期刊
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH
卷 48, 期 16, 页码 4919-4932出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00207540903051684
关键词
enterprise risk management; supply chains; vendor selection; data envelopment analysis (DEA); value-at-risk (VaR)
Enterprise risk management (ERM) has become an important topic in today's more complex, interrelated global business environment, replete with threats from natural, political, economic, and technical sources. The development and current status of ERM is presented, with a demonstration of how risk modelling can be applied in supply chain management. Within supply chain management, a major managerial decision is vendor selection. We start with discussion of the advanced ERM technology, i.e. value-at-risk (VaR) and develop DEA VaR model as a new tool to conduct risk management in enterprises. A vendor selection set of data is used to demonstrate how this model can be used to assess supply risks in ERM. Such models provide means to quantitatively improve decision making with respect to risk.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据