基于Wiener过程的动产质押补货策略研究  

Research on Replenishment Policy Based on Wiener Process in the Chattel Mortgage

作　　者：周冬亮[1] 

机构地区：[1]复旦大学管理学院,上海200433

出　　处：《物流科技》2010年第6期84-86,共3页Logistics Sci-Tech

摘　　要：以动产作为质押物的融资形式是解决我国中小企业融资难问题的重要途径之一。针对动产质押监管过程中质押率随市场价格波动而变化所形成的质押风险,提出一种基于Wiener过程的补货策略,并通过算例分析表明了该策略的合理性。The inventory financing is an important way to solve to problem of financing of SMEs in China.Given the loan-to-value ratio changes as the price of pledge fluctuates,a replenishment policy to mitigate the price risk based on the Wiener process is proposed in this paper.Through the case analysis it shows that the policy is reasonable.

关 键 词：动产质押 价格风险 随机过程 补货 

分 类 号：F270[经济管理—企业管理]