45 research outputs found

    香港居家安老面對的挑戰 : 服務提供者及使用者之經驗

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    隨著人口老化,居家安老成為香港社會重大的挑戰。政府多年來提倡「居家安老為本,院舍照顧為後援」的政策方針,透過加強社區照顧服務,以減少院舍入住率。然而,政策需要由家居環境、以至社區支援互相配合,創造可供市民居家安老的先天條件方能成事。本研究旨在探討香港推行居家安老時所面對的困難與挑戰。研究團隊訪問了30名60歲或以上、曾經或正在使用長者服務的使用者和19名從事長者社區照顧及支援服務行業的服務提供者,從不同的角度探討長者居家安老的狀況和社區照顧及支援服務的成效。 研究團隊綜合了長者居家安老的狀況,提出了幾方面的改進建議。在家居環境和社區設施方面,建議 (1) 政府應主動協助長者改善「居住環境」和安裝「緊急呼叫系統」,並(2) 建設合適長者的公共交通工具和道路設施和交通配套。在醫療層面方面,建議 (3) 資助有緊急需要的長者使用私營醫療服務、(4) 擴展醫療券計劃至購買坊間藥物和 (5) 改善普通科門診醫療預約系統和公開長者預約專籌的數量及其使用狀況。在長者社區照顧及支援服務方面,建議 (6) 檢視社區照顧服務券的宣傳和使用狀況、(7) 對長者家庭進行家訪,及早識別有需要個案和 (8) 檢視未來各區長者比例,規劃長者設施服務。 研究團隊分析了社福機構人員在提供長者服務過程中所遇到的困難後,提出了四方面的建議,分別爲 (1) 改進安老服務人員資歷架構和服務外包、(2) 簡化並加強服務資訊的宣傳、(3) 優化一站式服務平台及個案管理和 (4) 制訂長遠的安老政策方向

    Characterization of Quorum Sensing and Quorum Quenching Soil Bacteria Isolated from Malaysian Tropical Montane Forest

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    We report the production and degradation of quorum sensing N-acyl-homoserine lactones by bacteria isolated from Malaysian montane forest soil. Phylogenetic analysis indicated that these isolates clustered closely to the genera of Arthrobacter, Bacillus and Pseudomonas. Quorum quenching activity was detected in six isolates of these three genera by using a series of bioassays and rapid resolution liquid chromatography analysis. Biosensor screening and high resolution liquid chromatography-mass spectrometry analysis revealed the production of N-dodecanoyl-L-homoserine lactone (C12-HSL) by Pseudomonas frederiksbergensis (isolate BT9). In addition to degradation of a wide range of N-acyl-homoserine lactones, Arthrobacter and Pseudomonas spp. also degraded p-coumaroyl-homoserine lactone. To the best of our knowledge, this is the first documentation of Arthrobacter and Pseudomonas spp. capable of degrading p-coumaroyl-homoserine lactone and the production of C12-HSL by P. frederiksbergensis

    NONPARAMETRIC TESTS OF VOLUME-VOLATILITY DYNAMICS FOR STOCK RETURNS

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    Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-0251-2

    ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS

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    Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-0241-2

    A stochastic dominance analysis of yen carry trades

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    Yen carry trades have made headline news for over a decade. We examine the profitability of such trades for the period 2001-2009. Yen carry trades generated high mean returns and Sharpe ratios prior to the recent financial crisis. They continued to outperform major stock markets for the full sample period. Given the non-normality of carry trade returns, we apply non-parametric tests based on stochastic dominance (SD) to evaluate whether the high returns of yen carry trades are compatible with risk as reflected in returns on US and global stock market indices. We apply a general test for SD developed recently by Linton, Maasoumi and Whang (2005) to six currencies as well as portfolios of these currencies. For a large class of risk-averse investors, profits from yen carry trades cannot be attributed to risks.Stochastic dominance Uncovered interest parity Carry trades

    Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market

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    The pricing of A-shares in China has long puzzled financial economists. This paper applies recent tests of stochastic dominance (SD) to examine whether differences in the return distributions of A- and B-shares in China are consistent with market efficiency. As SD is nonparametric, market efficiency can be examined without the joint test problem arising from misspecifications in the asset pricing benchmark. Our results show A-shares have second-order dominated B-shares from 1996 to 2005. This dominance was most significant during the market segmentation period, but has continued, albeit to a lesser extent even after the B-share market was opened to local investors in 2001. Our results are robust to using residual returns from an international asset pricing model instead of raw returns. We conclude that the superior performance of A-shares cannot be attributed to risk. The results are more likely due to a return bias caused by intense speculation among retail individuals under limited arbitrage.Stochastic dominance Market efficiency Market segmentation Arbitrage

    “Super Growth” Stocks

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