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61.
Because of the existence of the private information, the informed trader can make excess payoffs by using the information advantages. And also the informed trader can choose the trade strategies to attain the up most excess payoffs. However, he may lose his information advantages. This paper analyzes the conditions when the informed trader can make use of the private information and its optimal times underlying the framework of the strategic market game. 相似文献
62.
Chang Baobo Sun Hongbo 《保鲜与加工》1997,(6):16-22
This paper has applied the var cost to the theory of spot price.An augmented Lagrange method is employed to develop the exact model of spot price of active power and reactive power,and the physical means of Lagrange multipliers are explained.The numerical examples are given to demonstrate the validity of the proposed model. 相似文献
63.
CHEN Yao-hui~ 《保鲜与加工》2004,(8):86-91
We prove a Donsker type approximation theorem for the fractional Brownian motion in the case of the Hurst index greater than one half. With this approximation we construct an elementary market model that converges weakly to the fractional analogue of the Black Scholes model. We show that there exist arbitrage opportunities in this model. 相似文献
64.
This paper is focused on early warning of corporation financial crisis for the China's household electric appliance manufacturers in stock market. Firstly, using company's open-disclosed annual statements as data resource, the financial indexes system is constructed. Secondary, adopting the multivariable statistical analysis method, such as cluster, discriminate and principle component analysis, the multivariate models for the empirical study on early warning of financial crisis by making use of SPSS statistical software are set up. The corporation might discover the financial affairs crisis that shall probably arise beforehand by using the financial affairs crisis early warning system. This study and analysis may serve as reference for domestic industries and enterprises. 相似文献
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Based on the Modigliani's Life-Cycle Hypothesis of consumption,and relevant data,the paper empirically studies stock market and real estate market wealth effect in China by using the method of unit root test and cointegrating regression.The results show that,regardless of short-run effect and long-run effect,the stock market wealth has significantly negative effect on civil' consumption level,but real estate market wealth or housing market wealth has significantly positive effect on civil' consumption level. 相似文献
69.
对我国农用三轮车产业发展阶段及产业特征进行分析,用数据说明了该产业的市场分布状况;同时对农用三轮车消费人群的消费心理、消费习惯进行深入分析,最后指出国家政策法规对农用三轮车产业发展的制约和影响。 相似文献
70.