基于两类期权合约的二级供应链协调机制研究
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摘要
供应链各成员分属于不同的经济实体,由于供应链的各个成员分属于不同的企业或单个企业中的不同部门,它们的利益和职责不同,所掌握的信息也有很大的局限性,这就使得它们在利益分配、风险承担方面都存在不同程度的冲突,而其局部利益和行为又经常与供应链系统的目标不相吻合,导致出现“双重边际化”现象。供应链契约通过提供合适的信息和激励措施,保证买卖双方协调,是解决供应链“双重边际化”现象的一种有效工具。
供应链期权契约是现阶段国内外学者关于供应链契约一个新兴的研究方向。期权契约不仅可以通过制定相关契约参数使得供应链协调,并且可在一定程度上规避供应链的风险。同时,由于期权契约结合了期权这种金融衍生工具,属于学科之间的交叉,借鉴其他学科的工具及知识来解决供应链协调问题是当前该学科一种研究趋势。
本文针对最基本的二级供应链协调问题,选取了两种最基本的期权契约——补货期权契约及退货期权契约作为协调工具进行了分析。
论文的第一章为绪论。笔者首先对供应链契约的研究背景,研究对象进行了叙述,接下来指出了期权契约机制下的供应链协调所采用的技术路线及研究意义。本章最后还简单地列举了本文的创新点。
论文的第二章为文献综述。由于供应链契约的研究范围很广、契约类型多,并且由基本供应链契约衍生出的细分研究方向也很多,很难进行系统的文献综述。因此,本章重点是对四种基本契约的建模思路进行了回顾,论述了国内外学者所做的拓展,列举了当前供应链契约研究的不足之处。通过对现有的文献的回顾和综述,有助于其后系统地分析和论述两种期权契约协调机制。
论文的第三章为补货期权契约机制下的供应链协调。该章首先介绍了金融学里期权的几个基本概念,其次论述了国内外学者对供应链期权契约的研究进展。供应链期权契约和金融市场中的期权工具在运作中存在差异,但笔者发现国内部分学者在论述供应链期权契约的分类时,简单地套用了金融学中的看涨期权和看跌期权的分类方式,有部分文献所提及的“看涨期权”本质上就是一种补货合约。因此,笔者给出了看涨期权、看跌期权、补货期权、退货期权四种合约的定义。其后,选择国内学者郭琼所建立的基本补货期权合约协调机制作为研究方向,将对补货期权契约机制的契约参数设计、数值仿真及运作中存在的问题进行了更深为入的讨论。本章通过回顾前人所建立的基本的补货期权合约模型,针对分散型供应链的领导者如何设计契约参数实现供应链利润的任意分配,以及如何设计契约参数使供应链成员的收益较基本的报童模型实现帕累托改进进行了补充。笔者在该部分提出了模型的改进,由于求解出解析解的难度较大,笔者将此部分的讨论放在了算例仿真部分,运用Excel等工具详细分析了契约参数的设计。本章最后一节,对补货期权契约的运作模式进行了管理学分析,最后指出研究与其相对的退货期权契约机制的可行性。
论文的第四章为退货期权契约机制下的供应链协调。本部分首先讨论的是基本的退货期权契约模型。该模型的背景及运作方式与学者郭琼建立的补货期权契约机制类似。同样为一条二级供应链,供应商和零售商之间信息完全对称,二者之间作Stackelberg博弈。只是零售商购买的期权是可以在销售周期结束后,对不超过期权购买量的残留产品进行退货。通过运用补货期权契约相似的研究思路,发现退货期权和补货期权具很多相似之处。但是模型和求解过程并非是对称的。基本的退货期权合约与补货期权合约同样可以使零售商提高订货量,同样可以使供应链协调,以及对供应链成员收益进行帕累托改进。但是,一旦零售商在期末有产品剩余,其决策仅有一个,就是在期权购买量的约束范围内尽可能多的退货。这并没有体现期权灵活行权的特征,该运作方式效果并不如与供应商签订完全回购合约。因此,在本章第6节对基本的退货期权合约模型进行了改进,此时考虑零售商的残值收益函数为非线性的,同时为边际收益递减的。在该种情况下,零售商在进行退货决策时,可能会选择期权退货和现货市场出清两种方式,如果零售商采用部分行权和部分现货市场出清相结合的方式能获得更高收益时,期权退货合约便更具有实用价值。通过建立模型,笔者研究了具有非线性收益函数的零售商的最优订购量和最优期权购买量,同时进行了算例分析。该章的第7节针对基本的补货期权合约、基本的退货期权合约以及改进的期权退货合约进行了比较,论述了其各自的优缺点。
本文的第五章为结论及展望。该部分详细地说明了本文所做出的创新工作和未来的研究方向。
Supply chain’s members are different economic entity. Because they belong to different enterprises or different departments of enterprises, they have different benefits, responsibilities and limited information, and their local interests often don’t accord to the supply chain’s goal, so that“double marginalization”phenomenon takes place. Supply chain contract is a kind of effective tool to solve“double marginalization”phenomenon by providing appropriate information and motivation methods.
Supply chain option contract is a hot topic in supply chain contract research field at present. The option contract could not only coordination supply chain through appropriate contract parameters, but also reduce supply chain’s risk to a certain extent. Moreover, because the option contract utilizes option, a kind of finance derivation tool, such kind of research method is discipline overlapping, which is current tendency in supply chain coordination research field.
Aiming at a two-echelon supply chain coordination problem, two kinds of basic option contracts----Replenishment Option contract and Return Option contract were selected as analysis tools in this paper.
The first chapter is introduction. Firstly, author introduced the research background and objection, and then pointed out the technical route and significance of studying supply chain option contract coordination mechanism. Finally, this chapter enumerated innovations of this paper.
The second chapter is literature review. In this chapter, author mainly reviewed four kinds of basic contract model, the development and deficiency of supply chain coordination research. Through reviewing current literatures, it’s helpful to analyze and elaborate option contract mechanism systematically.
The third chapter is about replenishment option contract mechanism in supply chain coordination. This chapter first introduced some basic concepts of finance option, and scholars’research achievements on supply chain option contract. Supply chain option contract is different with finance option, but some domestic scholars confused such point. They simply applied call option and put option classification method to supply chain option. Some paper’s so called“Call Option”is just a kind of replenishment agreement. Therefore, the author defined“Call Option”,“Put Option”,“Replenishment Option”, and“Return Option”correctly. Then, author chose scholar Guo Qiong’s basic replenishment option model as research direction. Author further studied the contract parameter design in the view of decentralized supply chain's leader to realize the supply chain profit random assignment, as well as to enable the supply chain member's profits have Pareto Improvement comparing basic newsvendor model. Author utilized simulation tools to analyze contract parameter design. At last of this chapter, author indicated the replenishment option contract’s operation pattern by management analysis, finally pointed out the feasibility of research its relative option----return option.
The fourth chapter is about return option contract mechanism in supply chain coordination. Firstly, author established basic return option contract model. This model's background and the operation way were mainly same as scholar Guo Qiong’s assumptions. The only different is that the option retailer purchased could be used to return residual goods which are no more than option purchasing volume after sales cycle. Return option’s model and the solving process are unsymmetrical to replenishment option. The basic return option contract could also coordinate supply chain, as well as bring a Pareto improvement to supply chain members’profit. However, once the retailer merchant has surplus product at the end of sale period, he would return goods as many as possible in the option purchasing volume restraint scope, which has not manifested option’s nimble characteristic. In addition, such option’s effect is inferior with buy-back contract. Therefore, author made an improvement to the basic return option contract. Considering the retailer residual revenue function is non-linear, and conforms to diminishing marginal returns. In this kind of situation, the retailer could choose optimal sale ways from option return and spot market. Through establishing model and instance simulation, it was found that retailer could use option contract to get a higher income by exercising partial option. In the last section, author compared basic replenishment option contract, basic return option contract and improvement return option contract.
The fifth chapter is the conclusion and future study. In this part, author listed innovations future research direction detailedly.
供应链期权契约是现阶段国内外学者关于供应链契约一个新兴的研究方向。期权契约不仅可以通过制定相关契约参数使得供应链协调,并且可在一定程度上规避供应链的风险。同时,由于期权契约结合了期权这种金融衍生工具,属于学科之间的交叉,借鉴其他学科的工具及知识来解决供应链协调问题是当前该学科一种研究趋势。
本文针对最基本的二级供应链协调问题,选取了两种最基本的期权契约——补货期权契约及退货期权契约作为协调工具进行了分析。
论文的第一章为绪论。笔者首先对供应链契约的研究背景,研究对象进行了叙述,接下来指出了期权契约机制下的供应链协调所采用的技术路线及研究意义。本章最后还简单地列举了本文的创新点。
论文的第二章为文献综述。由于供应链契约的研究范围很广、契约类型多,并且由基本供应链契约衍生出的细分研究方向也很多,很难进行系统的文献综述。因此,本章重点是对四种基本契约的建模思路进行了回顾,论述了国内外学者所做的拓展,列举了当前供应链契约研究的不足之处。通过对现有的文献的回顾和综述,有助于其后系统地分析和论述两种期权契约协调机制。
论文的第三章为补货期权契约机制下的供应链协调。该章首先介绍了金融学里期权的几个基本概念,其次论述了国内外学者对供应链期权契约的研究进展。供应链期权契约和金融市场中的期权工具在运作中存在差异,但笔者发现国内部分学者在论述供应链期权契约的分类时,简单地套用了金融学中的看涨期权和看跌期权的分类方式,有部分文献所提及的“看涨期权”本质上就是一种补货合约。因此,笔者给出了看涨期权、看跌期权、补货期权、退货期权四种合约的定义。其后,选择国内学者郭琼所建立的基本补货期权合约协调机制作为研究方向,将对补货期权契约机制的契约参数设计、数值仿真及运作中存在的问题进行了更深为入的讨论。本章通过回顾前人所建立的基本的补货期权合约模型,针对分散型供应链的领导者如何设计契约参数实现供应链利润的任意分配,以及如何设计契约参数使供应链成员的收益较基本的报童模型实现帕累托改进进行了补充。笔者在该部分提出了模型的改进,由于求解出解析解的难度较大,笔者将此部分的讨论放在了算例仿真部分,运用Excel等工具详细分析了契约参数的设计。本章最后一节,对补货期权契约的运作模式进行了管理学分析,最后指出研究与其相对的退货期权契约机制的可行性。
论文的第四章为退货期权契约机制下的供应链协调。本部分首先讨论的是基本的退货期权契约模型。该模型的背景及运作方式与学者郭琼建立的补货期权契约机制类似。同样为一条二级供应链,供应商和零售商之间信息完全对称,二者之间作Stackelberg博弈。只是零售商购买的期权是可以在销售周期结束后,对不超过期权购买量的残留产品进行退货。通过运用补货期权契约相似的研究思路,发现退货期权和补货期权具很多相似之处。但是模型和求解过程并非是对称的。基本的退货期权合约与补货期权合约同样可以使零售商提高订货量,同样可以使供应链协调,以及对供应链成员收益进行帕累托改进。但是,一旦零售商在期末有产品剩余,其决策仅有一个,就是在期权购买量的约束范围内尽可能多的退货。这并没有体现期权灵活行权的特征,该运作方式效果并不如与供应商签订完全回购合约。因此,在本章第6节对基本的退货期权合约模型进行了改进,此时考虑零售商的残值收益函数为非线性的,同时为边际收益递减的。在该种情况下,零售商在进行退货决策时,可能会选择期权退货和现货市场出清两种方式,如果零售商采用部分行权和部分现货市场出清相结合的方式能获得更高收益时,期权退货合约便更具有实用价值。通过建立模型,笔者研究了具有非线性收益函数的零售商的最优订购量和最优期权购买量,同时进行了算例分析。该章的第7节针对基本的补货期权合约、基本的退货期权合约以及改进的期权退货合约进行了比较,论述了其各自的优缺点。
本文的第五章为结论及展望。该部分详细地说明了本文所做出的创新工作和未来的研究方向。
Supply chain’s members are different economic entity. Because they belong to different enterprises or different departments of enterprises, they have different benefits, responsibilities and limited information, and their local interests often don’t accord to the supply chain’s goal, so that“double marginalization”phenomenon takes place. Supply chain contract is a kind of effective tool to solve“double marginalization”phenomenon by providing appropriate information and motivation methods.
Supply chain option contract is a hot topic in supply chain contract research field at present. The option contract could not only coordination supply chain through appropriate contract parameters, but also reduce supply chain’s risk to a certain extent. Moreover, because the option contract utilizes option, a kind of finance derivation tool, such kind of research method is discipline overlapping, which is current tendency in supply chain coordination research field.
Aiming at a two-echelon supply chain coordination problem, two kinds of basic option contracts----Replenishment Option contract and Return Option contract were selected as analysis tools in this paper.
The first chapter is introduction. Firstly, author introduced the research background and objection, and then pointed out the technical route and significance of studying supply chain option contract coordination mechanism. Finally, this chapter enumerated innovations of this paper.
The second chapter is literature review. In this chapter, author mainly reviewed four kinds of basic contract model, the development and deficiency of supply chain coordination research. Through reviewing current literatures, it’s helpful to analyze and elaborate option contract mechanism systematically.
The third chapter is about replenishment option contract mechanism in supply chain coordination. This chapter first introduced some basic concepts of finance option, and scholars’research achievements on supply chain option contract. Supply chain option contract is different with finance option, but some domestic scholars confused such point. They simply applied call option and put option classification method to supply chain option. Some paper’s so called“Call Option”is just a kind of replenishment agreement. Therefore, the author defined“Call Option”,“Put Option”,“Replenishment Option”, and“Return Option”correctly. Then, author chose scholar Guo Qiong’s basic replenishment option model as research direction. Author further studied the contract parameter design in the view of decentralized supply chain's leader to realize the supply chain profit random assignment, as well as to enable the supply chain member's profits have Pareto Improvement comparing basic newsvendor model. Author utilized simulation tools to analyze contract parameter design. At last of this chapter, author indicated the replenishment option contract’s operation pattern by management analysis, finally pointed out the feasibility of research its relative option----return option.
The fourth chapter is about return option contract mechanism in supply chain coordination. Firstly, author established basic return option contract model. This model's background and the operation way were mainly same as scholar Guo Qiong’s assumptions. The only different is that the option retailer purchased could be used to return residual goods which are no more than option purchasing volume after sales cycle. Return option’s model and the solving process are unsymmetrical to replenishment option. The basic return option contract could also coordinate supply chain, as well as bring a Pareto improvement to supply chain members’profit. However, once the retailer merchant has surplus product at the end of sale period, he would return goods as many as possible in the option purchasing volume restraint scope, which has not manifested option’s nimble characteristic. In addition, such option’s effect is inferior with buy-back contract. Therefore, author made an improvement to the basic return option contract. Considering the retailer residual revenue function is non-linear, and conforms to diminishing marginal returns. In this kind of situation, the retailer could choose optimal sale ways from option return and spot market. Through establishing model and instance simulation, it was found that retailer could use option contract to get a higher income by exercising partial option. In the last section, author compared basic replenishment option contract, basic return option contract and improvement return option contract.
The fifth chapter is the conclusion and future study. In this part, author listed innovations future research direction detailedly.
引文
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57Agrawal V, Seshadri S. Risk intermediation in supply chains. IIE Transactions, 2000, 32: 819-831.
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59郭琼.基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P37
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62孙会君,高自友.基于差分的数量折扣条件下订货策略优化模型[J].管理科学学报,2004,7(2):18-23.
63宋海涛,林正华,苏欣.带有二次订购和二次销售的报童问题[J].经济数学,2003,20(1):73-79.
64丁利军,夏国平,葛健.两次生产和订货模式下的供应链契约式协调[J].管理科学学报,2004,7(4):24-32
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66鲁其辉,朱道立,林正华.带有快速反应策略供应链系统的补偿策略研究[J].管理科学学报,2004, 7(4): 14-23.
67郭琼,杨德礼.基于期权与现货市场的供应链契约式协调的研究.控制与决策[J],2006,26(11):1229-1234.
68张龙,宋士吉,刘连臣.吴澄.带有供需双方促销努力的供需链合同问题研究[J].清华大学学报(自然科学版),2003,43(9):1226-1229.
69李明琨,汪凯仁,方芳.基于时间因素的报童问题理论方法研究[J].系统工程理论方法应用,2003, 12(2): 146-153.
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71佟斌,郭琼,杨德礼.基于需求预测的供应链期权式契约协调的研究[J].2006,24(11):13-18.
72马新安,张列平,田澎.供应链中的信息共享激励:动态模型[J].中国管理科学,2001,9(1):19-24.
73罗定提,仲伟俊,张晓琪,沈厚才.分散式供应链中旁支付激励机制的研究[J].系统工程学报,2001, 16(3): 22-28.
74黄小原,卢震.非对称信息条件下供应链的生产策略[J].中国管理科学,2002,10(2):35-40.
75郭敏,王红卫.一类供应链在信息不对称下的协调策略研究[J].系统工程,2002,20(4):49-53.
76郭琼,杨德礼.基于需求信息不对称的供应链期权式契约协调[J].计算机集成制造系统,2006,12(9): 1466-1471.
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81Barnes S, Bassok D. Y. Coordination and flexibility in supply contracts with options. Manufacturing and Service Operation management, 2002, 4(3):P177
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83Barnes S,Bassok D. Y . Coordination and flexibility in supply contracts with options. Manufacturing and Service Operations Management,2002,4(3):171-207
84林滨.供应链管理中期权的应用[J].物流技术,2005,10:28-31
85宁钟,戴俊俊.期权在供应链风险管理中的应用[J].系统工程理论与实践,2005,(7):49-54
86石代伦,杨桂红,朱怀意.金融衍生工具的思想在管理供应链风险中的应用[J].科技导报,2006 ,24 (9): 72-76
87郭琼,杨德礼,迟国泰,基于期权的供应链契约式协调模型[J],系统工程,2005,23(10):1-6
88佟斌,郭琼,杨德礼.基于需求预测的供应链期权式契约协调的研究[J].2006,24(11):13-18
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92郭琼,基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P30
93霍佳震,薛奕达.等鞅测度下的供应链期权合同平价[J].江南大学学报,2008,7(1):105-109
94郭琼,基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P30
95佟斌,郭琼,潘新.基于需求预测的供应链期权式契约协调[J].系统工程,2006,24(11):P31
96易海燕,供应链风险的管理与控制研究[D].西南交通大学博士学位论文.2007.P111
97李娟,黄培清,赵晓敏.基于更新信息的两级供应链双向期权合同研究[J].系统工程学报,2008,23(6):295-300
99郭琼,杨德礼,迟国泰,基于期权的供应链契约式协调模型,系统工程,2005,23(10):P2100式(3-1),(3-2)参照了文献郭琼,杨德礼,迟国泰,基于期权的供应链契约式协调模型[J].系统工程, 2005, 23(10),P2的建模思路。原文中式(3-2)的形式为πsN = T ? cQ ? pL (Q ),该表述有误,本文做了修正。
101郭琼.基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P35
102郭琼,基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P39
104郭琼,基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P43-44
105丁利军,夏国平,葛健.两次生产和订货模式下的供应链契约式协调[J].管理科学学报,2004,7(4):24-32
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1马士华,林勇.供应链管理.北京:机械工业出版社,2005,第2版,P37
2马士华,林勇.供应链管理.北京:机械工业出版社,2005,第2版,P40-P41
3马士华,林勇.供应链管理.北京:机械工业出版社,2005,第2版,P41
4黄小原.供应链模型与优化[M].北京:科学出版社,2004.
5刘丽文.供应链管理思想及其理论和方法的发展过程[J].管理科学学报,2003,6(2):81-88
6Cachon G P. Supply chain coordination with contracts, Handbooks in Operations Research and Management Science: Supply Chain Management [M].Edited by David Simchi-Levi, S. David Wu and Zuo Jun (Max) Shen. Kluwer2004, 12-13.
7杨德礼,郭琼,何勇,徐经意.供应链契约研究进展[J].管理学报, 2006, 3 (1):117-125.
8陈冬,顾培亮.供应链管理若干问题研究与进展评述[J].系统工程理论与实践,2003,10:1-7
9周永务,杨善林.Newsboy型商品最优广告费用与订货策略的联合确定[J].系统工程理论与实践, 2002,11: P59-63
10Edgeworth F 1888. The mathematical theory of banking [J]. Journal of the Royal Statistical Society. 1888, 51: 113-127
11Portues E L. Stochastic inventory theory D.P Hayman and M.J.Sobel (Eds.) Handbooks in OR&MS, Vol.2. Elsevie, North-Holland, 1990:605-652.
12Khouja M. The single-Period (news-vendor) Problem: literature review and suggestions for future research [J]. The International Journal of Management Science, 1999, (27): P201-216
13Cachon G P. Supply chain coordination with contracts, Handbooks in Operations Research and Management Science: Supply Chain Management [M].Edited by David Simchi-Levi, S. David Wu and Zuo Jun (Max) Shen. Kluwer2004, 12-13
14Harris F W. Operations and Cost (Factory Management Service).Shaw: Chicago, 1915
15Clark A J,Scarf H,Optimal Policies of a Multi-Echelon Inventory Problem. Management Science, 1960, (6): 475-490.
16Clark A J. An Informal Survey of Multi-Echelon Inventory Theory [J].Naval Research Logistics Quarterly, 1972, (19):P621-650.
17Federgruen A. Centralized Planning Models for Multi-Echelon Inventory Systems Under Uncertainty, Handbooks in Operations Research and Management Science,Vol.4, Elsevier Science Publishing Company B.V., Amsterdam, The Netherlands, 1993L: 133-173.
18Whang S. Coordination in Operation: a taxonomy. Journal of Operations Management [J] 1995, 12: 413-422
19Pasternak B A. Optimal Pricing and return Policies of Perishable commodities, Marketing Science, 1985, 4: 166-176.
21Spengler J. Vertical integration and antitrust policy. Journal of Political Economy, 1950, 8:347-352.
22Monahan J P. A quantitative discount pricing model to increase vendor profits.Management Science, 1984, 30: 720-726
23Rosenblatt M J, Lee H L. Improving profitability with quantity discounts under fixed demand, IIE Transactions, 1985, 17(4): 388-395.
24Lee H L, Rosenblatt M J. A generalized quantity discount pricing model to increase supplier's profits. Management Science, 1986, 30: 1179-1187.
25Banerjee A. A joint economic-lot-size model for purchaser and vendor. Decision Science, 1986.17: 292-311.
26Jeuland A P, Shugan S M. Managing channel profits. Marketing Science, 1983, 2: 239-272.
27Weng Z K. Channel coordination and quantity discounts. Management Science, 1995, 41:1509-1522.
28Weng Z K. Pricing and ordering strategies in manufacturing and distribution alliances. IIE Transactions, 1997, 29: 681-692.
29Weng Z K. Coordination strategies for aligning divergent interests in a manufacturing and distribution supply chain, Working Paper, School of Business, University of Wisconsin-Madison, 1997.
30Cachon G P. The allocation of inventory risk and advanced purchase discounts in a supply chain. University of Pennsylvania working paper, 2002.
31Ferguson M, DeCroix G and Zipkin P. When to commit in a multi-echelon supply chain with partial information updating. Duke University working paper 2002.
32Mortimer J H. The effects of revenue-sharing contracts on welfare in vertically separated markets: evidence from the video rental industry. University of California at Los Angeles working paper, Los Angeles, CA. 2000.
33Cachon G P, Lariviere M A. Supply Chain Coordination with Revenue-Sharing Contracts: Strengths and Limitations, University of Pennsylvania working paper, 2002.
34Dana J, Spier K. Revenue sharing and vertical control in the video rental industry. The Journal of Industrial Economics, 2001, 49(3): 223-245.
35Pasternack B. Using revenue sharing to achieve channel coordination for a newsboy type inventory model. CSU Fullerton working paper. Fullerton. 1999.
36James D, Dana J and Spier K. Revenue sharing, demand uncertainty, and vertical control of competing firms. Kellogg Graduate School of Management working paper, 1999.
37Pasternak B A. Optimal Pricing and return Policies of Perishable commodities, Marketing Science, 1985, 4: 166-176.
38Kandel E. The right to return. Journal of Law and Economics, 1996, 39: 329-356.
39Emmons H, Gilbert S M. Return policies in pricing and inventory decisions for catalogue goods. Management Science, 1998, 44(2): 276-283.
40Padrnanabhan V, Png I P. Returns policies: make money by making good. Sloan Management Review, 1995, 37: 65-72.
41Padrnanabhan V, Png I P Manufacturer's returns policy and retail competition. Marketing Science, 1997, 16(1): 81-94.
42Mantrala M K,Raman K. Demand uncertainty and supplier's return policies for a multi-store style-good retailer. European Journal of Operational Research, 1999, 115:270-284.
43Davis S, Hagerty M and Gerstner E. Return policies and the optimal level of“Hassle”. Journal of Economics and Business, 1988, 50: 445-460.
44A. A. Tsay. Managing retail channel overstock: markdown money and return policies. Journal of Retailing, 2001, 77: 457-492.
45Wang C X. Supply chain coordination in B2B electronic marketplaces. Proceedings of the 32nd Annual Meeting of the Decision Sciences Institute. San Francisco, CA, 2002.
46Choi T. M., Li D, and Yan H. Optimal returns policy for supply chain with e-marketplace. International Journal of Production Economics, 2004, 88: 205-227.
47郭琼,基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P22
48郭琼,基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P23
49Sigorelli S, Heskett J L. Harvard Business School Case 9-685-0141, 1984.
50Eppen G, Iyer A. Backup agreements in fashion buying一the value of upstream flexibility Management Science, 1997, 43(11):1469-1484.
51Anupindi R, Bassok Y Analysis of supply contracts with total minimum commitment and flexibility. Proceedings of the 2nd International Symposium in Logistics, University of Nottingham, England, 1995: 123-128.
52Bassok Y, Anupindi R. Analysis of supply contracts with commitments and flexibility. University of Southern California. Working paper. 1997b.
53Tsay A A, Lovejoy W S. Quantity-flexibility contracts and supply chain performance. Manufacturing and Service Operations Management, 1999, 1(2):118-149
54Chen F, Federgruen A. Mean-variance analysis of basic inventory models. Columbia University working paper. 2000.
55Gan X H, Sethi S and Yan H. Supply Chain Coordination with a Risk-averse Retailer. The university of Texas at Dallas, Working Paper, 2003.
56Agrawal V, Seshadri S. Impact of uncertainty and risk aversion on price and order quantity in the newsvendor problem. Manufacturing Service Operation. Management.2000a, 2(4): 410-423.
57Agrawal V, Seshadri S. Risk intermediation in supply chains. IIE Transactions, 2000, 32: 819-831.
58Eeckhoudt L, Gollier C and Schlesinger H. The risk-averse (and prudent) newsboy. Management Science, 1995, 41(5):786-794.
59郭琼.基于期权契约的供应链协作模型的研究[D].大连理工大学博士学位论文.2006. P37
60陈美霞,沈厚才,仲伟俊.供应链管理中的生产批量与数量折扣定价联合决策模型[J].东南大学学报(自然科学版),2000,30(6):75-80.
61常良峰,黄小原,卢震.一类供应链的Stackelberg主从对策问题研究[J].中国管理科学,2002, 10(6): 44-47.
62孙会君,高自友.基于差分的数量折扣条件下订货策略优化模型[J].管理科学学报,2004,7(2):18-23.
63宋海涛,林正华,苏欣.带有二次订购和二次销售的报童问题[J].经济数学,2003,20(1):73-79.
64丁利军,夏国平,葛健.两次生产和订货模式下的供应链契约式协调[J].管理科学学报,2004,7(4):24-32
65何勇,杨德礼,张醒洲.折损产品整合生产库存系统优化模型研究[J].控制与决策,2004, 19(11): 1278-1282.
66鲁其辉,朱道立,林正华.带有快速反应策略供应链系统的补偿策略研究[J].管理科学学报,2004, 7(4): 14-23.
67郭琼,杨德礼.基于期权与现货市场的供应链契约式协调的研究.控制与决策[J],2006,26(11):1229-1234.
68张龙,宋士吉,刘连臣.吴澄.带有供需双方促销努力的供需链合同问题研究[J].清华大学学报(自然科学版),2003,43(9):1226-1229.
69李明琨,汪凯仁,方芳.基于时间因素的报童问题理论方法研究[J].系统工程理论方法应用,2003, 12(2): 146-153.
70何勇,杨德礼,张醒洲.需求与价格具有相关性下的退货政策模型研究[J].系统工程. 2004, 22(9): 27-31.
71佟斌,郭琼,杨德礼.基于需求预测的供应链期权式契约协调的研究[J].2006,24(11):13-18.
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