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期刊论文 8

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2020 3

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实物期权 2

下降敲入期权 1

中国 1

冷风冶炼 1

动力波洗涤 1

博弈理论 1

投资决策 1

敲出障碍期权 1

租赁 1

租赁期权 1

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Omnichannel retail operations with ship-to-store and ship-from-store options under supply disruption

《工程管理前沿（英文）》页码 158-170 doi: 10.1007/s42524-022-0238-9

摘要： Omnichannel retailing strategies are widely used in practice and have been extensively studied in recent years, but few studies have explored omnichannel retailing operations in response to supply disruption in the post-pandemic era. To fill this gap, this study explores whether the adoption of omnichannel fulfillment options (i.e., ship-from-store and ship-to-store options) can mitigate the risk of supply disruption in a supply chain where a retailer orders products from a reliable supplier and a risky supplier, respectively. Under the omnichannel retailing strategy, the retailer’s order quantity from the risky supplier may increase or decrease while that from the reliable supplier may increase. Interestingly, it is possible to achieve a win–win–win outcome when the supply disruption risk is high and the market share of the channel offered by the risky supplier is low. Moreover, the entire supply chain benefits from the omnichannel retailing strategy even if it faces a high level of disruption risk.

关键词： supply chain disruption omnichannel fulfillment option ship-from-store ship-to-store

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基于敲出障碍期权和博弈理论的项目投资决策分析

吴云,何建敏

《中国工程科学》 2005年第7卷第9期页码 44-48

摘要：

阐述了实物期权的基本原理和敲出障碍期权的内涵及其定价求解，提出了基于敲出障碍期权的实物期权定价方法和博弈理论的项目投资决策分析，分析了双寡头市场结构下的项目投资决策，给出了算例分析。

关键词：敲出障碍期权实物期权博弈理论投资决策

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下降敲入续租期权定价研究

吴云,何建敏

《中国工程科学》 2004年第6卷第12期页码 47-50

摘要：

阐述了现代租赁的基本内涵和实物期权的基本原理，提出了下降敲入续租期权定价模型及其定价求解，最后给出了算例分析。

关键词：租赁续租租赁期权实物期权下降敲入期权

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Real option-based optimization for financial incentive allocation in infrastructure projects under public–private

Shuai LI, Da HU, Jiannan CAI, Hubo CAI

《工程管理前沿（英文）》 2020年第7卷第3期页码 413-425 doi: 10.1007/s42524-019-0045-0

摘要： Financial incentives that stimulate energy investments under public–private partnerships are considered scarce public resources, which require deliberate allocation to the most economically justified projects to maximize the social benefits. This study aims to solve the financial incentive allocation problem through a real option-based nonlinear integer programming approach. Real option theory is leveraged to determine the optimal timing and the corresponding option value of providing financial incentives. The ambiguity in the evolution of social benefits, the decision-maker’s attitude toward ambiguity, and the uncertainty in social benefits and incentive costs are all considered. Incentives are offered to the project portfolio that generates the maximum total option value. The project portfolio selection is formulated as a stochastic knapsack problem with random option values in the objective function and random incentive costs in the probabilistic budget constraint. The linear probabilistic budget constraint is subsequently transformed into a nonlinear deterministic one. Finally, the integer non-linear programming problem is solved, and the optimality gap is computed to assess the quality of the optimal solution. A case study is presented to illustrate how the limited financial incentives can be optimally allocated under uncertainty and ambiguity, which demonstrates the efficacy of the proposed method.

关键词： financial incentives public–private partnerships energy infrastructure projects real option optimization uncertainty

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Second unmanipulated allogeneic transplantation could be used as a salvage option for patients with relapsed

《医学前沿（英文）》 2021年第15卷第5期页码 728-739 doi: 10.1007/s11684-021-0833-x

摘要： Relapse is the main problem after allogeneic hematopoietic stem cell transplantation (allo-HSCT). The outcome of a second allo-HSCT (HSCT2) for relapse post-HSCT has shown promising results in some previous studies. However, little is known about the efficacy of HSCT2 in patients with relapsed/refractory acute leukemia (AL) post-chemotherapy plus modified donor lymphocyte infusion (post-Chemo+m-DLI) after the first allo-HSCT (HSCT1). Therefore, we retrospectively analyzed the efficacy of HSCT2 in 28 patients with relapsed/refractory AL post-Chemo+m-DLI in our center. With a median follow-up of 918 (457–1732) days, 26 patients (92.9%) achieved complete remission, and 2 patients exhibited persistent disease. The probabilities of overall survival (OS) and disease-free survival (DFS) 1 year after HSCT2 were 25.0% and 21.4%, respectively. The cumulative incidences of nonrelapse mortality on day 100 and at 1 year post-HSCT2 were 7.1%±4.9% and 25.0%±8.4%. The cumulative incidences of relapse were 50.0%±9.8% and 53.5%±9.9% at 1 and 2 years post-HSCT2, respectively. Risk stratification prior to HSCT1 and percentage of blasts before HSCT2 were independent risk factors for OS post-HSCT2, and relapse within 6 months post-HSCT1 was an independent risk factor for DFS and relapse post-HSCT2. Our findings suggest that HSCT2 could be a salvage option for patients with relapsed AL post-Chemo+m-DLI.

关键词： second hematopoietic stem cell transplantation acute leukemia relapse chemotherapy modified donor lymphocyte infusion

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冷风闪速冶金在中国的实现和发展

张文海

《中国工程科学》 2002年第4卷第11期页码 19-25

摘要：

基于常温变量喷射—动力波洗涤闪速炼铜技术，介绍了“冷风闪速冶金”等6项创新技术在金隆铜业公司的实施和实现清洁生产的业绩，并就我国铜、镍闪速冶金技术提出了近期的研究方向。

关键词：铜冶金闪速熔炼冷风冶炼动力波洗涤中国

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间充质干细胞——新冠病毒肺炎相关急性呼吸窘迫综合征潜在的治疗选择

赵璇, 张毅

《工程（英文）》 2020年第6卷第10期页码 1073-1075 doi: 10.1016/j.eng.2020.05.015

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Option-like properties in the distribution of hedge fund returns

Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST

《工程管理前沿（英文）》 2020年第7卷第2期页码 275-286 doi: 10.1007/s42524-020-0095-3

摘要： Hedge funds have recently become popular because of their low correlation with traditional investments and their ability to generate positive returns with a relatively low volatility. However, a close look at those high-performing hedge funds raises the questions on whether their performance is truly superior and whether the high management fees are justified. Incurring no alpha costs, passive hedge fund replication strategies raise the question on whether they can similarly perform by improving efficiency at reduced costs. Therefore, this study investigates two different model approaches for the equity long/short strategy, where weighted segmented linear regression models are employed and combined with two-state Markov switching models. The main finding proves a short put option structure, i.e., short equity market volatility, with the put structure present in all market states. We obtain an evidence that the hedge fund managers decrease their short-volatility profile during turbulent markets.

关键词： hedge funds hedge fund index segmented linear regression models regime-switching models mimicking portfolios single factor-based hedge fund replication equity long–short strategy