Countermeasure analysis of inventory financing and its risk management in perfect price fluctuation
This text is a hypothesis in different economic status,in different cases of price fluctuations,in two or more than two cases of inventory combinations,applies Markowitz portfolio management theory to inventory financing and study on borrower how to obtain optimum inventory mix in the configuration of the stock portfolio by analyzing factors of risk.On the basis of theoretical derivation,we takes borrower and bank as the main research object,to analyze the case of inventory combination pledge loan.Study results indicate that for price fluctuation,inventory rationality can effectively reduce the risk of the borrower and the bank.
price fluctuation inventory financing markowitz model risk evading
Xiaohui Hu Fuchang Li Guichang Zhe
School of Economics and Management,Yunnan Normal University,china
国际会议
上海
英文
946-951
2017-10-21（万方平台首次上网日期，不代表论文的发表时间）