供应链外包的DEA和风险价值模型2.pptxVIP

Supply Chain Outsourcing in Enterprise Risk Management: A DEA VaR Model ;;;Call for paper;Outline; Review of Risk Management Tools风险管理工具介绍; Value at Risk (VaR), RiskMetrics (Jorion 1997) Prob { 1 day Loss ≤ VaR}=1- α Min {VaR︱ P (VaR) ≥ α} Enterprise Risk Management Professional organization, Consultant, Rating agency, Academics 31% adopted ERM in Canadian risk insurance [Kleffner 2003] Why ERM? Toyota ;Various Risks: $ Measurement;Definition of ERM;Stochastic OR Models for Risk Management (Beneda [2005], Dash Kajiji [2005]));ERM Research and Steps;Specific ERM: Supply Chain Outsourcing Risk;Supply Chain Vendor Selection ;Data Envelopment Analysis (DEA) -Deterministic {Charnes, Cooper, Rhodes} ;Deterministic DEA (cont.);DEA VaR -Stochastic model;Stochastic DEA;Metrics in Vendor Selection  {Olson Wu};Data SetMoskowitz, Tang Lam, 2000, Decision Sciences 31, 327-360;Sample data demonstration ;Simulated weights and Parameter Sensitivity;DEA efficiency scores: equal weight;Explanation of Results;Explanation of Results;Rankings: Stochastic DEA;Classical DeterministicDEA Results;Implications;Conclusions and Future Research ;Two variations Cost-oriented;Two variations Benefit-oriented;;The Crisis: Mortgage Banking Chain金融危机: 房地产银行链; Thanks! Questions?;1、有时候读书是一种巧妙地避开思考的方法。5月-205月-20Friday, May 1, 2020 2、阅读一切好书如同和过去最杰出的人谈话。17:04:3817:04:3817:045/1/2020 5:04:38 PM 3、越是没有本领的就越加自命不凡。5月-2017:04:3817:04May-2001-May-20 4、越是无能的人，越喜欢挑剔别人的错儿。17:04:3817:04:3817:04Friday, May 1, 2020 5、知人者智，自知者明。胜人者有力，自胜者强。5月-205月-2017:04:3817:04:38May 1, 2020 6、意志坚强的人能把世界放在手中像泥块一样任意揉捏。01 五月 20205:04:38 下午17:04:385月-20 7、最具挑战性的挑战莫过于提升自我。。五月 205:04 下午5月-2017:04May 1, 2020 8、业余生活要有意义，不要越轨。2020/5/1 17:04:3817:04:3801 May 2020 9、一个人即使已登上顶峰，也仍要自强不息。5:04:38 下午5:04 下午17:04:385月-20 10、你要做多大的事情，就该承受多大的压力。5/1/2020 5:04:38 PM17:04:3801-5月-20 11、自己要先看得起自己，别人才会看得起你。5/1/2020 5:04 PM5/1/2020 5:04 PM5月-205月