Study on supply chains risk evasion strategy based on the option contracts

摘要：

The different influence factors coming from the intermediate market may lead to the fluctuation of the price. And the fluctuation in the intermediate market may bring profit risk to the whole supply chains enterprises. As a feasible effective tool to decrease the financial risk, option contracts may help the supply chains enterprises to transform risk. This paper uses the utility maximization to get the optimal quantity of the option contracts and the relationship between the transaction proportion of the option contracts and the influence factors.

关键词： supply chain option contracts risk evasion transaction proportion

作者: Dapeng CHEN Jun TIAN Xiaoli LI

作者单位: Zhengzhou Institute of Aeronautical Industry Management,Zhengzhou 450015,China

会议类型: 国际会议

会议名称: 2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)

会议地点: 北京

会议语种:英文

页码: 269-272

在线出版日期: 2008-11-10（万方平台首次上网日期，不代表论文的发表时间）