• Volume 3,Issue 2,2000 Table of Contents
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    • >论文
    • Organizational structure design under environment of uncertainty

      2000, 3(2).

      Abstract (478) HTML (0) PDF 0.00 Byte (2257) Comment (0) Favorites

      Abstract:The environment confronting modern organizations possesses high uncertainty arisen from ever-increasing complexity, competitiveness and dynamics, which make organizational characteristics including organizational structure to be experiencing great alteration so as to suit the environment. The kernel of organizational management is decision, and the process of decision-making is just the one of information processing. In this paper, as an emphasis, the problem of organizational structure design under uncertain environment was studied from the angles of organizational decision—making and information communication.A model of organizational decision eonsidering uncertain environment was set up.On the basis of the model,the concept of organizational structure value was introduced.Integrating qualitative and quantitatire method s derived a mathematieal expression reflecting their relations among organizational environment organizational decision and organizational structure.According to the expression,some conclusions meaningful to organizational structure design under uncertain environment were obtained. The study shows that,under the environment of uncertainty,organizational structure should keep high flexible for the purpose of improving decision effectiveness;the more information sharing among decision units enables organization to make the better decision;and the network organization whose communication channels are flexible and open has advantage over the hierarchical organization whole communication channels are rigid and restricted.However a specific organizational structure design should depend on varied kinds of factots.Such factors along with their influences on organizational structure design were investigated as wel1.

    • A study on several basic problems of management pattern suitable to product innovation process

      2000, 3(2).

      Abstract (739) HTML (0) PDF 0.00 Byte (1663) Comment (0) Favorites

      Abstract:On the basis of synthetic utilization of product innovation and BPR, this paper analyzes the intention of knowledge resources integrated and the characteristics of product innovation process. These characteristics includes venture, available deployment of natural resources, reinforcement of learn and communion, strengthen of enterprise competition advantage in the product innovation process. The management pattern based on knowledge networking suitable to product innovation process is studied.It discusses some principle problems about organization of innovation process, utilization of know ledge resources, communication and communion, learn skill, harmony mechanism, encourage and performance in the new management pattern. The new management pattern makes a break through at such aspects as information communion, authorization, leadership, and coordination in comparison with the functional ordinal management pattern.

    • Organization model and system design of virtual enterprises

      2000, 3(2).

      Abstract (318) HTML (0) PDF 0.00 Byte (1193) Comment (0) Favorites

      Abstract:Design of virtual enterprise's organization model is an important aspect of study on virtual enterprise's operational management. The research on life process of virtual enterprise shows that the first step to make virtual enterprise' running up actually is setting up virtual enterprise reasonably. The paper designs the total model of virtual enterprise using model design method and according to different resource of product process, raises virtual enterprise's organization structure by way of system engineering method ,furthermore researches fire son—system’s function and components of virtual enterprise system.

    • On the empirical studies of monetary policies neutrality and asymmetry

      2000, 3(2).

      Abstract (523) HTML (0) PDF 0.00 Byte (1453) Comment (0) Favorites

      Abstract:Monetary policies effects are very different between China and the western countries, whether the anticipated money growth or the unanticipated money growth all rejected the neutrality to output, which imply that the money supply growth has played an important role to promote the Chinese economic growth. Furthermore, we find that the money supply shock of M1 has the symmetric effects, while the money supply shock of M2 has the asymmetric effects, and the asymmetry is opposite to the western countries: positive money supply shock has significant effect to output,but the negative money supply shock has no significant effect to output.

    • A study of linear models to measure the reward to managers of index fund

      2000, 3(2).

      Abstract (462) HTML (0) PDF 0.00 Byte (1720) Comment (0) Favorites

      Abstract:This article investigates four minimizing the tracking error between the returns of portfolio and a benchmark .All model have in common that absolute deviations are minimized instead of squared deviations as is the case for traditional optimization model .Linear programs are formulated to derive explicit solutions. The model are applied to a portfolio containing six market component indexes and the tracking error with respect to the SSE A share index is minimized.The results are compared to those of aquadratic track ing error optimization technique. The portfolio weights of the optimized portfo lio and its return/risk properties are different across the models which implies that optimization models should be targeted to specific investment objective and be used to measure the rewards to manager of Fund.

    • Estimation of Value-at-Risk Using MCMC

      2000, 3(2).

      Abstract (1111) HTML (0) PDF 0.00 Byte (2834) Comment (0) Favorites

      Abstract:In order to overcome the limitations of Monte Carlo simulation method in computing VaR, i.e. high-dimensionality and static characteristics, this paper put forward a new method of Markov chain Monte Carlo(MCMC)simulation to improve the computing precision. And a computing example of US treasury bonds proved the advantage of MCMC.

    • The policy dynamic consistency based on dynamic game for enterprise group

      2000, 3(2).

      Abstract (604) HTML (0) PDF 0.00 Byte (1305) Comment (0) Favorites

      Abstract:In this paper,the dynamic game between member enterprises and the general headquarter within Enterprise Group is discussed in view of dynamic game theory. The policy dynamic consistency of the general headquarter is analyzed. The reason that causes the policy inconsistent is pointed out. Under the non-egalitarianism tendency of the general headquarter, the dynamic game model between member enterprises and the general headquarter is presented and the dynamic consistent conditions are also given.

    • >综述论文
    • Research on combined location-routing problems in integrated logistics systems

      2000, 3(2).

      Abstract (847) HTML (0) PDF 0.00 Byte (2479) Comment (0) Favorites

      Abstract:In this paper, we survey the main progress of research on location-routing problems (LRP), analyze a few characteristics of the methods proposed to solve LRPs and present some issues for further investigations in this field.

    • >论文
    • Scaling and scale invariance in financial markets

      2000, 3(2).

      Abstract (555) HTML (0) PDF 0.00 Byte (2056) Comment (0) Favorites

      Abstract:Traditional financial theories was based on the normal distribution of the price increments and discussed the probability density function (PDF) of the increments in a given time scale. Recent researches show that the tail of the PDF of the increments was fatter than the normal distribution. For describing the fat tail distribution and discussing the similarity among PDFs at different time scales, scientists introduced the Lévy stable distribution to describe the price increments. Because the Lévy stable distribution has too fattai1.the truncated LEvy stable distribution has been introduced.The truncated Levy stable distribution overcomes the shortcoming of the Levy stable distribution.The discovery of the multiscale behavior in the financial markets is a great progress and has important significance in the theory and practice.This paper review the new researches for the scaling and scale invariance in financia1 markets.

    • >研究简报
    • On the human resource management of knowledge economics age

      2000, 3(2).

      Abstract (852) HTML (0) PDF 0.00 Byte (2682) Comment (0) Favorites

      Abstract:In this paper, in connection with the emerge of the knowledge-based economy in the world's developed countries, characteristics and the early development of the knowledge-based economy are presented. Some fundamental requirements for human resources of the knowledge-based economy age are analyzed in detail. Further, within the frame of developing knowledge-based economy in our country, some new ideas of human resource management are proposed, which can be referred by top level decision makers.

    • Model case representation

      2000, 3(2).

      Abstract (351) HTML (0) PDF 0.00 Byte (1291) Comment (0) Favorites

      Abstract:In case-based model management system the effective presentation of case is the prime thing. Model case is not attribute value case but structural case. In this paper, we put forward a kind of model case presentation method according to the deficiencies of preexisting method. The method can adapt to the numeric value model and independent of the semantics of the model. Then, we plan the preliminary scheme of the construction of the case base. The study found the basis for the succeeding research

    • >专论文章
    • Information technology and management transformation

      2000, 3(2).

      Abstract (965) HTML (0) PDF 0.00 Byte (2533) Comment (0) Favorites

      Abstract:Recent development of economy raises the management transformation and the application of information technology. This paper discusses how to integrate the information technology and management transformation for the mutual promotion and synergetic development, overcome the shortcoming of “cut the feet to fit the shoes” caused by separation of technology and business.

    • >重大基金项目研究
    • An empirical study on the relationship between price changes and trading volume in China stock market

      2000, 3(2).

      Abstract (1152) HTML (0) PDF 0.00 Byte (2643) Comment (0) Favorites

      Abstract:Various relationships between price changes and trading volume in China stock market were empirically examined. Principles of information economics were applied to analyze the empirical results. The paper showed that the asymmetric volume-price change relationship existed in China stock market, and the linearly positive correlation was inaccurate to describe the relationship between stock price changes and trading volume. The relationship between price volatility and expected trading volume,and that between price volatility and unexpected trading volume were tested.The impacts of information on the stock market were studied .The results obtained gave meaningful insights into the microstructure of China stock market and were helpful to regulate financia1 market activities.

    • >应用案例
    • The research on the structure model of Chinese employee's organizational commitment

      2000, 3(2).

      Abstract (1419) HTML (0) PDF 0.00 Byte (2101) Comment (0) Favorites

      Abstract:The Questionnaire of Chinese employee's organizational commitment was made on the basis of interviews,items collecting, pilot-tests, and scientific examining. The psychological structure of Chinese employee's organizational commitments was explored by the factory analysis. The five factories model includes affective commitment, normative commitment, ideal commitment, economic commitment, and choice commitment.

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