摘要
基于前景理论,引入期权合同工具,建立损失厌恶零售商期权订购模型,以最大化期望利润为目标,证明其最大期望利润及最优期权订购量都是存在且唯一的,并对损失厌恶零售商期权订购量与损失厌恶系数、零售价格等之间的关系进行分析.研究结果表明:期权订购量随损失厌恶系数、零售价格的增大可能增大也可能减少,随产品单位残值的增大而增大,随期权单位成本的增大而减少.
Based on prospect theory, maximizing the profit model with options contracts, the optimal order quantity model for loss-averse retailer is constructed, and then it is proved that each optimal ordering quantity and the maxi- mum profit is existent and unique. Relationships of loss-averse retailer＇s order quantity with loss-averse coefficient, retail price, and so on, are analyzed. The conclusions show that order quantity increases or decreases with loss-averse coefficient, retail price increasing, increases with unit salvage value increasing, but decreases with options cost in- creasing.
出处
《江西师范大学学报（自然科学版）》
CAS
北大核心
2017年第3期285-288,共4页
Journal of Jiangxi Normal University(Natural Science Edition)
基金
国家自然科学基金(61563020)
江西省教育厅科学技术课题(GJJ14232)资助项目
关键词
期权
损失厌恶
订购量
决策
options
loss-averse
ordering quantity
decision
