[专区]国外文献求助专帖（长期有效，求助请跟贴）

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=89125

ssrn上的几篇论文，学校下不了

1.Information Uncertainty and Expected Returns Guohua Jiang , Charles M.C. Lee and Grace Yi Zhang
2.Tunneling in China: The Surprisingly Pervasive Use of Corporate Loans to Extract Funds from Chinese Listed Companies
3.Do Management Forecasts Dampen Analysts' Expectations?
4.The Greater Market Mis-Valuation of Accruals when the Stock Performance is Poor
5.A Re-examination of China's Share Issue Privatization: Does it Not Improve SOE Profitability?
6.Efficiency Loss and Incentive Distortion Associated with Over-regulation in an Underdeveloped Chinese Securities Market

[此贴子已经被作者于2007-6-20 18:28:40编辑过]

太感謝了！

感謝您的熱心！

[20]陈刚.证券投资基金评价的非参数方法[J].统计与信息论坛,

[21]罗洪浪,王浣尘,田中甲.基于DEA的封闭式基金业绩评价[J].中国管理科学,

[22]罗洪浪,王浣尘,田中甲.双风险度量下封闭式基金业绩的数据包络分析[J].系统工程

[23]韩泽县,刘斌.基于数据包络分析(DEA)的封闭式基金相对业绩评价[J].管理评论

[24]马利军,伍建,程希骏.基于DEA方法的投资基金业绩评价[J].价值工程

[26]蒋崇辉,马永开.基金业及评价方法新探及其实证研究[J].管理学报

[27]马占新,唐焕文.关于DEA有效性在数据变换下的不变性[J].系统工程学报

[28]魏权龄.数据包络分析(DEA)[J].科学通报

[29]方兆本,李德辉.证券投资基金业绩评估之综述[J].管理科学

[30]易荣华,达庆利.封闭型基金绩效评估与相对投资价值评价[J].南开管理评论

[31]于玲,王波,范忠骏.证券投资基金绩效评价研究[J].上海理工大学学报

[32]廖华,廖小荣.数据包络分析法在基金业绩评价中的应用[J].管理学报
[33]赵旭,吴冲锋.证券投资基金业绩与持续性评价的实证研究--基于DEA模型与R/S模型的评价[J].管理科学

万分感谢!!!!

DING

Stock Index Futures and Index Arbitrage in a Rational Expectations Model,

Anne Fremault

Journal of Business, 1991, vol. 64, issue 4, pages 523-47

谢谢

THANK YOU VERY MACH! I WANT :

1.Brennan, M, Schwartz, E. S. The pricing of equitiy-linked life insurance policies with an asset value guarantee [J]. Journal of financial economics, 1976,3: 195-213.

2.Boyle, P P, Schwartz, E S. Equilibrium prices of guarantees under equity-linked contracts [J]. Journal of risk and insurance, 1997, 44: 639-660.

3.Baccinello A R, Ortu, F. Pricing equity-linked life insurance with endogenous minimum grarantees [J]. Insurance: mathematics and economics, 1993, 12: 245-258.

4.Aase, K, Persson, S A. Valuation of the minimum guaranteed return embedded in life insurance products [J]. Jouranl of risk and insurance, 1997, 64: 599-617

5.Briys, E, de Varenne, F. Life insurance in a contingent claim framework: pricing and regulatory implications [J]. Geneva papers on risk and insurance theory, 1994, 19: 53-72

6.Briys, E, de Varenne, F. On the risk of insurance liabilities: debunking some common pitfalls[J]. Journal of risk and insurance, 1997, 64: 673-694.

7.Grosen, A, Jorgensen, P L. Life insurance liabilities at market value: an analysis of insolvency risk, bous policy, and regulatory intervention rules in a barrier option framework [J]. Journal of risk and insurance, 2002, 69: 63-91.

8.John C Hull. Options, futures and other derivatives(4^th edition) [M]. NJ: Prentice Hall, 2000.

请问大侠你有Handbook of Monetary Economics前后二册吗？我急于查看，但一直找不到。不论如何，谢谢你

thank you for your share.

I need the title is about management of interest rate risk and marketing of interest rate.

Could you pls find for me?,thanks.

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=89125

zhege这个 不错

能不能帮我找几份投行关于德国汽车市场的分析报告