| 资产定价模型在衡量供应商违约风险中的应用 |
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| 引用本文： | 江颖,王丽亚.资产定价模型在衡量供应商违约风险中的应用[J].上海交通大学学报,2007,41(7):1154-1157. |
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| 作者姓名： | 江颖 王丽亚 |
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| 作者单位： | 上海交通大学,机械与动力工程学院,上海,200240 |
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| 摘 要： | 针对供应链中供应商的违约风险,将资产定价理论引入供应商违约风险的衡量,结合不确定性动态规划分析企业的供应商关系策略,给出了分阶段灵活调整的决策模型.研究表明,该模型的最优策略综合了未来与现阶段的违约风险对企业利益的影响,为企业的中长期供应商策略规划提供了有价值的决策方法.
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| 关 键 词： | 供应商关系策略 资产定价 动态规划 |
| 文章编号： | 1006-2467（2007）07-1154-04 |
| 修稿时间： | 2006-08-19 |
Application of Assets Pricing Model in Measuring Supplier's Default Risk |
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| JIANG Ying,WANG Li-ya.Application of Assets Pricing Model in Measuring Supplier''''s Default Risk[J].Journal of Shanghai Jiaotong University,2007,41(7):1154-1157. |
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| Authors: | JIANG Ying WANG Li-ya |
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| Institution: | School of Mechanical Eng. , Shanghai Jiaotong Univ. , Shanghai 200240, China |
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| Abstract: | Theory of assets pricing was applied to measure the default risk of supplier.While dynamic programming is used to obtain a single-supplier relationship strategy which divides the decision process into several stages and provides a flexible decision model.Finally,an example was given to prove the feasibility of the decision model. |
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| Keywords: | supplier relationship strategy assets pricing dynamic programming |
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