期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

基于数量柔性契约的制造型企业的最优国际订购策略 被引量：2

The Optimal International Order Strategy of the Manufacturer under Quantity Flexible Contract
下载PDF
导出
摘要 分析了在汇率波动服从几何布朗运动、制造型企业对其客户可缺货的情况下,制造型企业原材料的多阶段最优国际订购策略。首先通过构造无风险投资组合的方法,建立了企业生产项目的价值的一般模型;然后应用二项式模型对其求解;最后通过算例仿真验证了模型及解法的有效性。 Under the movement of exchange rate following geometric Brownian motion and short supply of manufacturer to the customer, the multi-stage optimal international order strategy of the manufacturer is analyzed. Firstly, the model of the value of manufacturing project is proposed by construction of riskless portfolio; then it is analyzed by binomial model; finally, a numerical example and its simulation are given to illustrate the application of the model and its algorithm.
作者 杨庆定 黄培清
机构地区 上海交通大学管理学院
出处 《东华大学学报（自然科学版）》 CAS CSCD 北大核心 2006年第1期25-29,共5页 Journal of Donghua University(Natural Science)
基金 国家自然科学基金资助 编号为:70372056
关键词 数量柔性契约 缺货 项目的价值 订购策略 quantity flexible contract, short supply, the value of project, order strategy
分类号 F273 [经济管理—企业管理]
  • 相关文献

参考文献16

  • 1Kogut B,Kulatilaka N.Operating flexibility,global manufacturing,and the option value of a multinational network.Management Science,1994,40 (1):123-139
  • 2Li C,Kouvelis P.Flexible and risk sharing supply contracts under price uncertainty.Management Science,1999,45 (10):1378-1398
  • 3Fisher M,Raman A.Reducing the cost of demand uncertainty through accurate response to early sales.Operational Research,1996,44(1):87-99
  • 4Bassok Y,Anupindi R.Analysis of supply contracts with total minimum commitment,IIE Trans,1997,29:373-381
  • 5Tsay A A,Lovejoy W S.Quantity flexibility contracts and supply chain performance.Manufacturing & Service Operations Management,1999,1(2):89-111
  • 6Tsay A A.The quantity flexibility contract and suppliercustomer incentives.Management Science,1999,45 (10):1339-1358
  • 7Donohue K L.Efficient supply contracts for fashion goods with forecast updating and two production mode.Management Science,2000,46 (11):1397-1411
  • 8Kamrad A,Siddique.Supply contracts,profit sharing,switching,and reaction options.Management Science,2004,50 (1):64-82
  • 9Dixit A K,Pindyck R S.Investment under Uncertainty.Princeton,Princeton University Press,1994
  • 10Hull J C.Options,Futures,and Other Derivatives (3rd Ed).Upper Saddle River NJ,Prentice Hall,1997

同被引文献26

  • 1宁钟,戴俊俊.期权在供应链风险管理中的应用[J].系统工程理论与实践,2005,25(7):49-54. 被引量：60
  • 2Fisher M, Raman A. Reducing the Cost of demand uncertainty through accurate response to early sales [ J ]. Operational Research, 1996, 44 ( 1 ) :87-99.
  • 3Tsay A A, Lovejoy W S. Quantity flexibility contracts and supply chain performance [ J ]. Manufacturing & Service Operations Management, 1999, 1 (2) :89-111.
  • 4Tsay A .4. The quantity flexibility contract and supplier-customer incentives [ J ]. Management Science, 1999, 45 (10) :1339-1358.
  • 5Donohue K L. Efficient supply contracts for fashion goods with forecast updating and two production mode [ J ]. Management Science, 2000, 46(11) :1397-1411.
  • 6Kamrad A, Siddique A. Supply contracts, profit sharing, switching, and reaction options [ J ]. Management Science, 2004,50(1) :64-$2.
  • 7Li C, Kouvelis P. Flexible and risk sharing supply contracts under price uncertainty [ J]. Management Science, 1999,45 (10) :1378-1398.
  • 8Liu Y K, Liu B. Fuzzy random variables : A scalar expected value operator [ J ]. Fuzzy Optimization and Decision Making, 2003, 2(2):143-160.
  • 9Manuj 1, Mentzer J T. Global supply chain risk manage- ment strategies [J]. International Journal o{ Physical Distribution & Logistics Management, 2008, 38 (3) : 192--223.
  • 10Tang Ou, Musa S N. Identifying risk issues and re search advancements in supply chain risk management [J]. International Journal of Production Economics, 2011, 133(1):25--34.

引证文献2

二级引证文献12

东华大学学报（自然科学版）
2006年 第1期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部