管理学博士资格考试试题

1． 人力資源管理涉及哪些具體工作？請列舉5項。

2． 如果在需求理論、公平理論和期望理論的支持者之間有一個辯論，每一個理論的代表會

怎樣回應這個假設：“錢是激勵績效的最佳辦法”？

3． 爲一家大型資訊技術公司人力資源部經理， 您主要負責3件事情：甄選有前途的雇

員、培訓現有員工，評估員工的工作績效。請你回答下列問題：

a. 你會向公司推薦什麽性格特徵的員工？應該避免讓什麽特徵性格的人成爲公

司的雇員？解釋你的理由。

b. 在評估員工工作績效的過程中會出現哪些個人偏向和失誤？哪些措施可以減

小這些影響因素？

4． 關鍵績效指標（KPI）的基本內容是什麽？

5． 請評論市場細分（segmentation），目標市場選擇 （market targeting）和市場定位 (market

positioning)在市場營銷中的作用。

6． 請綜述在產品生命周期各個階段的營銷戰略。

7． 請綜述新產品定價策略。

8． 組織的戰略定位應考慮哪些因素？又有哪些分析工具？

9． What are the basic research methods we usually use to collect data in marketing research?

What are the main advantages and challenges of them?

10． We usually use the word “construct” to develop our research foundation. What are the

main characteristics of a research “construct”?

11． Would you please explain what MARKETING is and what is its basic concept?

(According to the definition form Philip Kotler)

12． 簡要評述投資組合理論 ( Portfolio Theory)

13．

14．

15．

16．

簡要評述有效市場假說 (Market Efficiency Hypothesis) 簡要評述資本資産定價模型 (The Capital Asset Pricing Model) 簡要評述套利定價理論 (Arbitrage Pricing Theory) 簡要評述期權定價理論 (Option Pricing Theory)

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17． 簡要評述資本結構理論 (Capital Structure)

18． 簡要評述公司治理結構 (Corporate Governance)

19． 簡要評述行爲金融理論 (Behavioral Finance)

20． 我國許多大城市，由于水資源不足，自來水供應緊張，請根據邊際效用遞减原理，

設計一種方案供政府來緩解或消除該問題。 （1） 寫出你的方案。

（2） 擬采用的方案對消費者剩餘有何影響？

（2） 擬采用的方案對生産資源的配置有何有利或不利的效應？

（4） 擬采用的方案對于城市居民的收入分配有何影響？能否有什麽補救的辦法？ 21． 已知某一壟斷企業成本函數爲： TC=5Q2+20Q+1000，産品的需求函數爲：

Q=140-P， 求：（1）利潤最大化時的産量、價格和利潤， （2）廠商是否從事生産？

22． 如何理解IS-LM模型是凱恩斯主義宏觀經濟學的核心？

23． 試述貨幣政策的主要手段。

24． 簡述一國匯率制度選擇需要考慮的主要因素

25． 凱恩斯主義、貨幣主義和理性預期學派在失業和通脹關係問題上觀點的主要差异。

26． Case Analysis

Hennessy & Associates manages a $30 million equity portfolio for the multimanager Wilstead Pension Fund. Jason, financial vice president of Wilstead, noted that Hennessy had rather consistently achieved the best record among the Wilstead’s six equity managers. Performance of the Hennessy portfolio had been clearly superior to that of the S&P500 in four of the past five years. In the one less favorable year, the shortfall was trivial.

Hennessy is a “bottom-up” manager. The firm largely avoids any attempt to “time the market.” It also focuses on the selection of individual stocks, rather than the weighting of favored industries.

There is no apparent conformity of style among the six equity managers. The five managers, other than Hennessy, manage portfolios aggregating $250 million, made up of more than 150 individual issues.

Jones is convinced that Hennessy is able to apply superior skill to stock selection, but the favorable results are limited by the high degree of diversification in the portfolio. Over the years, the portfolio generally held 40-50 stocks, with about 2% to 3% of total funds committed to each

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issue. The reason Hennessy seemed to do well most years was because the firm was able to identify each year 10 or 12 issues that registered particularly large gains.

Based on this view, Jones outlined the following plan to the Wilstead pension committee:

Let’s tell Hennessy to limit the portfolio to no more than 20 stocks. Hennessy will double the commitments to the stocks that it really favors and eliminate the remainder. Except for this one new restriction, Hennessy should be free to manage the portfolio exactly as before.

All the members of the pension committee generally supported Jones’s proposal, because all agreed that Hennessy has seemed to demonstrate superior skill in selecting stocks. Yet, the proposal was a considerable departure from previous practice, and several committee members raised questions.

1. Please answer the following questions based on the above case:

(a) Will the limitation of 20 stocks likely increase or decrease the risk of the

portfolio? Explain.

(b) Is there any way Hennessy could reduce the number of issues from 40 to 20

without significantly affecting risk? Explain.

2. One committee member was particularly enthusiastic concerning Jones’s proposal. He

suggested that Hennessy’s performance might benefit further from reduction in the number of issues to 10. If the reduction to 20 could be expected to be advantageous, explain why reduction to 10 might be less likely to be advantageous. (Assume that Wilstead will evaluate the Hennessy portfolio independently of the other portfolios in the fund.)

3. Another committee member suggested that, rather than evaluate each managed portfolio

independently of other portfolios, it might be better to consider the effects of a change in the Hennessy portfolio on the total fund. Explain how this broader point of view could affect the committee decision to limit the holdings in the Hennessy portfolio to either 10 or 20 issues.

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