| 随机需求下基于预付款和期权契约的零售商订购策略 |
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| 引用本文： | 马中华,曾剑明.随机需求下基于预付款和期权契约的零售商订购策略[J].上海海事大学学报,2015,36(1):25-32. |
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| 作者姓名： | 马中华 曾剑明 |
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| 作者单位： | 上海海事大学 经济管理学院,上海海事大学 经济管理学院 |
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| 基金项目： | 国家自然科学基金（71102043，71373157）；教育部人文社会科学青年项目（11YJC630153）；上海市科技发展基金软科学研究项目（12692108200）；上海海事大学校基金（S20120084）；上海海事大学研究生重点课程建设项目；上海海事大学研究生课程案例库建设项目 |
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| 摘 要： | 为研究供应链成员企业间的融资风险和期权契约机制,在考虑下游企业(零售商)向上游企业(供应商)提供融资(预付款)的基础上,分析供应链面临的市场风险,并建立相应的期权契约机制以实现供应链协调.为避免市场随机需求给零售商带来的巨大风险,供应商与零售商之间通过建立期权契约机制分担风险.在市场随机需求条件下,以供应商和零售商组成的二级供应链为研究对象,分别分析供应商资金充足和供应商资金不足条件下期权价格、订购数量、期权数量及期望收益之间的关系.通过数值分析可得,由零售商向供应商提供融资并建立期权契约机制可以有效地解决供应商资金不足问题和应对市场随机需求带来的风险.
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| 关 键 词： | 供应链 零售商 供应商 预付款 期权契约 |
| 收稿时间： | 2014/3/28 0:00:00 |
| 修稿时间： | 2014/7/26 0:00:00 |
Order strategy of retailers with stochastic demand based on payment in advance and option contract |
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| Abstract: | In order to research the financing risk and option contract mechanism among the member enterprises of supply chain, the market risk of supply chain is analyzed based on the downstream enterprises (retailers) providing the upstream enterprises (suppliers) with finance (payment in advance), and then the option contract mechanism is established to achieve supply chain coordination. In order to avoid the great risk caused by the stochastic market demand for retailers, the option contract mechanism is established to share the risk between suppliers and retailers. The two stage supply chain consisting of a supplier and a retailer is analyzed with the stochastic market demand; the relationships of the option price, order quantity, option quantity and expected return are analyzed respectively under two conditions of the supplier with enough funds and the supplier without enough funds. The numerical example shows that the fund shortage problem of the supplier and the risk caused by the stochastic market demand can be handled effectively by the retailer providing the supplier with finance and establishing the option contract mechanism. |
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| Keywords: | supply chain retailer supplier payment in advance option contract |
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