考慮風(fēng)險(xiǎn)偏好的凈現(xiàn)值庫存模型研究.pdf

1、青島大學(xué)碩士學(xué)位論文考慮風(fēng)險(xiǎn)偏好的凈現(xiàn)值庫存模型研究姓名：楊峨嵋申請學(xué)位級別：碩士專業(yè)：系統(tǒng)理論指導(dǎo)教師：張紀(jì)會(huì)20090605AbstractInventoryexistsineverystageofsupplychainsOneofthemostimportantfunctionofinventoryisusedasabuffertorespondtovariousuncertaintiesandinconsistenciesbet

2、weendemandandsupplyprocessesAlongwithshorterproductslifecycle，theconsumptionlevelisincreasingandthecontinuallychangeoftheeconomicenvironment，theuncertaintyofdemandisgreaterItisverydifficulttoexactlyforecastthemarketdeman

3、dAlthoughinventoryholdingcanresolvetheuncertaintyinsomedegree，overfullinventorywillleadtoevenworseresultssuchascapitalshortageetc，especiallyinamulti—cycledecisionmakingsituationWhilethesocialisdevelopingandtheeconomicenv

4、ironmentischangingeverymoment，itisunsuitabletoignorethetimevalueofthecapital，whichincreasestheriskofholdingtoomuchinventoryItismuchhardtomakeagooddecisionusingaveragecostmodelbecauseitdoesn’tconsidertheopportunitycostoft

5、hecapitalinvestmentininventoryForthereasonsaboveall，amulti—periodnetpresentvalueinventorymodelconsideringriskpreferenceisproposedIncaseofuniformlydistributeddemand，theoptimaltargetinventorylevelisobtainedThepaperinvestig

6、atesthreemodels：allowedshortage，notallowedshortageandpricediscountTheresultsshowthatthemethodwithnetpresentvalueisfeasibleinpracticeandsomesuggestionstothedecisionmakeraregivenKeywords：riskaverse；expectedutility；netprese