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浅议民营企业内部控制失效的原因及对策
民营企业 内部控制 失效 对策
2011/8/25
在市场经济的发展中，民营企业正发挥越来越大的作用。然而，不少民营企业缺存在内部控制失效的现象。本文从COSO的《内部控制——一体化框架》中所提到的内部控制五要素入手，分析民营企业内部控制失效的原因，并提出了相应的对策。
试论企业文化对战略管理的影响
企业战略 管理 企业文化
2011/8/23
企业的战略管理包括五项相互联系的管理任务，即企业的愿景、企业的使命、企业的目标、企业的战略以及战略的实施。这五项任务形成一个循环体系，不断调整，以适应企业发展的需要。然而企业战略要想成功实施，一定离不开企业自身的企业文化的建设。本文主要就企业文化对企业战略管理的影响进行研究，提出一些个人见解。
金融危机与金融监管二者关系研究
金融危机 金融监管 金融法
2011/8/22
金融监管不到位是金融危机发生的根源之一，要克服金融危机，有必要进一步加强金融监管能力，提高金融监管的有效性。特别是当金融危机高潮过去这后，经济由复苏并向繁荣发展，此时，容易出现监管放松的趋向。金融危机与金融监管二者关系可以归纳为“监管不到位→金融危机→强化监管→危机逝去→经济繁荣→管制放松→金融危机→新一轮监管升级”。虽然表面上看，但是这一作用机制并不是简单的历史循环，而是一种螺旋式的上升。面对一...
金融资产管理公司的改革与发展探讨
金融资产管理公司 改革 发展
2011/8/22
伴随着金融市场的不断发展，金融管理公司作为金融改革的重要参与者与推动者，金融资产管理公司也在随之不断地推进改革发展。1999年，根据国家有关部门的批复，金融资产管理公司存续期暂定为十年。现十年已过去，各家资产管理公司进入了商业化转型的轨道，并且有的金融资产管理公司在转型探索中走在行业前列，因此，金融资产管理公司的改革与发展更加受到人们的关注。针对金融资产管理公司的改革与发展这一问题，本文做以下论述...
企业内部控制有效性分析与改善对策
内部控制 治理结构 风险管理 问题与对策
2011/8/26
企业内部控制是保护投资者合法权益、完善公司治理结构的重要措施。本文从内部控制内涵和发展历程分析入手，剖析了我国企业内部控制在内控环境、风险管理和组织结构方面的问题及原因，从优化内部控制环境、强化风险管理、健全激励约束机制三个方面提出了改善内部控制的对策与策略，以期促进企业内部控制的有效性。
On Investment-Consumption with Regime-Switching
Portfolio optimization time inconsistency equilibrium policies regime-switching discounting
2011/7/20
In a continuous time stochastic economy, this paper considers the problem of consumption
and investment in a financial market in which the representative investor exhibits a change in the discount ra...
The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
Model Formulation. Continuity of the Optimizers
2011/7/20
This article studies the sensitivity of the power utility maximization problem with respect to the investor’s relative risk aversion, the statistical probability measure, the investment constraints an...
BSDEs in Utility Maximization with BMO Market Price of Risk
BSDEs BMO Market Price of Risk
2011/7/20
This article studies quadratic semimartingale BSDEs arising in power utility maximization
when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sucient condi...
Robust Maximization of Asymptotic Growth under Covariance Uncertainty
Maximization Covariance Uncertainty
2011/7/19
This paper resolves a question proposed in Kardaras and Robertson (2011): how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying...
Stability of exponential utility maximization with respect to market perturbations
Stability exponential utility market perturbations
2011/7/19
Abstract. We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regul...
Quantum Financial Economics - Risk and Returns
Quantum Financial Economics Multifractal Self-Organized Criticality Quantum Chaotic Volatility
2011/7/19
Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk...
A simple, yet reasonably accurate, analytical technique is proposed for multi-factor structural credit portfolio models. The accuracy of the technique is demonstrated by benchmarking against Monte Car...
Quantifying mortality risk in small defined-benefit pension schemes
Small de ned-bene t pension scheme mortality risk idiosyncratic risk systematic risk Euler capital allocation principle stochastic mortality coecient of variation
2011/7/19
A risk of small de ned-bene t pension schemes is that there are too few members to eliminate idiosyncratic mortality risk, that is there are too few members to e ectively pool mortality risk. This mea...
One-yea reserve risk including a tail factor : closed formula and bootstrap approaches
Non‐life insurance Reserve risk Claims Development Result Bootstrap method Tail factor Prediction error Solvency II
2011/7/19
In this paper, we detail the main simulation methods used in practice to measure one‐year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development ...