VMI环境下基于期权的零售商和供应商利润分配研究
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摘要
在供应商管理库存(VMI)模式下,如何合理地分配供应链的利润来降低VMI实施的风险至关重要,文章引入金融学中常用的规避风险的方法——期权理论,建立基于期权理论下的零售商和供应商利润分配模型。最后还利用算例分析了期权价格影响下零售商与供应商的最优订购批量,得出零售商和供应商利润的变化。以期望给管理者提供较科学的决策依据。
In the VMI model, how to allocate the reasonable profits of the supply chain to reduce the risk of VMI implementation issues is very important. This article will introduce commonly used in finance, risk-averse approach-option theory. The establishment of supplier and retailer profit distribution model based on this theory. Finally, we use a numerical example to analysis the optimal order quantity under the influence of the option price, obtain profits change of retailers and suppliers. We expect that this can provide a scientific decision for managers.
In the VMI model, how to allocate the reasonable profits of the supply chain to reduce the risk of VMI implementation issues is very important. This article will introduce commonly used in finance, risk-averse approach-option theory. The establishment of supplier and retailer profit distribution model based on this theory. Finally, we use a numerical example to analysis the optimal order quantity under the influence of the option price, obtain profits change of retailers and suppliers. We expect that this can provide a scientific decision for managers.
引文
[1]蔡洪文,蔡洪武.零售商主导下供应链期权契约研究[J].商业时代,2010(14):16-18.
[2]刘晋,段毅.基于期权的供应链伙伴关系管理[J].统计与决策,2008(14):62-64.
[3]王婧,陈旭.考虑期权合同的生鲜农产品批发商的最优订货[J].系统工程理论与实践,2010,30(12):2137-2144.
[4]张松.树形供应链中断风险应急模型研究[J].运筹与管理,2011,20(1):186-191.
[5]吴隽.物流与供应链管理[M].哈尔滨:哈尔滨工业大学出版社,2007.
[6]胡俞越.期货期权[M].北京:中央广播电视大学出版社,2006.
[2]刘晋,段毅.基于期权的供应链伙伴关系管理[J].统计与决策,2008(14):62-64.
[3]王婧,陈旭.考虑期权合同的生鲜农产品批发商的最优订货[J].系统工程理论与实践,2010,30(12):2137-2144.
[4]张松.树形供应链中断风险应急模型研究[J].运筹与管理,2011,20(1):186-191.
[5]吴隽.物流与供应链管理[M].哈尔滨:哈尔滨工业大学出版社,2007.
[6]胡俞越.期货期权[M].北京:中央广播电视大学出版社,2006.