This work, through an empirical research （Jayaram, Kannan and Tan model）, aims at analysing, at the same time, the effect of ＂structural mechanisms＂ and ＂relationships building＂ factors on the value creation pro...This work, through an empirical research （Jayaram, Kannan and Tan model）, aims at analysing, at the same time, the effect of ＂structural mechanisms＂ and ＂relationships building＂ factors on the value creation process in the Supply Chain. The two factors have been chosen among others, as they have been considered able to improve the internal and external processes of the firm and the Supply Chain, and in consequence, able to influence the value creation process of the Supply Chain Management. The research has been directed to the chemical and pharmaceutical sector of the Southern Lazio （Italy） and a factorial analysis, using the software SPSS （16.0） which has been performed in order to verify the influence of these factors in value creation process of the Supply Chain The outcomes confirm the positive contribute in the value creation process for companies that take care of the relationships among the stakeholders in the management process of the supply chain （the ＂relationships building＂ factor） and, in parallel with the analysis of the same process, the secondary role of the ＂structural mechanisms＂ factor has been highlighted.展开更多
This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processe...This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.展开更多
文摘This work, through an empirical research （Jayaram, Kannan and Tan model）, aims at analysing, at the same time, the effect of ＂structural mechanisms＂ and ＂relationships building＂ factors on the value creation process in the Supply Chain. The two factors have been chosen among others, as they have been considered able to improve the internal and external processes of the firm and the Supply Chain, and in consequence, able to influence the value creation process of the Supply Chain Management. The research has been directed to the chemical and pharmaceutical sector of the Southern Lazio （Italy） and a factorial analysis, using the software SPSS （16.0） which has been performed in order to verify the influence of these factors in value creation process of the Supply Chain The outcomes confirm the positive contribute in the value creation process for companies that take care of the relationships among the stakeholders in the management process of the supply chain （the ＂relationships building＂ factor） and, in parallel with the analysis of the same process, the secondary role of the ＂structural mechanisms＂ factor has been highlighted.
基金This research was supported in part by the National Natural Science Foundation of China under Grant Nos. 70971023 and 71001089 and in part by the Natural Science Foundation of Zhejiang Province under Grant No. Y60860040.
文摘This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.
