| 上市公司供应链风险评估CVaR模型 |
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| 引用本文： | 周南洋.上市公司供应链风险评估CVaR模型[J].湖南工业大学学报,2008,22(4):92-95. |
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| 作者姓名： | 周南洋 |
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| 作者单位： | 中南大学,商学院,湖南,长沙,410083 |
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| 摘 要： | 应用条件在险值CVaR方法构建了上市公司供应链风险评估模型,并以上下游与生产企业之间的交易量作为风险影响因子的给定标准,解决了该类模型中需度量各类风险源风险大小的复杂问题,并且通过风险阈值的给定来进行风险监控,最后给出了一个模拟中国彩电业上市公司供应链的算例说明了模型的应用.
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| 关 键 词： | 供应链 风险评估 条件风险值(CvaR) 上市公司 |
| 收稿时间： | 2008/5/30 0:00:00 |
CVaR Model of Supply Chain for Listed Company Risk Assessment |
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| Zhou Nanyang.CVaR Model of Supply Chain for Listed Company Risk Assessment[J].Journal of Hnnnan University of Technology,2008,22(4):92-95. |
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| Authors: | Zhou Nanyang |
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| Affiliation: | School of Business, Central South University |
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| Abstract: | A risk assessment model for listed company supply chain based on conditional risk value (CVaR) is proposed. Risk effect factor values are given by business scale between the upper and the down stream enterprise and manufacture. This method not only solves the problem that all kinds of risk factors should be measured in the study of risk evaluation on supply chain, but also designs risk threshold to implement risk supervision. Then a simulative example of China's color TV list company supply chain is given to show how to apply the model. |
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