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 Desheng Dash WuUniversity of TorontoReykjavik UniversityRiskLabdash@risklab.caNov, 2008Extracted from Olson D. L. and Wu D. Enterprise Risk Management. World Scientific Publisher. 2007 Wu D. and Olson D. L. A Comparison of Stochastic Dominance and Stochastic DEA for Vendor Evaluation. Int J of Production Research. 2007 (1).Call for paperOutlineIntroduction Enterprise Risk Management (ERM 全面风险管理)Supply Chain Outsourcing, Vendor Evaluation Contribution: ERM steps in Supply Chain Outsourcing RiskData envelopment analysis (DEA) + Value at Risk (VaR): IntuitionConclusions and Future Research (银行链, 金融危机) Review of Risk Management Tools风险管理工具介绍Risk Management tools mean-variance framework of portfolio theory i.e., selection and diversification (Markowitz 1952) Capital Asset Pricing Model (Sharpe 1964; Lintner 1965; Mossin 1966) Arbitrage Pricing Theory ( Ross, 1976)Option pricing theory (Black 1972; Black 1973) Review of Risk Management Tools (cont.)Value at Risk (VaR), RiskMetrics (Jorion 1997)Prob { 1 day Loss ≤ VaR}=1- αMin {VaR︱ P (VaR) ≥ α}Enterprise Risk ManagementProfessional organization, Consultant, Rating agency, Academics31% adopted ERM in Canadian risk insurance [Kleffner 2003]Why ERM? Toyota9、要学生做的事，教职员躬亲共做；要学生学的知识，教职员躬亲共学；要学生守的规则，教职员躬亲共守。10、阅读一切好书如同和过去最杰出的人谈话。11、一个好的教师，是一个懂得心理学和教育学的人。12、要记住，你不仅是教课的教师，也是学生的教育者，生活的导师和道德的引路人。13、He who seize the right moment, is the right man.谁把握机遇，谁就心想事成。14、谁要是自己还没有发展培养和教育好，他就不能发展培养和教育别人。15、一年之计，莫如树谷；十年之计，莫如树木；终身之计，莫如树人。16、提出一个问题往往比解决一个更重要。因为解决问题也许仅是一个数学上或实验上的技能而已，而提出新的问题，却需要有创造性的想像力，而且标志着科学的真正进步。17、儿童是中心，教育的措施便围绕他们而组织起来。1、Genius only means hard-working all ones life. (Mendeleyer, Russian Chemist)? 天才只意味着终身不懈的努力。21.5.265.26.202108:3008:30:57May-2108:302、Our destiny offers not only the cup of despair, but the chalice of opportunity. (Richard Nixon, American President )命运给予我们的不是失望之酒，而是机会之杯。二〇二一年五月二十六日2021年5月26日星期三3、Patience is bitter, b