Ex Ante and Ex Post Values for Changes in Risks

In this paper, I take risk to mean a composite of the probability of an adverse event and the severity of the consequences of the event. I explore two issues in the economic valuation of changes in individual risks brought about by public policies. These are: (1) the relationship between the values of risk prevention (i.e., the lowering of the probabilities of adverse events) and risk reduction (i.e., the reduction of the severity of the consequences of adverse events); and (2) the relationship between ex ante and ex post measures of the value of changes in risk.     

关于项目后评价的探讨

本文对传统项目评价的概念进行了扩充,提出了广义项目评价的概念,将项目评价分为项目前评价、项目中评价及项目后评价三部分,并主要针对项目后评价的概念、特点及内容进行了详细探讨.     

The Ex Ante Incentive Compatible Core in the Absence of Wealth Effects

In a differential information economy with quasi–linear utilities, monetary transfers facilitate the fulfillment of incentive compatibility constraints: the associated ex ante core is generically nonempty. However, we exhibit a well–behaved exchange economy in which this core is empty, even if goods are allocated through random mechanisms.     

Informing Ex Ante Event Studies with Macro‐Econometric Evidence on the Structural and Policy Impacts of Terrorism

Economic consequence analysis is one of many inputs to terrorism contingency planning. Computable general equilibrium (CGE) models are being used more frequently in these analyses, in part because of their capacity to accommodate high levels of event‐specific detail. In modeling the potential economic effects of a hypothetical terrorist event, two broad sets of shocks are required: (1) physical impacts on observable variables (e.g., asset damage); (2) behavioral impacts on unobservable variables (e.g., investor uncertainty). Assembling shocks describing the physical impacts of a terrorist incident is relatively straightforward, since estimates are either readily available or plausibly inferred. However, assembling shocks describing behavioral impacts is more difficult. Values for behavioral variables (e.g., required rates of return) are typically inferred or estimated by indirect means. Generally, this has been achieved via reference to extraneous literature or ex ante surveys. This article explores a new method. We elucidate the magnitude of CGE‐relevant structural shifts implicit in econometric evidence on terrorist incidents, with a view to informing future ex ante event assessments. Ex post econometric studies of terrorism by Blomberg et al . yield macro econometric equations that describe the response of observable economic variables (e.g., GDP growth) to terrorist incidents. We use these equations to determine estimates for relevant (unobservable) structural and policy variables impacted by terrorist incidents, using a CGE model of the United States. This allows us to: (i) compare values for these shifts with input assumptions in earlier ex ante CGE studies; and (ii) discuss how future ex ante studies can be informed by our analysis.     

项目区域投资的期权特征与决策研究

运用期权的观点和方法研究项目区域投资问题具有重要的现实意义.在衡量投资区域机会价值的基础上,分析了项目区域投资的期权特征,建立了项目区域投资决策的实物期权模型,为实际中的多区域投资决策问题提供了一种量化分析方法.     

软件外包项目复杂性下的交互记忆系统与知识转移

针对软件外包项目团队中如何有效知识转移问题,构建交互记忆系统、项目复杂性和知识转移绩效之间关系的概念模型,基于25家软件外包承接企业中107个软件外包团队的问卷调查数据,运用偏最小二乘法对数据进行分析。研究结果表明,专长度和可信度对团队知识转移绩效和协调度有显著的正向影响,软件外包项目结构复杂性对专长度与知识转移绩效的关系有显著的正向调节作用,软件外包项目动态复杂性对专长度与知识转移绩效的关系有显著的负向调节作用。研究结果揭示了项目复杂性条件下交互记忆系统与知识转移绩效之间的作用机理,推进了软件外包知识转移理论发展,并为软件外包团队有效地进行知识转移提供管理启示。     

面向动态风险评价及投资决策的IRRV模型

建立了跨期相对风险-价值(Inter-temporal Relative Risk-Value,简称IRRV)模型,首次整合了时间-概率权衡与风险-价值权衡。面向结果非负的复杂风险事件,在偏好公理的基础上推导出时间-概率权衡关系的显性表达式,将时间具有内在不确定性这一植根于"心理距离"的直觉思想形式化,最终用关于时间的内在折扣率刻画跨期对决策者效用的影响。内在折扣率取决于决策者的时间偏好,也可能依赖结果的量值,是决定时间-概率权衡的核心因素。借助时间-概率权衡理论,将静态意义上的相对风险-价值模型扩展成为动态意义上的跨期相对风险-价值模型。该模型在同一个空间内综合考虑了价值、时间和概率三个基本的决策维度,为动态风险决策提供了一个规范化框架。     

欧式期权的主观预期估价方法及投资决策

考虑投资者对标的证券价格推断或权衡等主观因素,给出欧式期权的主观预期估价及投资决策方法.方法的建立无需特别设定假设条件,且计算公式十分简单.可以证明,在一定的条件下由该方法得到的估价结果与标准的Black-Scholes模型的定价结果一致.     

基于博弈论的交通BOT项目特许权期的决策模型

本文主要研究了交通BOT项目中特许权期的决策问题.根据博弈论的理论和方法,本文以特许权期作为政府的决策变量,建立了政府和项目公司之间的博弈模型,分析了政府和项目公司的最优战略问题,从而得到了特许权期的最优决策模型,为交通BOT项目特许权期的决策提供了较系统的理论方法.     

技术跨越项目选择及评价研究

做好技术跨越项目选择和评价,是实现技术跨越战略的关键.本文从技术跨越项目的特点出发,阐明了进行项目选择和评价的实施意义以及技术跨越项目选择的原则.本文的核心部分是建立技术跨越项目选择与评价体系,阐述了如何通过技术、市场、行业预测和资源分析选择有发展前景并可行的跨越项目,提出了以平衡计分法为手段的项目评价方法,以期对企业技术战略制定,成功实现跨越有一定借鉴意义.     

基于熵和证据理论的NPD项目复杂性模糊评价

基于文献综述和专家调查,构建了NPD项目复杂性评价指标体系,并运用"结构熵权法"确定了各指标权重。基于证据"可信度"和"确定性",定义了证据"有效性",结合证据冲突全局分配的思想,改进了证据合成方法;运用改进的证据合成方法综合专家评价信息,构造了"模糊评价矩阵"。依据模糊评价原理对NPD项目复杂性进行评价,并结合算例分析说明了该方法的可行性和实用性。     

关于项目中评价的模型和方法研究

本文在对传统项目评价的概念进行扩充之后,提出了项目前评价、项目中评价及项目后评价的概念,并重点对项目中评价的相关评价模型进行了探讨,提出了项目中评价的二维结构模型、聚类评价模型、递进评价模型及项目中评价的DEA评价方法.     

基于灰色理论的项目多目标决策模型及在造船工程中的应用

针对项目实施中多目标决策的复杂问题,以方案的灰色关联度作为评价准则,建立了灰色关联决策模型,并针对模型中如何确定相对理想方案的问题提出了解决方法。最后文章对该方法在造船工程中的应用进行了研究。     

市场结构对投资项目价值评估的影响

针对项目投资中的实物期权,提出了不同市场结构对期权价值评估以及项目投资时机选择的影响,在此基础上,用实例演示了完全竞争、垄断和双头竞争三种不同市场结构下的实物期权分析框架。     

重大航天工程整体性、复杂性及系统融合:北斗卫星工程的实践

随着重大工程规模越来越大,创新程度越来越高,建设周期越来越长,重大工程管理理论和方法越来越重视复杂性,而对重大工程的整体性有所忽视。通过对北斗卫星工程的调研,本文发现重大航天工程同时存在着宏观整体性和微观复杂性,两者间既矛盾又依存的张力驱动着工程实体的建造、管理要素的投入及工程组织的构建等实践行为,同时改变着重大工程的复杂性和整体性状态。其中,改变工程复杂性状态的决策行为遵循着"探索—吸收—分解—承担"为决策主线的"复杂性降解"过程,与之相对应,改变工程整体性状态的决策行为遵循着"叠加—相容—固化—重构"为决策主线的"整体性中和"过程。上述过程一方面在微观尺度上逐渐"降解"了工程实体组成、管理要素及组织部门间以关联性和信息不完备性为代表的复杂性,另一方面在宏观尺度上通过有效关联和信息交互逐渐"中和"形成了工程实体、管理和组织的系统整体,因此本文概括其为"系统融合"过程。北斗卫星工程的"系统融合"过程基于重大航天工程复杂性和整体性同时存在的认识,揭示了复杂性和整体性既矛盾又依存的张力驱动工程行为决策的动力机理,概括了包括"复杂性降解"和"整体性中和"的融合过程,发展了综合集成管理理论和方法。     

项目投资评价指标IRR和MIRR比较

本文分析了项目评价指标IRK和MIRR,指出采用修正内部收益率MIRR能够很好地克服IRR法的不足,使项目投资决策更加符合实际.     

企业转产项目风险模糊评价系统研究

本文建立了企业转产项目递阶层次结构风险评价指标体系,分析了评价指标体系单风险因素隶属函数值的确定方法,最后定性与定量相结合,给出了企业转产项目风险的模糊综合评价系统模型.     

Collaborative Product Development: The Effect of Project Complexity on the Use of Information Technology Tools and New Product Development Practices

Collaboration is an essential element of new product development (NPD). This research examines the associations between four types of information technology (IT) tools and NPD collaboration. The relationships between NPD practices and NPD collaboration are also examined. Drawing on organizational information processing theory, we propose that the relationships between IT tools and NPD collaboration will be moderated differently by three project complexity dimensions, namely, product size, project novelty, and task interdependence, due to the differing nature of information processing necessitated by each project complexity dimension. Likewise, the moderation effects of the project complexity dimensions on the relationship between NPD practices and NPD collaboration will also be different. We test our hypotheses using data from a sample of NPD projects in three manufacturing industries. We find that IT tools are associated with collaboration to a greater extent when product size is relatively large. In contrast, IT tools exhibit a smaller association with collaboration when project novelty or task interdependence is relatively high. NPD practices are found to be more significantly associated with NPD collaboration under the contingency of high project novelty or high task interdependence. The findings provide insights about circumstances where several popular IT tools are more likely to facilitate collaboration, thus informing an NPD team's IT adoption and use decisions.     

科学技术指标频度分布研究及其在科技决策和管理中的应用——国家自然科学基金项目79670030回溯

国家自然科学基金项目"科学技术指标频度分布研究及其在科技决策和管理中的应用" (79670030)是1997年1月启动,1999年12月完成的.对照项目计划书所列各项内容,简要介绍了项目的完成情况,特别介绍了一些创新性的成果,对开展国际学术交流与合作的情况也作了说明.     

An Experimental Evaluation of Articulation of Preferences in Multiple Criterion Decision-Making (MCDM) Methods

This paper describes the results of a study done to determine how well multiple criterion decision-making methods perform in helping a decision maker arrive at a preferred solution to a multicriterion problem with conflicting objectives. The study used a factorial experiment and doctoral students as subjects. Two competing methods for solving multicriterion problems were compared along with the influence of problem complexity. The methods differed in the way preferences were articulated by decision makers. The results showed that there was no difference between the methods for several performance measures, disaffirming some prior expectations. From an actual use point of view, the study suggests that methodological improvements to existing techniques must be matched by efforts to improve information presentation and interpretation to facilitate preference judgments.