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作者：Martínez-De-Albéniz, V; Simchi-Levi, D
作者单位：University of Navarra; IESE Business School; Massachusetts Institute of Technology (MIT)
摘要：The purpose of this paper is to develop a general framework for supply contracts in which portfolios of contracts can be analyzed and optimized. We focus on a multi-period environment with convex contract, spot market, and inventory holding costs. We specialize the model to the case of a portfolio consisting of option contracts. We characterize the optimal replenishment policy and show that it has a simple structure. Namely, the use of every different option contract and the spot market is dic...
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作者：Lederer, PJ; Mehta, TD
作者单位：University of Rochester
摘要：We study the effect of financial risk on the economic evaluation of a project with capacity decisions. Capacity decisions have an important effect on the project's value through the up-front investment, the associated operating cost, and constraints on output. However, increased scale also affects the financial risk of the project through its effect on the operating leverage of the investment. Although it has long been recognized in the finance literature that operating leverage affects projec...
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作者：Seshadri, S; Subrahmanyam, M
作者单位：New York University
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作者：Sodhi, MS
作者单位：City St Georges, University of London
摘要：We consider the problem of managing demand risk in tactical supply chain planning for a particular global consumer electronics company. The company follows a deterministic replenishment-and-planning process despite considerable demand uncertainty. As a possible way to formally address uncertainty, we provide two risk measures, demand-at-risk (DaR) and inventory-at-risk (IaR) and two linear programming models to help manage demand uncertainty. The first model is deterministic and can be used to...
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作者：Kleindorfer, PR; Saad, GH
作者单位：University of Pennsylvania; Widener University
摘要：There are two broad categories of risk affecting supply chain design and management: (1) risks arising from the problems of coordinating supply and demand, and (2) risks arising from disruptions to normal activities. This paper is concerned with the second category of risks, which may arise from natural disasters, from strikes and economic disruptions, and from acts of purposeful agents, including terrorists. The paper provides a conceptual framework that reflects the joint activities of risk ...
