风险偏好假设下的供应链风险管理

摘要

With the increasing rate of market operation and deepening of the economic internationalization, enterprises'' market-response ability somehow determines the profit level. With the increasingly frequent change and complexity of social and economic environment, the fundamental goal of enterprises is far from the profit maximization under risk aversion, but ensuring business objectives under the constraints of the risk. The risk-neutral assumption is no more working for chain management practice. Risk management methods based on risk appetite would make more sense and could better show the attitudes of those involved in chain management. Supply chain risk management based on risk appetite not only can make up for the defect of the traditional theories, but also can construct the supply chain management methods which fit enterprises'' own features, thus can improve the practical use of theories.%伴随着市场运行速度的提高和经济国际化趋势的深化,企业对市场的反应速度在一定程度上决定了企业的盈利水平.然而随着社会经济环境的波动频率日益频繁和复杂,企业的经营目标早已不再是规避风险条件下的利润最大化,而是在可减少风险约束下实现企业的运作目标.风险中性假设在供应链管理的实践活动中已经不太适用.考虑风险偏好的风险管理方法在实践中更具有合理性,且更好地体现了供应链管理参与者的风险态度.因此基于风险偏好的供应链风险管理不仅能弥补传统理论的不足,更能因地制宜地构建适合企业自身特色的供应链风险管理方法,提高了理论的实用价值.