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供应链的风险测度是对供应链中不确定因素造成的损失进行量化。对供应链的风险测度方法:均值方差、风险价值、条件风险价值进行了梳理。测度方法经历从注重波动到强调损失期望的转变。均值方差对称地处理收益与损失,风险价值只能衡量置信水平与目标水平之间预期的最大损失,条件风险价值关注利润低于某个给定水平的利润平均值。
Supply chain risk measurement is to quantify the loss caused by uncertainties in the supply chain. Supply chain risk measurement methods: mean variance, risk value, conditional risk value are combed. The measurement method undergoes a shift from focusing on volatility to emphasizing loss expectations. The mean variance treats returns and losses symmetrically, and VaR measures only the maximum expected loss between the confidence level and the target level. Conditional VaR is concerned with the profit average below a given level of profit.