沪深股市两类开放式股票投资基金投资业绩比较分析

经验研究表明,2006年年初至2007年6月底,采用消极管理策略的指数基金的投资业绩要明显优于或至少不会明显弱于采用积极管理策略的非指数基金,这与半强型EMH的推论相一致.从我国两类开放武股票投资基金的发展现状来看,指数基金的发展步伐相对滞后,今后应有较大的发展潜力.     

Multiple-Group Analysis for Structural Equation Modeling With Dependent Samples

Multigroup structural equation modeling (SEM) plays a key role in studying measurement invariance and in group comparison. However, existing methods for multigroup SEM assume that different samples are independent. This article develops a method for multigroup SEM with correlated samples. Parallel to that for independent samples, the focus here is on the cross-group stability of the within-group structure and parameters. In particular, the method does not require the specification of any between-group relationship. Rescaled and adjusted statistics as well as sandwich-type covariance matrices make the developed method work for possibly nonnormal variables with finite 4th-order moments. The method is applied to a longitudinal data set on the development of entrepreneurial teams across 4 phases. Detailed analysis is provided regarding the stability of the effect of psychological compatibility on team performance, as it is mediated by fairness perception and team cohesion.     

Connections between online harassment and offline violence among youth in Central Thailand

Increasing evidence indicates that face-to-face (offline) youth violence and online harassment are closely interlinked, but evidence from Asian countries remains limited. This study was conducted to quantitatively assess the associations between offline violence and online harassment among youth in Central Thailand. Students and out-of-school youth (n = 1,234, age: 15–24 years) residing, studying, and/or working in a district in Central Thailand were surveyed. Participants were asked about their involvement in online harassment and in verbal, physical, sexual, and domestic types of offline violence, as perpetrators, victims, and witnesses within a 1-year period. Multivariable logistic regression was used to assess independent associations between different kinds of involvement in offline violence and online harassment. Perpetration and victimization within the past year were both reported by roughly half of the youth both online and offline. Over three quarters had witnessed violence or harassment. Perpetrating online harassment was independently associated with being a victim online (adjusted odds ratio [AOR] = 10.1; 95% CI [7.5, 13.6]), and perpetrating offline violence was independently associated with being a victim offline (AOR = 11.1; 95% CI [8.1, 15.0]). Perpetrating online harassment was independently associated with perpetrating offline violence (AOR = 2.7; 95% CI [1.9, 3.8]), and being a victim online was likewise independently associated with being a victim offline (AOR = 2.6; 95% CI [1.9, 3.6]). Online harassment and offline violence are interlinked among Thai youth, as in other countries studied so far. Interventions to reduce either might best address both together.     

An SEM Approach for the Evaluation of Intervention Effects Using Pre-Post-Post Designs

A directly applicable latent variable modeling procedure for classical item analysis is outlined. The method allows one to point and interval estimate item difficulty, item correlations, and item-total correlations for composites consisting of categorical items. The approach is readily employed in empirical research and as a by-product permits examining the latent structure of tentative versions of multiple-component measuring instruments. The discussed procedure is straightforwardly utilized with the increasingly popular latent variable modeling software Mplus, and is illustrated on a numerical example.     

一个"找朋友游戏"的再讨论

通过列调整表的方法给出了<发现>一文提出的"找朋友游戏"的一组结论,并对其错误的结果做了修正.     

Alternatives to Multilevel Modeling for the Analysis of Clustered Data

Multilevel modeling has grown in use over the years as a way to deal with the nonindependent nature of observations found in clustered data. However, other alternatives to multilevel modeling are available that can account for observations nested within clusters, including the use of Taylor series linearization for variance estimation, the design effect adjusted standard errors approach, and fixed effects modeling. Using 1,000 replications of 12 conditions with varied Level 1 and Level 2 sample sizes, the author compared parameter estimates, standard errors, and statistical significance using various alternative procedures. Results indicate that several acceptable procedures can be used in lieu of or together with multilevel modeling, depending on the type of research question asked and the number of clusters under investigation. Guidelines for applied researchers are discussed.     

基于违约风险调整的商业银行利率风险计量及实证分析

当前，商业银行利率风险计量与管理实践中所使用的久期模型忽略了违约风险的影响，然而，银行资产中包括不少的高收益、高风险的垃圾债券和风险贷款，因而其久期计算结果必将产生较大误差。本文通过引入反映违约先验概率的参数以及放松平坦期限结构的假定扩展了Bierwag和Kaufman模型，同时考虑了息票支付和违约补偿，构建了包括确定性等价因子等参数的违约风险资产久期的一般化模型。此外，通过实证分析得出，对于含有违约风险的债券和贷款来说，在其久期计算中幸存概率、违约清算时滞和违约补偿额是影响久期测度的重要因素，这些因素必将对商业银行的利率风险管理产生重要影响。     

论体育法的调整对象

根据对体育关系的总体认识,将体育法的调整对象进行了理论上的分类,具体阐述了体育法对不同主体、多种内容和各类性质的体育关系调整的基本含义。认为,正确认识和自觉运用体育法对体育关系的有效调整,将保证体育系统进入规范有序的健康发展轨道。