摘要
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 quantize the loss caused by uncertain factors in the supply chain.The article combs the methods of supply chain risk measure：mean variance,value at risk and conditional value at risk.The methods show the turn from attention to fluctuation to emphasis on loss expectation.Mean variance symmetrically deals with gains and losses.Value at risk can only measure the expected maximum loss between the confidence level and the target level.Conditional value at risk focuses on profit below a given level of average.
出处
《长沙理工大学学报（社会科学版）》
2015年第3期127-132,共6页
Journal of Changsha University of Science and Technology：Social Science
基金
教育部人文社会科学研究规划基金项目(13YJA630055)
湖南省现代企业管理研究中心开放基金项目(13QGB1)
关键词
供应链风险
均值方差
风险价值
条件风险价值
supply chain risk
mean variance
value at risk
conditional value at risk
