基于Markowitz风险和效用理论的服装供应商决策模型  

Decision-making model of apparel suppliers based on Markowitz′s risk theory and utility function

作　　者：季晓芬[1] 陈炜[1] 蔡丽玲[1,2] 胡觉亮[3] 徐蓉蓉[1] 

机构地区：[1]浙江理工大学服装学院,浙江杭州310018 [2]浙江大学管理学院,浙江杭州310028 [3]浙江理工大学理学院,浙江杭州310018

出　　处：《纺织学报》2011年第11期137-142,共6页Journal of Textile Research

基　　金：国家自然科学基金资助项目(11071220);浙江省自然科学基金资助项目(Y6090554);浙江省"钱江人才计划"资助项目(QJC0702016);浙江理工大学科研启动基金资助项目(0802836-Y);浙江理工大学研究生创新基金资助项目(YCX-S10026)

摘　　要：由于服装供应链的复杂性和供应商特点,服装企业原料采购和成衣加工成本及风险很难准确预测,建立考虑风险的供应商优化决策模型有助于企业做出正确的供应商选择。将服装供应商分为原料供应商和成衣加工厂2类,借鉴均值方差理论刻画供应商的期望成本和组合风险,并较为全面地设定了约束条件,构建以选择供应商成本和风险最小化为目标的优化决策模型。通过Markowitz风险价格确定模型中的风险回避系数,该方法结合了决策者效用函数,较为真实地反映了决策者的风险偏好。最后通过实例分析,验证了模型的有效性。Due to the complexity of apparel supply chain and the characteristics of apparel suppliers,the costs and risks associated with material purchasing and apparel processing of apparel enterprises are difficult to be predicted accurately.So,an optimized decision-making model of apparel suppliers considering the risk may help enterprises to select correct suppliers.The apparel suppliers could be divided into raw material suppliers and garment processing factories.Then,according to the mean-variance theory,the expected cost and combined risk of suppliers were described.Furthermore,with the complete constraints,the decision-making optimization model was established which aimed at minimizing the costs and risks of suppliers.The risk aversion coefficient was proposed by Markowitz′s risk price theory.This method combining the utility function reflected the risk preferences of decision makers objectively.Practical examples demonstrating the effectiveness of the model were given.

关 键 词：服装供应商 风险 均值-方差 效用函数 优化决策模型 

分 类 号：F768.3[经济管理—产业经济]