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考虑决策风险偏好的期权销量担保模型 被引量：2

Sale-Surety Contract with Decision-making Risk preference
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摘要 针对供应链合作的新模式,构建基于担保销量的单期两级供应链期权契约模型,并将决策者风险偏好引入决策模型,利用Pratt-Arrow绝对风险厌恶度对合作中所转移的风险成本进行了刻画,以此修正供应商和销售商的决策效用函数。研究得出了供应商购买的最优担保销量以及最优生产批量,并分析了最优担保销量存在的条件和销售商的最优风险溢价系数所满足的条件。论证了考虑决策风险偏好的期权销量担保契约在产品的生产批量安排上能够实现供应链协调。最后通过案例验证了本文的研究结论。 A model of sale-surety contract is constructed for the new mode of the supply chain coordination. Decision-making risk preference is put into the model, and then the risk cost is measured with the coefficient of Pratt-Arrow risk aversion to modify the supplier＇s utility function and retailer＇s one. First, the supplier＇s response function of sale-surety quantity and optimal product quantity are gained and then the existence of sale-surety quantity is discussed. Second, the conditions that the coefficient of optimal risk premium should meet are shown. Third, the paper proves that the sale-surety contract could make the supply chain coordinate. In the end, the paper＇s conclusion is verified by case analysis.
作者 胡本勇 王性玉 彭其渊
机构地区 电子科技大学经济与管理学院 河南大学工商管理学院 西南交通大学交通运输学院
出处 《管理评论》 CSSCI 北大核心 2009年第5期121-128,共8页 Management Review
基金 国家社会科学基金项目资助(06BJF006)
关键词 供应链管理 期权契约 担保期权 风险偏好 协调 supply chain management option contract surety-option risk preference channel coordination
分类号 F830.39 [经济管理—金融学] F224 [经济管理—国民经济]
  • 相关文献

参考文献20

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二级参考文献10

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共引文献59

同被引文献27

  • 1郭琼,杨德礼,迟国泰.基于期权的供应链契约式协调模型[J].系统工程,2005,23(10):1-6. 被引量：55
  • 2陈旭.考虑期权合同供应链的零售商订货研究[J].管理科学学报,2006,9(3):17-23. 被引量：33
  • 3宁钟,林滨.供应链风险管理中的期权机制[J].系统工程学报,2007,22(2):141-147. 被引量：26
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管理评论
2009年 第5期

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