不同风险偏好下供应链定价与订货策略的研究.pdfVIP

网络出版时间：2012-03-01 10:57 网络出版地址：/kcms/detail/11.3619.TP1057.004.html * 不同风险偏好下的供应链定价与订货策略研究 罗春林，黄 健，柳 键 （江西财经大学 信息管理学院，江西 南昌 330013） 摘要：市场需求的随机性导致零售商的利润亦为随机的，以对“高赢利”和“低赢利”不同权 重的关注作为零售商的风险度量，研究了供应链企业的定价与订货策略。研究表明，风险偏好零售 商的最优订货量总会高于风险中性零售商的最优订货量，并随风险偏好因子的增加而增加；零售商 的风险厌恶态度一定会降低供应链整体利润，而适度的风险偏好却可增加供应链整体利润，甚至接 近完全协调时的整体利润。 关键词：供应链；风险偏好；定价与订货；Stackelberg 博弈 中图分类号：F273.7 文献标志码：A Pricing and ordering strategies in a supply chain with different risk preference LUO Chun-lin, HUANG Jian, LIU Jian (School of Information Technology; Jiangxi University of Finance Economics,Nanchang 330013,China) Abstract: The random demand in the market may usually result in a random profit of the retailer. This paper proposes a combination of different attention to the “high profit” and “low profit” which the retailer may get as the measure of the retailer’s risk attitude, and we use it to study the firms’ pricing and ordering strategies in supply chain. By analytical study, we can show that the retailer’s optimal order quantity with risk preference is always higher than that with the risk neutral, and also increases in the risk preference factor. The risk-averse attitude of the retailer must decrease the system profit of the supply chain. However, an appropriate risk-preference of the retailer can improve the total profit of the supply chain, and even can realize the profit of the coordinated channel.