期刊文献+

信息不对称时有损失厌恶型零售商参与的价格补贴契约设计 被引量:8

Design for markdown money contract with a loss-averse retailer under asymmetric information
原文传递
导出
摘要 运用前景理论和委托代理理论,探讨信息不对称时有损失厌恶型零售商和风险中性供应商参与的价格补贴契约设计问题.通过对零售商订货行为和供应商定价策略的研究,发现信息不对称时零售商的最优订货量小于系统的最优订货量,因而价格补贴契约不能使整个供应链达到协调.最后通过算例进行了验证. Based on the prospect theory and principal-agent theory, this paper studies how to design the markdown money contract under asymmetric information when the supply chain is composed of a loss-averse retailer and a risk-neutral supplier. Through analyzing the order behavior of the retailer and the pricing strategy of the supplier, it is found that the order quality under asymmetric information is lower than the optimized quality of the centralized system. So the markdown money contract can not coordinate the supply chain under asymmetric information. Finally, a numerical analysis is given to prove the results.
出处 《控制与决策》 EI CSCD 北大核心 2011年第1期111-114,119,共5页 Control and Decision
基金 教育部科学技术研究重点项目(108112) 国家自然科学基金重点项目(70932005) 四川省软科学项目(2009ZR0064)
关键词 前景理论 委托代理理论 价格补贴契约 信息不对称 prospect theory principal-agent theory markdown money contract asymmetric information
  • 相关文献

参考文献15

  • 1Choi T M, Li D, Yan H. Mean-variance analysis of a single supplier and retailer supply chain under a returns policy[J]. European J of Operational Research, 2008, 184(1): 356- 376.
  • 2Jacobson T, Roszbach K. Bank lending policy, credit scoring and value-at-risk[J]. J of Banking and Finance, 2003, 27(4): 615-633.
  • 3Wu J, Yue W, Yamamoto Y, et al. Risk analysis of a pay to delay capacity reservation contract[J]. Optimization Methods and Software, 2006, 21(4): 635-651.
  • 4Daniel K, Amos T. Prospect theory: An analysis of decisions under risk[J]. Econometrica, 1979, 47(2): 263- 292.
  • 5索寒生,储洪胜,金以慧.带有风险规避型销售商的供需链协调[J].控制与决策,2004,19(9):1042-1044. 被引量:36
  • 6Gan X, Sethi S P, Yan H. Channel coordination with a risk-neutral supplier and a downside-risk-averse retailer[J]. Production and Operations Management, 2005, 14(1): 80- 89.
  • 7于春云,赵希男,彭艳东,潘德惠.基于条件风险值理论的供应链优化与协调模型研究[J].中国管理科学,2007,15(3):31-39. 被引量:34
  • 8Choi T M, Li D, Yan H M, et al. Channel coordination in supply chains with agents having mean-variance objectives[J]. Omega, 2008, 36(4): 565-576.
  • 9添玉,黄道,刘东波.一种风险规避供应链的协调研究[J].华东理工大学学报(自然科学版),2009,35(1):132-138. 被引量:5
  • 10索寒生,金以慧.非对称信息下供需链中供应商的回购决策分析[J].控制与决策,2004,19(3):335-338. 被引量:50

二级参考文献70

  • 1苏菊宁,赵小惠,杨水利.不对称信息下供应链的库存协调[J].系统工程学报,2004,19(5):538-542. 被引量:26
  • 2吴军,李健,汪寿阳.供应链风险管理中的几个重要问题[J].管理科学学报,2006,9(6):1-12. 被引量:117
  • 3Charles J Corbett Xavier de Groote.A supplier′s optimal quantity discount policy under asymmetric information[J].Management Science,2000,46(3):444-450.
  • 4Petrovic D,Roy R,Petrovic R.Supply chain modeling using fuzzy sets[J].Int J Prod Econom,1999,59:443-453.
  • 5Hendricks K B,Singhal V R.An empirical analysis of the effect of supply chain disruptions on long-run stock price performance and equity risk of the firm[J].Production and Operations Management,2005,14(1):35-52.
  • 6Markowitz H.Portfolio selection[J].Journal of Finance,1952,7(1):77-91.
  • 7Lau H,Lau A H L.Manufacturer's pricing strategy and return policy for a single-period commodity[J].Eur J of Oper Res,1999,116:291-304.
  • 8Chen F,Federgruen A.Mean-variance analysis of basic inventory models[EB/OL].2001.http://faculty.insead.edu/toktay/SCM20PHD/Chen_Federgruen_2001.pdf.
  • 9Buzacott J,Yan H,Zhang H.Optimality criteria and risk analysis in inventory models with demand forecast updating[J].Management Science,2001,40:1426-1433.
  • 10Tsay A.Risk sensitivity in distribution channel partnerships:Implications for manufacturer return policies[J].Journal of Retailing,2002,78(2):147-160.

共引文献175

同被引文献100

引证文献8

二级引证文献19

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部