[1]李建军,张冬梅.基于损失厌恶零售商的期权订购策略研究[J].江西师范大学学报(自然科学版),2017,(03):285-288.
 LI Jianjun,ZHANG Dongmei.The Research on Optimal Options Contracts Procurement Decisions with a Loss-Averse Retailer[J].,2017,(03):285-288.
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基于损失厌恶零售商的期权订购策略研究()
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《江西师范大学学报》(自然科学版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2017年03期
页码:
285-288
栏目:
出版日期:
2017-05-01

文章信息/Info

Title:
The Research on Optimal Options Contracts Procurement Decisions with a Loss-Averse Retailer
作者:
李建军张冬梅
江西师范大学数学与信息科学学院,江西 南昌 330022
Author(s):
LI JianjunZHANG Dongmei
College of Mathematics of Informatics,Jiangxi Normal University,Nanchang Jiangxi 330022,China
关键词:
期权 损失厌恶 订购量 决策
Keywords:
options loss-averse ordering quantity decision
分类号:
F 252
文献标志码:
A
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.
Abstract:
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 maximum 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 increasing.

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备注/Memo

备注/Memo:
收稿日期:2016-11-22基金项目:国家自然科学基金(61563020)和江西省教育厅科学技术课题(GJJ14232)资助项目.作者简介:李建军(1975-),男,江西新余人,副教授,博士,从事物流与供应链管理、模糊系统研究.E-mail:ljj1205@126.com
更新日期/Last Update: 1900-01-01