1,721,004 research outputs found
以框架理論及習慣養成探討股票超額報酬現象
No full text本論文研究完全市場下，擁有遞迴效用特性的代表性個人模型，在同時引入框架效果及習慣形成，對於無風險利率變動及股票超額報酬之影響。首先建立一個具有風險趨避及框架效果特性的遞迴性消費資產定價模型，再引入消費習慣特性，設定其為外生變數，觀察此兩項特性對無風險利率及股票超額報酬的影響。結果在本論文架構下顯示，無風險利率大小與經濟狀況之好壞呈現正相關；而股票期望報酬大小則與經濟狀況好壞呈現負相關，在不考慮框架效果的情況下，股票的鉅額超額報酬僅出現在經濟狀況差的情況，且平均超額報酬不高。當加入框架效果影響時，隨著框架效果愈明顯，平均股票超額報酬愈高，且投資人對損失的痛苦感受程度對超額報酬有顯著的貢獻。In this thesis, we construct a model of the representative agent with a recursive utility combined with the narrow framing effect and habit formation in a complete market environment to analyze the how the preceding model effects the variation of risk-free rate and the excess stock return. We set the habit formation is non-linear and external. It shows that there is a positive relation between the risk-free rate and economy situation, while a negative relation between the expected stock return and economy situation. In the condition without the narrow framing effect, the high excess stock return exists only in bas times and the average of that is not significant. When the narrow framing effect is added, the more obvious narrow framing is, the higher excess stock return is. And the pain of the investor caused from losses plays a significant part of creating the excess stock return.Chapter 1 Introduction 1
Chapter 2 Review of Literature 3
Section 2.1 Loss Aversion and Narrow Framing Effect 3
Section 2.2 Barberis and Huang’s Narrow Framing Model 4
Section 2.3 Campbell and Cochrane’s Habit Formation Model 6
Section 2.4 Some Other Habit Formation Models 8
Chapter 3 The Model 10
Section 3.1 Preference 10
Section 3.2 The Optimal Consumption/Portfolio Problem 11
Section 3.3 Form of the Sensitivity Function 17
Chapter 4 The Three-Asset Case 21
Section 4.1 Preference and Market Environment 21
Section 4.2 Choosing Parameters and Basic Results 23
Section 4.3 Influence of the Narrow Framing Effect 26
Chapter 5 Conclusion 30
Section 5.1 Conclusion 30
Section 5.2 Thoughts for further studies 30
Appendix 32
Reference 3
Mechanics Analysis and Reliability Assessment of Electronic Packages Subjected to Drops
No full text一般來說，多數研究者估計電子封裝體所能承受之掉落次數，亦即其衝擊壽命為一定值；然而衝擊試驗結果顯示，此壽命呈現離散的情況。本研究即分別探討電子封裝體尺寸與壽命預估模型中參數之不確定性，對其衝擊壽命的影響。吾人首先利用有限元素軟體，模擬封裝體在錫球直徑變異下，錫球與印刷電路板或晶片間的最大剝離應力值，代入封裝體壽命預估模型後，將衝擊壽命以機率分佈方式呈現，相較於原始封裝體可承受245次掉落次數，若由可靠度函數計算後，其可靠度僅有46.71%，顯示封裝體幾何形狀參數之不確定性會對其壽命造成影響；電子封裝體壽命預估模型為一經驗公式，其中會有誤差存在，吾人接著探討封裝體壽命預估模型中常數項及指數項參數變異，造成衝擊壽命的離散性，並以可靠度方法評估之，結果顯示封裝體各材料參數的不確定性對其壽命具有一定程度之影響。本研究之分析過程與結果應可作為封裝體掉落衝擊壽命之可靠度評估。Most researchers consider the life of an electronic package subjected to drops is a fixed value. However, drop tests show that impact lives of a random sample of an electronic package usually exhibit certain scatter. Therefore, the impact life had better be described by a random variable. In this study, the influence of geometrical size variation of an electronic package on its impact life distribution and reliability is investigated. The influence of uncertainty of parametric values in the life prediction model is investigated as well. First, finite element analysis is employed to evaluate the maximum peeling stresses of solders of a random sample of an electronic package. The obtained maximum stresses are then substituted into a life prediction model to obtain the distribution of impact lives. The result shows that size variation of electronic packages does affect the life distribution and reliability estimation of the package. Next, the influence of uncertainty of parametrical values in the impact life prediction model is investigated. It is also found that uncertainty of parametrical values affects the variation of impact life and its associated reliability estimation. It is believed that the study can be used for quantitative reliability estimation of an electronic package subjected to drops.誌謝 I文摘要 IIbstract III 錄 IV 目 錄 VI 目 錄 VII一章 序論 1-1 研究背景 1-2 文獻回顧 1-3 研究動機與目的 3-4 論文架構 3二章 理論介紹 6-1 機率統計理論 6-1-1 離散型機率質量函數 6-1-2 連續型機率密度函數 6-1-3 累積分佈函數 6-1-4 隨機取樣、平均值與變異數 7-2 可靠度及其相關理論 7-2-1 可靠度函數 7-2-2 機率分佈函數 9-2-3 機率點圖(Probability plots) 13-2-4 卡方適合度檢定(Chi-square goodness-of-fit test) 15-3 掉落測試之力學分析 15-3-1 機械能守恆、碰撞原理及衝量動量原理 15-3-2 振動基礎理論[22, 24] 16-3-3 衝擊理論[22] 19-4 電子封裝體掉落測試之壽命預估模型 20-4-1 疲勞曲線 20-4-2 電子封裝體壽命預估模型 20-5 JEDEC衝擊規範 21三章 有限元素分析 29-1 有限元素法概述及研究相關應用 29-2 電子封裝體掉落衝擊模擬 33-3 有限元素模型建構 34-3-1 模型基本假設 34-3-2 模型尺寸 34-3-3 模型材料性質 35-3-4 邊界條件 35-4 有限元素模擬之結果 35四章 封裝體尺寸變異對掉落衝擊壽命之影響 46-1 無鉛錫球直徑變異之影響 46-2 小結 47五章 封裝體掉落衝擊壽命預估模型參數變異對掉落衝擊壽命之影響 54-1 前言 54-2 參數 為隨機變數時與壽命之關係 54-3 參數 為隨機變數與壽命之關係 56-4 參數 及 皆為隨機變數與壽命之關係 57-5 小結 58六章 結論及未來展望 67-1 結論 67-2 討論 67-3 未來展望 68考文獻 6
Optimal Area and Toll for Congestion Pricing
No full text都市擁擠收費為一透過合理收費以改善都市交通擁擠並促使運輸系統更具效率的運輸需求管理方法，在實務上已經為新加坡、倫敦、斯德哥爾摩與奧斯陸等都市所接受並成功推動。擁擠收費於學理上之已有深入而廣泛之探討，然過往之相關研究著重於在固定收費地點下最適費率之求算，對於收費範圍之擇定著墨甚少，惟近年已有證實研究顯示收費地點與範圍之設計會顯著的影響系統之成效。本研究即透過建立一靜態數學分析模型對於擁擠收費之範圍大小與系統績效之關係進行探討，研究中係以「社會福利最大」與「使用者成本最小」兩目標，分別對於「收費價格」與「收費範圍」進行分析。本研究並以台北都會區為例進行數值應用分析，研究結果顯示，最適擁擠費價格會隨收費範圍擴大而遞減且呈邊際遞減趨勢，而社會福利亦同樣呈現隨範圍擴大而遞減之情形；而在合理的收費價格範圍內，最適收費範圍將隨擁擠費價格訂定之提高而增加。本研究結果亦發現，使用者成本最小化之收費範圍並非必然存在，唯有擁擠費價格高過一定之門檻值，使用者成本乃呈現凸函數之型態，則該值存在。就由營運者方面而言，擁擠收費之系統營運成本實屬相對較大的成本項目，當收費範圍過大或過小時，系統營運皆有虧損之虞；而營運成本亦相當程度影響了擁擠收費執行之社會福利效果，惟將此成本視為政府投入交通改善相關預算之挹注時，則擁擠收費之實施對於運輸系統使用效率之提昇仍具其成效。本研究之理論模式與應用分析成果，可作為規劃設計擁擠收費相關措施之參考。Congestion pricing is a transportation demand management approach to alleviate congestion problem and have overall transportation system more efficient. Singapore, London, Stockholm, and Oslo have already executed for many years while theoretical analyses of Congestion pricing has been more than few decades. Most prior studies focus on optimal charging fare at fixed charging location. Recently, some studies have demonstrated that the performance of charging scheme critically depends on charging location and area. This study develops static mathematical analysis model to analyze the relationship between charging area and system performance. Objectives of maximum social welfare and minimum user cost are used to solve the optimal toll and optimal charging area respectively. The mathematical models developed are applied to Taipei Metropolis as a numerical example. It is found that the optimal toll and social welfare are disproportional to the charging area. It is also shown that the optimal charging area should be wider when reducing toll among a reasonable range. In addition, user cost function will be the convex function only if the charging toll exceeds a threshold value that minimum user cost charging area will exist. On the other hand, operating cost of implementing congestion pricing system has significant influence on system performance as well as social welfare. Therefore, operator may have deficit when charging area is too wide or too narrow. If we consider operating cost as a government resource for improving traffic congestion, the result indicates that congestion pricing is useful to improve the efficiency of transportation system. The models developed and results of numerical analyses obtained in this study can be used for planning and design of congestion pricing alternatives.摘要…………..………………………………………………………………………Ⅰbstract……………………………………………………………………………...Ⅱ錄…………………………………………………………………………………..Ⅲ目錄………………………………………………………………………………..Ⅴ目錄……………………………………………………………………………… .Ⅶ一章 緒論…………………………………………………………………………1.1 研究動機……………………………………………………………………...1.2 研究目的……………………………………………………………………...2.3 研究方法與內容……………………………………………………………...3.4 研究範圍……………………………………………………………………...3.5 研究流程……………………………………………………………………...3二章 文獻回顧與評析……………………………………………………………5 2.1 擁擠收費概述………………………………………………………………...5 2.1.1 擁擠收費原理……………………………………………………………5 2.1.2 最佳定價收費……………………………………………………………6 2.1.3 次佳定價收費……………………………………………………………7 2.2 國外道路擁擠收費案例…………………………………………………….10 2.3 擁擠收費與空間之關係…………………………………………………….15 2.3.1 擁擠收費對於都市經濟之影響………………………………………..15 2.3.2 擁擠收費疆界設計對於績效之影響…………………………………..17 2.3.2.1 判斷法……………………………………………………………...17 2.3.2.2 理論法……………………………………………………………...21 2.3.2.3 收費範圍大小與績效….…………………………………………..31 2.4文獻評析………………………………………………………………………35三章 模式構建與求解…………………………………………………………..37.1 主要符號定義……………………………………………………………….37.2 模式假設…………………………………………………………………….39.3 模式構建…………………………………………………………………….41.4 模式求解…………………………………………………………………….49四章 數值分析與敏感度分析…………………………………………………..57.1 參數設定…………………………………………………………………….57.2 數值分析結果……………………………………………………………….59.2.1 固定收費範圍下求社會福利最大之擁擠費價格……………………..59.2.2 固定擁擠費價格下求使用者成本最小之收費區半徑………………..64.2.3 社會福利最大化擁擠費價格下使用者成本最小化收費範圍半徑…..67.3 敏感度分析………………………………………………………………….68.3.1 彈性係數e…..………………………………………………………….68.3.2 旅次移轉大眾運輸比率α..…………………………………………….72.3.3 單位外部成本E………………………………………………………...78.4 情境分析…………………………………………………………………….81.4.1 都市集中性……………………………………………………………..81.4.2 旅次時間價值…………………………………………………………..85 4.5 小結………………………………………………………………………….88五章 結論與建議………………………………………………………………..91.1 結論………………………………………………………………………….91.2 建議………………………………………………………………………….9
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
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