供应链风险测度的研究进展
发布时间：2019-02-09 11:58
【摘要】：供应链的风险测度是对供应链中不确定因素造成的损失进行量化。对供应链的风险测度方法:均值方差、风险价值、条件风险价值进行了梳理。测度方法经历从注重波动到强调损失期望的转变。均值方差对称地处理收益与损失,风险价值只能衡量置信水平与目标水平之间预期的最大损失,条件风险价值关注利润低于某个给定水平的利润平均值。
[Abstract]:The risk measurement of supply chain is to quantify the loss caused by uncertain factors in supply chain. The paper analyzes the risk measurement methods of supply chain: mean variance, risk value and conditional risk value. The measurement method changes from focus on fluctuation to emphasis on loss expectation. The mean variance deals with gains and losses symmetrically, and the value of risk can only measure the expected maximum loss between the confidence level and the target level, and the conditional value of risk concerns that the profit is lower than the average profit of a given level.
【作者单位】： 长沙理工大学交通运输工程学院;
【基金】：教育部人文社会科学研究规划基金项目(13YJA630055) 湖南省现代企业管理研究中心开放基金项目(13QGB1)
【分类号】：F274
[Abstract]:The risk measurement of supply chain is to quantify the loss caused by uncertain factors in supply chain. The paper analyzes the risk measurement methods of supply chain: mean variance, risk value and conditional risk value. The measurement method changes from focus on fluctuation to emphasis on loss expectation. The mean variance deals with gains and losses symmetrically, and the value of risk can only measure the expected maximum loss between the confidence level and the target level, and the conditional value of risk concerns that the profit is lower than the average profit of a given level.
【作者单位】： 长沙理工大学交通运输工程学院;
【基金】：教育部人文社会科学研究规划基金项目(13YJA630055) 湖南省现代企业管理研究中心开放基金项目(13QGB1)
【分类号】：F274
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