期刊文献+

资产定价模型在衡量供应商违约风险中的应用 被引量:1

Application of Assets Pricing Model in Measuring Supplier's Default Risk
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摘要 针对供应链中供应商的违约风险,将资产定价理论引入供应商违约风险的衡量,结合不确定性动态规划分析企业的供应商关系策略,给出了分阶段灵活调整的决策模型.研究表明,该模型的最优策略综合了未来与现阶段的违约风险对企业利益的影响,为企业的中长期供应商策略规划提供了有价值的决策方法. Theory of assets pricing was applied to measure the default risk of supplier. While dynamic programming is used to obtain a single-supplier relationship strategy which divides the decision process into several stages and providesa flexible decision model. Finally, an example was given to prove the feasibility of the decision model
作者 江颖 王丽亚
出处 《上海交通大学学报》 EI CAS CSCD 北大核心 2007年第7期1154-1157,共4页 Journal of Shanghai Jiaotong University
关键词 供应商关系策略 资产定价 动态规划 supplier relationship strategy assets pricing dynamic programming
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参考文献6

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共引文献1

同被引文献8

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