基于外部融资的风险厌恶零售商的订货策略研究
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引用本文:陈建新1,2.基于外部融资的风险厌恶零售商的订货策略研究[J].经济数学,2014,(4):92-95
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作者单位
陈建新1,2 (1.广东工业大学 应用数学学院广东 广州 510520
2.华南理工大学 工商管理学院 广东 广州 510641) 
中文摘要:选取资金不足风险厌恶的零售商为研究对象,在零售商选取银行贷款的融资模式下假定市场需求是随机的, 应用CVaR风险准则计算零售商的最优订货量,并与风险中性时零售商的最优订货量进行对比, 得出在银行贷款融资方式下, 风险厌恶的零售商的订货量小于风险中性的最优订货量,并进一步分析出现这种结果的原因.对全文得到的结论进行总结,指出文中得到的理念结果可为供应链企业提供决策的参考依据,并进一步指出未来的研究方向.
中文关键词:外部融资  风险厌恶的零售商  CVaR
 
Ordering Strategy of Risk-averse Retailer Based on External Financial
Abstract:The ordering level of a risk-averse retailer with budget constraints was considered.The retailer faces the random demand and borrows funds from bank. Different from the existing research, in the framework of the value-at-risk (CVaR), the optimal ordering level was obtained. It’s found that the optimal ordering level of risk averse retailer is lower than the risk neutral, and the reason is also analyzed. Then the sensibility analysis of the optimal ordering level was obtained with the parameter. Finally a summary of the full paper is obtained. It is pointed out that the theoretical results in the paper is useful for the decision-makers in reality. At the same time, further research dirction is proposed.
keywords:external financial  risk averse retailer  CVaR
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