基于CVaR的两种订货模式比较研究

发布时间：2019-01-18 11:08

【摘要】：随着市场经济的快速发展,商品所呈现出来的种类、样式、功能越来越多样化,消费者的需求随之不断变化,经营易逝品的零售企业面临着越来越高的市场风险。他们不仅需要通过促销来激发潜在的市场需求,还必须优化库存以减小经营风险。本文主要针对带有报童属性的商品,运用CVaR风险度量准则,构建风险规避零售企业实施促销努力影响市场需求下的一次订购与二次订购模型,讨论两种订购模式下零售企业运营决策的差异,以及零售企业的风险偏好对运营决策的影响。以具有风险规避特性的零售企业为研究对象,分别在商品需求与促销投入的关系模型为加法和乘法关系的基础上建立CVaR模型。首先,刻画给出零售企业的利润函数,通过建立零售企业的CVaR模型,分析得出了一次订购和二次订购两种订购模式下零售企业的最优订购量和最优销售努力决策,以及最优决策变量与模型中参数的变化关系。通过研究得到零售企业的订购量会随其风险规避程度的上升而减小这一结论具有稳健性,不论是一次订购下还是二次订购下,也无论是基于何种需求分布情况。其次,比较了两种订购模式下零售企业的最优决策差异。最后,通过应用研究对相关结论进行了验证,并从讨论中得到了一些重要的管理启示。
[Abstract]:With the rapid development of market economy, the types, styles and functions of commodities are becoming more and more diversified, and the demands of consumers are constantly changing. The retail enterprises operating perishable products are facing more and more high market risks. They need not only to stimulate potential market demand through sales promotion, but also to optimize inventory to reduce operational risk. This paper mainly aims at the commodity with newsboy attribute, using the CVaR risk measure criterion, constructs the model of primary order and secondary order under the influence of marketing efforts of risk averse retail enterprise under the influence of market demand. This paper discusses the difference of operation decision of retail enterprise under two kinds of ordering mode and the influence of risk preference of retail enterprise on operation decision. Taking the retail enterprises with risk aversion as the research object, the CVaR model is established on the basis of the additive and multiplicative relationship between commodity demand and sales promotion investment. First of all, the profit function of retail enterprises is described. By establishing the CVaR model of retail enterprises, the optimal ordering quantity and optimal sales effort decision of retail enterprises under the two ordering modes of one order and two orders are analyzed. And the relationship between the optimal decision variables and the parameters in the model. The conclusion that the order volume of retail enterprises will decrease with the increase of risk aversion degree is robust, whether under one order or two orders, and no matter what kind of demand distribution it is based on. Secondly, the difference of optimal decision between two kinds of ordering modes is compared. Finally, the relevant conclusions are verified through applied research, and some important management revelations are obtained from the discussion.
【学位授予单位】：昆明理工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274

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