市场不确定下存货质押融资后企业利润的定量分析

工业工程 ›› 2012, Vol. 15 ›› Issue (6): 114-118.

市场不确定下存货质押融资后企业利润的定量分析

1.西南科技大学经济管理学院，四川绵阳 621010；2.西南交通大学交通运输与物流学院, 四川成都 610031

出版日期:2012-12-31 发布日期:2013-01-15
作者简介:闫英（1979-），女，黑龙江省人，讲师，博士，主要研究方向为物流金融.
基金资助:
国家留学基金委公派专项基金资助项目(2009［3012］)

A Quantitative Analysis of Enterprise Profit under Inventory Impawn Financing Business with Market Uncertainty

1.School of Economics and Management, Southwest University of Science and Technology, Mianyang 621010, China; 2.School of Traffic Transportation & Logistics, Southwest Jiaotong University, Chengdu 610031, China

Online:2012-12-31 Published:2013-01-15

摘要/Abstract

摘要： 针对市场波动、存在诸多不确定性因素的情况下，资金需求企业难以对采用存货质押融资业务后的利润进行评估的问题，建立了存货质押融资后的企业利润模型，采用证据理论分别对2种类型的专家信息进行融合，据此构造不确定参数的概率分布。在此基础上，运用Monte Carlo抽样得出采用存货质押业务后企业利润的概率分布。数值算例表明，该方法简单有效，比区间分析法得到的结果更具实际指导意义，可为风险厌恶、风险偏好等各类决策者提供融资后利润的定量分析结果。

关键词: 物流金融, 存货质押融资, 证据理论, Monte Carlo仿真

Abstract: In inventory impawn financing business, some factors, such as ordering cycle and price, are difficult to predict accurately, which make the quantitative evaluation of firm profit complicated. To solve this problem, an enterprise profit model under inventory impawn financing business is developed. With this model, two types of experts’ opinions for uncertain parameters are fused by using evidence theory such that probability distributions of uncertain parameters are derived. Then, probability distribution of enterprise profit under inventory impawn financing business is analyzed by using Monte Carlo simulation. Results indicate that the proposed method is useful and effective. The method is also more practical than an interval analysis approach and can provide quantitative evidences for decisionmakers who are risk-averse or risk preferential.

Key words: logistics financing, inventory impawn financing, evidence theory, Monte Carlo simulation

闫英1,2, 帅斌2, 甘蜜2，陈思2. 市场不确定下存货质押融资后企业利润的定量分析[J]. 工业工程, 2012, 15(6): 114-118.

Yan Ying1,2, Shuai Bin2, Gan Mi2, Chen Si2. A Quantitative Analysis of Enterprise Profit under Inventory Impawn Financing Business with Market Uncertainty[J]. Industrial Engineering Journal , 2012, 15(6): 114-118.

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