industry m&a cross-sector m&a data economies of scale data economies of scope
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OPTIMAL DIVIDEND-PENALTY STRATEGIES FOR INSURANCE RISK MODELS WITH SURPLUS-DEPENDENT PREMIUMS 被引量:4
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作者 Jingwei LI Guoxin LIU Jinyan ZHAO 《Acta Mathematica Scientia》 SCIE CSCD 2020年第1期170-198,共29页
This paper concerns an optimal dividend-penalty problem for the risk models with surplus-dependent premiums.The objective is to maximize the difference of the expected cumulative discounted dividend payments received ... This paper concerns an optimal dividend-penalty problem for the risk models with surplus-dependent premiums.The objective is to maximize the difference of the expected cumulative discounted dividend payments received until the moment of ruin and a discounted penalty payment taken at the moment of ruin.Since the value function may be not smooth enough to be the classical solution of the HJB equation,the viscosity solution is involved.The optimal value function can be characterized as the smallest viscosity supersolution of the HJB equation and the optimal dividend-penalty strategy has a band structure.Finally,some numerical examples with gamma distribution for the claims are analyzed. 展开更多
关键词 band strategy risk models with surplus-dependent premiums HJB equation VISCOSITY solution Gerber-shiu function
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Systematic bibliometric analysis of research hotspots and trends on the application of premium IOLs in the past 2 decades
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作者 Liang-Pin Li Li-Yun Yuan +2 位作者 De-Shen Mao Xia Hua Xiao-Yong Yuan 《International Journal of Ophthalmology(English edition)》 SCIE CAS 2024年第4期736-747,共12页
AIM:To analysis of research hotspots and trends on the application of premium intraocular lens(PIOLs)in the past 2 decades.METHODS:The literature search was performed on the Web of Science and included PIOLs studies p... AIM:To analysis of research hotspots and trends on the application of premium intraocular lens(PIOLs)in the past 2 decades.METHODS:The literature search was performed on the Web of Science and included PIOLs studies published between January 2000 and December 2022.The retrieved literature was collated and analyzed by R-tool’s Bibliometrix package,CitNetExplorer,CiteSpace and other software.RESULTS:A total of 1801 articles about PIOLs were obtained,most of which were published in Spain and the United States.The organization that published the most articles was the University of Valencia in Spain.Alió JL,and Montés-Micó R,from Spain were the most influential authors in this field.The Journal of Cataract and Refractive Surgery and Journal of Refractive Surgery were the core journals for this field;the top 10 cited articles mainly focus on postoperative satisfaction with multifocal intraocular lens(IOLs)and postoperative results of toric IOLs.Through the keyword analysis,we found that trifocal IOLs,astigmatism and extended depth of focus(EDoF)IOLs are the most discussed topics at present,and the importance of astigmatism and the clinical application of the new generation of PIOLs are the emerging research trends.CONCLUSION:Bibliometric analysis can effectively help to identify multilevel concerns in PIOLs research and the prevailing research trends in the realm of PIOLs encompass the adoption of EDoF IOLs,trifocal IOLs,and their respective Toric models. 展开更多
关键词 premium intraocular lens BIBLIOmETRIC H-INDEX cataract surgery global trends
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Price distortions and municipal bonds premiums:evidence from Switzerland 被引量:1
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作者 Darko B.Vukovic Carlos J.Rincon Moinak Maiti 《Financial Innovation》 2021年第1期1359-1379,共21页
This study examines the pricing of municipal bonds before and after a currency shock in Switzerland.Two approaches are used to decompose the municipal to treasuries bond spreads into liquidity,maturity,and default ris... This study examines the pricing of municipal bonds before and after a currency shock in Switzerland.Two approaches are used to decompose the municipal to treasuries bond spreads into liquidity,maturity,and default risk premiums.The first approach is the model of the cross-sectional instrumental variables,and the second approach is the model of the instrumental variables with panel data.This study examines the composition of spreads for both approaches,in three scenarios:before,throughout,and after the currency shock.The study performed Durbin-Wu-Hausman tests for each decisive model to verify endogeneity issues,including the Lagrangian Multiplier test,the Cragg-Donald Wald F statistic to confirm the relationship of instrumental and endogenous variables,and the structural break test(Bai-Perron test)to determine the existence of structural breaks in bond distortions.This study finds that the currency price distortions of the Swiss franc in January 2015 made long-run changes in the composition of the municipal bond spreads.This research contributes to the understanding of municipal bond pricing by showing that default risk accounts for a large portion of the municipal bond spread,while maturity risk plays a lesser role.According to our empirical findings,unexpected large currency price shocks may have long-term implications on the municipal bond spreads. 展开更多
关键词 municipal bonds Risk premiums Bond spreads Price distortions
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An Empirical Study of Asian Crude Oil Premiums
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作者 Li Chun Wang Zhen Zhang Zheng 《Petroleum Science》 SCIE CAS CSCD 2006年第4期36-42,共7页
The price of Middle East crude oil exported to Asian countries has been higher than that to Europe and America for a long period, and this price differential made Asian countries pay more than European and American co... The price of Middle East crude oil exported to Asian countries has been higher than that to Europe and America for a long period, and this price differential made Asian countries pay more than European and American countries. Prior investigations found that "Asian Crude Oil Premium" did exist at a relatively low oil price level. However, world oil price soared after 2003, making the price of Middle East crude oil exported to European countries or America rise quickly, sometimes even higher than that to Asia. Under this situation, this paper uses the price of Middle East crude oil sold to Europe or America or Asia to test if the premium exists at a high oil price level and concludes that the crude oil price premium of Asia against America does not exist, but the premium of Asia against Europe still exists. 展开更多
关键词 Price differential price mechanism asian crude oil premium
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Empirical Study on Premiums of Chinese Convertible Bonds
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作者 XIA He-ping ZOU Hai-feng 《Journal of Modern Accounting and Auditing》 2007年第2期20-25,共6页
Through analyzing the components of convertible bond's value, this paper studied the determinants of premiums of Chinese CBs. According to this research, the premiums in fixed period are significantly higher than tha... Through analyzing the components of convertible bond's value, this paper studied the determinants of premiums of Chinese CBs. According to this research, the premiums in fixed period are significantly higher than that in conversion period due to legal constraints. The premiums in conversion period are negatively related to conversion value, risk-free interest rate, whether the issuing firm has right to advance repayment, whether in selling back period, and additional selling back price, and are positively related to exercise price, risk, and redemption price. 展开更多
关键词 convertible bonds premiums
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Cyberattack Ramifications, The Hidden Cost of a Security Breach
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作者 Meysam Tahmasebi 《Journal of Information Security》 2024年第2期87-105,共19页
In this in-depth exploration, I delve into the complex implications and costs of cybersecurity breaches. Venturing beyond just the immediate repercussions, the research unearths both the overt and concealed long-term ... In this in-depth exploration, I delve into the complex implications and costs of cybersecurity breaches. Venturing beyond just the immediate repercussions, the research unearths both the overt and concealed long-term consequences that businesses encounter. This study integrates findings from various research, including quantitative reports, drawing upon real-world incidents faced by both small and large enterprises. This investigation emphasizes the profound intangible costs, such as trade name devaluation and potential damage to brand reputation, which can persist long after the breach. By collating insights from industry experts and a myriad of research, the study provides a comprehensive perspective on the profound, multi-dimensional impacts of cybersecurity incidents. The overarching aim is to underscore the often-underestimated scope and depth of these breaches, emphasizing the entire timeline post-incident and the urgent need for fortified preventative and reactive measures in the digital domain. 展开更多
关键词 artificial Intelligence (aI) Business Continuity Case Studies Copyright Cost-Benefit analysis Credit Rating Cyberwarfare Cybersecurity Breaches Data Breaches Denial Of Service (DOS) Devaluation Of Trade Name Disaster Recovery Distributed Denial of Service (DDOS) Identity Theft Increased Cost to Raise Debt Insurance Premium Intellectual Property Operational Disruption Patent Post-Breach Customer Protection Recovery Point Objective (RPO) Recovery Time Objective (RTO) Regulatory Compliance Risk assessment Service Level agreement Stuxnet Trade Secret
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Risk Premiums and Financial Stability
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作者 Bogdan Moinescu 《Journal of Modern Accounting and Auditing》 2011年第8期792-798,共7页
The collective revelation of credit institutions as regards the imminence of specific risks materialising, which often follows long periods of underestimating probable losses, can trigger a broad-based financial delev... The collective revelation of credit institutions as regards the imminence of specific risks materialising, which often follows long periods of underestimating probable losses, can trigger a broad-based financial deleveraging via an overly high upsurge in banks' risk premiums vis-a-vis the dynamics of fundamentals underlying loan repayment capability. In this context, this paper seeks to investigate the banking sector's internal mechanisms that might bring about a negative spiral of credit risk by building a model for the interaction between the increase of the risk premium and that of net interest income and provisioning rate. Statistical results confirm that a higher risk premium is one of the major determinants of credit default in Romania and its excessive widening could affect financial stability in Romania. 展开更多
关键词 risk premium financial stability negative spirals of credit risk financial deleveraging CDS (credit default swap) spread
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风险投资的退出绩效研究——IPO与M&A的比较 被引量:44
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作者 王晓东 赵昌文 李昆 《经济学家》 CSSCI 北大核心 2004年第1期102-111,共10页
风险投资的成功必须依赖于良好的退出机制,风险投资理论的发展和风险资本市场的完善使得风险投资退出机制的创新成为必然趋势,从而为风险投资的退出提供了更多的路径选择。从目前各国风险投资的发展状况来看,首次公开发行(IPO)和企业并... 风险投资的成功必须依赖于良好的退出机制,风险投资理论的发展和风险资本市场的完善使得风险投资退出机制的创新成为必然趋势,从而为风险投资的退出提供了更多的路径选择。从目前各国风险投资的发展状况来看,首次公开发行(IPO)和企业并购(M&A)已经成为风险投资最主要的两种退出方式。本文以上述两种方式的比较为主线,试图对风险投资的退出绩效问题进行较为全面和深入的研究。 展开更多
关键词 风险投资 首次公开发行 IPO 企业并购 m&a 退出机制 评价指标 金融市场
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基于中国A股市场上市公司规模的投资方式的MCSD有效性检验 被引量:3
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作者 李倩 张婧 +1 位作者 孙林岩 刘凌 《系统工程》 CSCD 北大核心 2008年第8期56-64,共9页
边际条件随机占优(MCSD)规则基于二阶随机占优,以资产的整体收益分布进行排序,弥补了传统的基于CAPM和因素模型的分析方法中收益与风险分离、决策过程与效用最大化分离的缺陷,其方法与结果均具有更强的有效性。以2000-2007年的申银万... 边际条件随机占优(MCSD)规则基于二阶随机占优,以资产的整体收益分布进行排序,弥补了传统的基于CAPM和因素模型的分析方法中收益与风险分离、决策过程与效用最大化分离的缺陷,其方法与结果均具有更强的有效性。以2000-2007年的申银万国全市场A股股价指数日收益率作为市场核心组合的基准,选取规模指数将核心组合划分成互斥的大、中、小盘股组合,并通过MCSD方法两两比较子组合,发现基于规模的投资方式具有MCSD有效性,且在下降市场中显著。在上升市场和每年的6月10月,投资于大盘股更有效;而在下降市场和每年的9月,更宜投资小盘股。研究结论说明了以Fama的三因素模型进行规模效应的检验存在一定的非有效性。 展开更多
关键词 预测评价学 边际条件随机占优 公司规模 风格指数 规模溢价
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我国集合信托产品定价规律研究——基于CAPM与Bayesian VAR模型的分析 被引量:7
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作者 余力 邓旭升 李沂 《当代经济科学》 CSSCI 北大核心 2013年第1期56-62,126,共7页
本文在进行比较与分析的基础上,运用CAPM模型和Bayesian VAR模型,对我国集合信托产品的定价规律进行了研究并发现:我国集合信托产品收益率是由市场供求决定,能够反映出国内资金的实际成本和真实利率水平;我国集合信托产品偏重于收益的... 本文在进行比较与分析的基础上,运用CAPM模型和Bayesian VAR模型,对我国集合信托产品的定价规律进行了研究并发现:我国集合信托产品收益率是由市场供求决定,能够反映出国内资金的实际成本和真实利率水平;我国集合信托产品偏重于收益的安全性和稳定性,在风险溢价结构上与银行理财产品较为相似。此外,我国集合信托产品是以融资类和投资类信托产品收益率作为定价基础,在定价过程中存在着较强的惯性,集合信托产品的收益率可在非对称区间内进行调整,存在着波动的上下边界。 展开更多
关键词 集合信托产品 收益率 风险溢价 理财产品
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存款保险费率结构的Monte Carlo比较——基于商业银行的风险暴露水平 被引量:2
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作者 邱兆祥 张爱武 《财经理论与实践》 CSSCI 北大核心 2008年第3期2-6,共5页
存款保险制度可能引发道德风险问题,导致商业银行主动承受更大的风险。针对这一问题,有人提出基于风险设计存款保险费率结构。论文通过Monte Carlo实验,比较不同存款保险费率结构在控制商业银行的风险暴露水平方面的效能,发现存款保险... 存款保险制度可能引发道德风险问题,导致商业银行主动承受更大的风险。针对这一问题,有人提出基于风险设计存款保险费率结构。论文通过Monte Carlo实验,比较不同存款保险费率结构在控制商业银行的风险暴露水平方面的效能,发现存款保险费率结构在控制风险方面的效能优劣次序,对商业银行的风险偏好敏感,在确定商业银行的风险偏好之前,不能断定基于风险的存款保险费率结构一定优于固定费率结构。 展开更多
关键词 存款保险 费率结构 风险暴露 mONTE Carlo
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中国农产品期货风险溢价与市场波动性研究——基于M-V与CAPM对市场效率的动态检验 被引量:7
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作者 刘明 黄政 《陕西师范大学学报(哲学社会科学版)》 CSSCI 北大核心 2010年第6期129-139,共11页
农产品期货市场具有"超额风险溢价",隐喻着影响期货价格的信号未能被市场及时发现并充分吸收。中国农产品期货市场运行低效,农产品期货市场效率随着同业拆借利率增长率上升和CRB期货指数波动加剧而减小,说明市场效率同时受国... 农产品期货市场具有"超额风险溢价",隐喻着影响期货价格的信号未能被市场及时发现并充分吸收。中国农产品期货市场运行低效,农产品期货市场效率随着同业拆借利率增长率上升和CRB期货指数波动加剧而减小,说明市场效率同时受国内货币市场与国际期货市场影响。农产品期货市场风险—收益和效率状况与宏观背景密切相关,微观机构违规或巨额亏损事件诱致羊群效应对期货市场具有系统性影响,对农产品期货市场提供信贷支持以改善流动性具有正向效果,增加期货品种以扩展资金配置空间、改善交易标的统计特性可以改进期货市场效率。提升市场效率的策略是放宽市场准入,通过优化市场机制与规则提高趋向均衡价格的时效,适当增加农产品期货品种、扩大交易范围,寻求"对冲"工具消解外部市场波动对国内市场的影响,央行要综合运用利率调节与数量手段减少货币市场波动。 展开更多
关键词 农产品期货市场 市场效率动态 风险溢价缺口 m—V模型 CaPm
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资本资产定价模型(CAPM)在企业价值评估中的应用 被引量:5
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作者 赵邦宏 王哲 宗义湘 《河北农业大学学报》 CAS CSCD 北大核心 2005年第3期98-103,共6页
全面分析了资本资产定价模型(CAPM)在评估领域中应用的可行性,并对该模型中的系数无风险报酬率、风险溢价、企业风险程度β系数等的测算形式进行实证分析,提出适合我国评估方法应用的解决方案。
关键词 资本资产定价模型(CaPm) 无风险报酬率 风险溢价 企业风险程度β系数
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股权风险溢价理论研究综述——以C-CAPM模型为主线 被引量:3
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作者 郑晓亚 肖莹 《贵州财经大学学报》 北大核心 2013年第6期42-47,共6页
西方针对股权溢价的理论研究在各类实证"异象"中不断发展,对股权风险溢价的理解也因此不断深化和多样化。其中,具备较强生命力的研究发展方向围绕标准C-CAPM模型对现实溢价解释力不足的原因展开,通过放松标准模型过强的假设... 西方针对股权溢价的理论研究在各类实证"异象"中不断发展,对股权风险溢价的理解也因此不断深化和多样化。其中,具备较强生命力的研究发展方向围绕标准C-CAPM模型对现实溢价解释力不足的原因展开,通过放松标准模型过强的假设而对其进行扩展。从文献梳理来看,改进效用函数假设、改进完全市场假设、改进无摩擦市场假设,以及改进经纪人理性假设的研究,推动着股权风险溢价理论的前进,共同构筑了现代资产定价理论研究体系。 展开更多
关键词 股权风险溢价 资产定价模型 经济学理论研究方法
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基于Markov区制转换的流动性溢价 被引量:1
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作者 储小俊 刘思峰 《系统工程》 CSCD 北大核心 2007年第10期16-20,共5页
以内生两状态的Markov模型实证分析了我国股票市场的流动性溢价现象。实证结果表明:(1)收益与非流动性存在正相关关系,支持流动性溢价理论;(2)流动性溢价存在着动态特性,即随着时间的变化,在不同状态下,流动性溢价不同:高偏好不确定状... 以内生两状态的Markov模型实证分析了我国股票市场的流动性溢价现象。实证结果表明:(1)收益与非流动性存在正相关关系,支持流动性溢价理论;(2)流动性溢价存在着动态特性,即随着时间的变化,在不同状态下,流动性溢价不同:高偏好不确定状态时的流动性溢价高于低偏好不确定状态时的流动性溢价;(3)在2001年5月前,市场交易活跃,更多地处于低偏好不确定状态,而在这之后,市场交易的清淡使得其更多低处于高偏好不确定状态;(4)流动性溢价与流动性水平有关:流动性水平越弱,流动性溢价越高。 展开更多
关键词 流动性溢价markov模型 内生状态 偏好不确定
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股权风险溢价之谜的中国例证——基于标准C-CAPM模型的实证研究 被引量:5
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作者 郑晓亚 《湖南财政经济学院学报》 2014年第2期137-146,共10页
结合全局与分段样本,利用H-J方差界的思想综合考察标准模型对我国自股票市场成立以来的历史数据的解释效力,探讨我国是否存在如西方国家资本市场一样的股权溢价之谜。实证结果发现,通过实际市场数据得出的主要考察参数在模型设定的合理... 结合全局与分段样本,利用H-J方差界的思想综合考察标准模型对我国自股票市场成立以来的历史数据的解释效力,探讨我国是否存在如西方国家资本市场一样的股权溢价之谜。实证结果发现,通过实际市场数据得出的主要考察参数在模型设定的合理参数取值范围之外,标准模型在分段与全局样本中均不能对我国1992年1月至2012年12月的股权风险溢价提供有效的解释。 展开更多
关键词 股权风险溢价之谜 标准C-CaPm模型 随机贴现因子 H-J方差下界
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基于因子分析与K-means聚类耦合的分时保费定价方法研究 被引量:1
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作者 曾娟 吴兴华 张洪昌 《武汉理工大学学报(信息与管理工程版)》 CAS 2018年第2期213-218,共6页
传统车险定价基于"一人一车"前提,与租赁汽车所有权与使用权分离的运营模式冲突。为了解决租赁汽车分时保费的定价问题,研究了基于驾驶员行为的费率因子分级设计方法。首先,采用因子分析法提取驾驶行为因子,以方差贡献率的加... 传统车险定价基于"一人一车"前提,与租赁汽车所有权与使用权分离的运营模式冲突。为了解决租赁汽车分时保费的定价问题,研究了基于驾驶员行为的费率因子分级设计方法。首先,采用因子分析法提取驾驶行为因子,以方差贡献率的加权均值作为权重,设计了驾驶员综合风险评价因子S;然后,以S为聚类指标利用K-means聚类算法实现对驾驶员风险的自动分级,进而为分时保费费率因子的分级提供依据;最后,以某大型租赁公司所提供的19位驾驶员实车数据作为样本,结合某保险公司所提供的违章及出险事故数据,证明了该方法的可行性与有效性,该方法可为以人为中心的车险保费定价提供积极的理论参考。 展开更多
关键词 分时保费 驾驶行为 因子分析 K-mEaNS聚类
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国际能源投资项目基准收益率研究——基于CAPM模型 被引量:1
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作者 杨海平 李慧 《山东工商学院学报》 2023年第5期99-105,共7页
以国内企业自身财务数据为基础,利用变异系数模型、相关系数模型将企业对应国内能源行业的风险系数转化为以美国为基准的风险系数;进一步引入无风险收益率、市场风险溢价率、国家风险溢价率,构建国际能源投资项目资本金内部收益率基准... 以国内企业自身财务数据为基础,利用变异系数模型、相关系数模型将企业对应国内能源行业的风险系数转化为以美国为基准的风险系数;进一步引入无风险收益率、市场风险溢价率、国家风险溢价率,构建国际能源投资项目资本金内部收益率基准测算模型,用于测算风电、光伏项目资本金财务内部收益率基准,为企业国际能源项目投资提供投资决策依据。 展开更多
关键词 CaPm模型 国家风险溢价 资本金财务内部收益率 国际投资
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