基于认知风险度量的ISC牛鞭效应分析

中国管理科学 ›› 2006, Vol. ›› Issue (2): 124-128.

基于认知风险度量的ISC牛鞭效应分析

姜继娇, 杨乃定

西北工业大学管理学院, 西安, 710072

收稿日期:2006-06-06 修回日期:2006-01-06 出版日期:2006-04-28 发布日期:2012-03-07
基金资助:
国家自然科学基金项目(70571064)

Bullwhip Effect Analysis of ISC Based on Perceived Risk Measurement

JIANG Ji-jiao, YANG Nai-ding

Management school, Northwestern Polytechnical University, Xi'an 710072, China

Received:2006-06-06 Revised:2006-01-06 Online:2006-04-28 Published:2012-03-07

摘要/Abstract

摘要： 在行为金融范式下,以DHS(Daniel-Hirshleifer-Subrahmanyam)模型描述了ISC(集成供应链)参与者的过度自信心理,建立了含有过度自信心理的ISC需求均衡模型;并且,从损失概率和期望损失两个角度,基于认知风险度量揭示了ISC牛鞭效应的作用机理。“有限理性人”更符合ISC系统运作的实际情形,本研究为在行为金融范式下度量ISC牛鞭效应提供了一种新的思路。

关键词: 集成供应锭, 牛鞭效应, 认知风险, 过度自信

Abstract: In the paradigm of behavioral finance,hereis described the overconfidence mentality of integrated supply chain(ISC) participant by DHS(Daniel-Hirshleifer-Subrahmanyam)model.Then,it forms the ISC demand equilibrium model with the overconfidence mentality,which reveals operation mechanism of ISC bullwhip effect with loss probability and prospect loss based on perceived risk measurement.Considering bounded rational of ISC practices,it's proposed a new method for ISC bullwhip effect measurement with the behavioral finance paradigm.

Key words: integrated supply chain, bullwhip effect, perceived risk, overconfidence

中图分类号:

F252

姜继娇, 杨乃定. 基于认知风险度量的ISC牛鞭效应分析[J]. 中国管理科学, 2006, (2): 124-128.

JIANG Ji-jiao, YANG Nai-ding. Bullwhip Effect Analysis of ISC Based on Perceived Risk Measurement[J]. Chinese Journal of Management Science, 2006, (2): 124-128.

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