基于CVaR的农产品供应链风险评估与控制  

Risk Assessment and Control of Agricultural Supply Chain Based on CVaR

作　　者：颜波[1] 石平[1] 王凤玲[1] 

机构地区：[1]华南理工大学经济与贸易学院,广州510006

出　　处：《软科学》2013年第10期111-115,共5页Soft Science

基　　金：教育部人文社会科学研究规划基金项目(11YJA630173);中央高校基本科研业务费专项资金资助项目(x2jmD2117920);粤港关键领域重点项目(2011BZ100174);广东省星火计划项目(2012A020603003);国家农业科技成果转化资金重点项目(2013GB2E000353)

摘　　要：采用OWA算子对风险控制因素进行重要性排序,筛选出企业所面临的主要风险指标,应用CVaR构建风险损失函数,采用改进的遗传算法求解得到风险损失最小的最优风险控制组合。研究结果表明:在不同置信水平下,对风险控制的资金投入比例会不太一样,但对于源头养殖环节的投入相对较大,说明农产品供应链风险控制需要从源头做起;而随着置信水平的增大,各风险指标的CVaR风险值在不断降低,同时整个供应链的风险损失也在减小。OWA operator was used to sort the risk control factors in accordance with the importance and the enterprise ＇ s main risk indicators was being found in this paper. Then, the CVaR model was applied to build the risk loss function, and we used an improved Genetic Algorithm to figure out the optimal risk control portfolio in the case of the smallest risk loss. The result shows that： at different confidence level, the proportion of capital investment risk control will be quite different, but the investment is relatively large for source farming areas, the agricultural supply chain risk control needs to start from the source. With the increase of the confidence level, the CVaR of different risk indicators continue to reduce, and the risk of the entire supply chain is also reduced.

关 键 词：农产品供应链 供应链风险管理 CVAR 风险评估 风险控制 

分 类 号：F274[经济管理—企业管理] F324[经济管理—国民经济]