| 风险价值及压力测试在采购策略中的应用 |
| |
| 引用本文： | 胡媛,彭维. 风险价值及压力测试在采购策略中的应用[J]. 价值工程, 2008, 27(6): 64-66 |
| |
| 作者姓名： | 胡媛 彭维 |
| |
| 作者单位： | 重庆交通大学管理学院,重庆,400074;重庆交通大学管理学院,重庆,400074 |
| |
| 摘 要： | 首先分析了供应链采购风险管理的重要性,然后分别介绍了VaR和压力测试这两种风险测度方法,并在此基础上建立了采购风险度量模型,为制定科学的采购策略提供了量化的决策依据。
|
| 关 键 词： | 采购 风险价值(VaR) 压力测试 |
To Apply on VaR and Press Testing in the Strategy of Material Purchase |
| |
| Hu Yuan,Peng Wei. To Apply on VaR and Press Testing in the Strategy of Material Purchase[J]. Value Engineering, 2008, 27(6): 64-66 |
| |
| Authors: | Hu Yuan Peng Wei |
| |
| Abstract: | The paper offers an analysis of the important of risks management in supply chain material purchase,and introduces the methods of using VaR and press testing. Finally the thesis puts forward models to quantify risks in material purchase. This approach enables effective risk decision to be made on the basis of quantified risk measure. |
| |
| Keywords: | purchase Value at Risk(VaR) press testing |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
