供应链风险管理的两个优化模型

被引:8
作者
王性玉
姚远
机构
[1] 河南大学管理科学与工程研究所
关键词
供应链; 风险; 优化模型; 偏差; 信用风险;
D O I
10.19616/j.cnki.bmj.2008.z3.023
中图分类号
F274 [企业供销管理]; F224 [经济数学方法];
学科分类号
1201 ; 0701 ; 070104 ;
摘要
按照风险来源,一般可将供应链风险分为需求、供应、经营、环境、制度、信息6种,本文分析了风险对供应链影响的广度和深度,按照其具体表现形式重新分为3种:偏差风险、中断风险和灾难性风险。在此基础上,建立了两个风险优化模型:一是在Markowitz模型基础上的以成本偏差最小化为目标的二次优化决策模型;二是以信用风险模型为基础、以供应赤字最小为目标的决策模型。通过模拟数据进行求解,为供应链的风险管理者提供了两种可行的选择方法。
引用
收藏
页码:137 / 143
页数:7
相关论文
共 7 条
[1]  
The aftermath of the Foot and Mouth crisis in agricultural logistics: the case of the UK fat lamb supply chain[J] . Michael Bourlakis,Johanne Allinson.International Journal of Logistics Research and Applications . 2003 (4)
[2]  
Supply chain risk management: outlining an agenda for future research[J] . Uta Juttner,Helen Peck,Martin Christopher.International Journal of Logistics Research and Applications . 2003 (4)
[3]  
Supply Chain Management under the Threat of International Terrorism[J] . Yossi Sheffi.The International Journal of Logistics Management . 2001 (2)
[4]  
International supply chain agility - Tradeoffs between flexibility and uncertainty[J] . Edmund Prater,Markus Biehl,Michael Alan Smith.International Journal of Operations & Production Management . 2001 (5)
[5]  
A conceptual framework for the analysis of vulnerability in supply chains[J] . International Journal of Physical Distribution & Logistics Management . 2000 (9)
[6]  
Virtuous and vicious cycles on the road towards international supply chain management[J] . Henk Akkermans,Paul Bogerd,Bart Vos.International Journal of Operations & Production Management . 1999 (5)
[7]  
Targeting a just-in-case supply chain for the inevitable next disaster .2 Martha J,Subbakrishna S. Supply Chain Management Review . 2002