基于CVaR的供应链联合促销的回购契约协调研究

运用CVaR方法,考察了风险中性的供应商和风险规避的销售商联合促销报童类商品的供应链的回购契约协调问题,从讨论中获得一些管理启示。讨论了既定回购契约下渠道成员的最优决策,并分析了回购契约参数、销售商风险规避系数、商品残值和缺货成本等外生参数对渠道成员决策的影响。研究表明传统回购契约不能完成渠道协调,但引入成本分担机制的回购契约能协调不过于规避风险的供应链;指出商品残值和缺货成本对上述结论没有影响,但它们对契约选择空间和能被回购契约协调的供应链的范围具有重要影响。最后,对文中主要结论进行了数值分析。     

现货供应不确定下的优化采购策略研究

在现货市场和传统契约市场共存时,研究了现货供应的不确定性和销售商的风险规避态度对于销售商的采购策略的影响。首先,在现货供应充足和供应不确定两种情况下分析了实现供应链协调的最优订购量和退货价格,以及销售商的风险规避态度对于订购量的影响.然后,通过数值计算进行了分析和验证.结果表明,现货供应充足时的订购量总是低于现货供应不确定时的订购量;但现货供应充足时供应链的期望利润高于现货供应不确定的情况.现货市场存在下,风险厌恶因子对订购量的影响趋势与单纯契约市场下正好相反.     

具有两阶段生产模式和需求信息更新的供应链契约研究

针对二级供应链,在基于Stackelberg博弈的批发价契约中,分析了折扣价格与零售商最优提前订购量的关系及对契约双方期望收益的影响;设计了价格折扣与回购联合的协调契约,分析了供应链系统的最优提前生产量、供应链协调条件及协调契约下制造商和零售商的期望收益变化,并在协调契约不满足制造商的个体理性约束时,提出采用不对称Nash谈判模型设计两阶段生产与订购的回购契约,在保证供应链系统整体绩效最优的条件下,使制造商和零售商利润都能得到满意增长。研究表明,三级供应链实行两阶段订购的必要条件是分销商与零售商的最优提前订购量相等,与二级供应链相比,价格折扣契约下三级供应链效率更低,但价格折扣与回购联合的契约同样能协调三级供应链,该协调契约满足零售商与分销商激励相容约束。     

顾客策略行为下基于CVaR和回购契约的供应链决策模型

依据条件风险值CVaR度量准则,建立了顾客策略行为下基于回购契约的供应链决策模型,分析了集中式供应链系统和分散式供应链系统中,风险规避供应商和风险规避零售商的决策行为。在此基础上,通过理论求解和数值分析,进一步探讨了顾客策略行为、成员风险规避性和供应链回购契约的交互影响。主要研究结论如下:第一,当供应链成员均为风险规避时,价格承诺可成为顾客策略行为的完美应对策略;第二,最优回购价格受到零售商和供应商的风险规避度的共同影响,零售商的最优订货量随产品回购价格的增加而增加;第三,当且仅当零售商与供应商的风险规避度相当时,回购契约能够实现分散式供应链系统的协调和利润在不同成员间的任意分配,否则回购契约不能实现供应链利润在不同成员间的任意分配。第四,当供应链成员风险规避不等时,零售商的利润分成随顾客对产品估价的增加而增加。同时,风险规避度较小方需要出让部分利润给风险规避度较大方才能够保证契约的实施。     

具有风险规避销售商的供应链最优回购契约

在销售商风险规避下,运用CVaR方法研究了供应商在直营渠道（集中式供应链）和非直营渠道（分散式供应链）下回购契约的设计问题。刻画了集中式供应链下回购契约完成渠道协调的充要条件,求解了分散式供应链的最优回购契约。比较分析了集中式和分散式供应链下回购契约的差异,得到以下结论：相对于集中式供应链,供应商在分散式供应链中趋向于设定更高的批发价格,或更低的回购价格。讨论了销售商的风险规避度对契约设计和供应商收益的影响,研究表明：销售商越规避风险,供应商的收益越低。最后提供一个案例讨论了模型在现实中的应用。     

伴随销售商促销努力的供应链契约设计

在大多数供应链契约文献中,市场需求被假设为了一个独立的外生随机变量.但实际情况中,市场需求往往受到销售商各种促销活动的影响.文中首先分析了在市场需求受促销活动影响情况下的集中控制模式及不合作模式的销售商最优促销努力水平和最优订购数量的决策问题;然后设计了基于回购契约的促销成本分担契约协调机制;最后通过一个算例比较了在不采取任何促销活动、不合作情况下销售商单方进行促销活动以及协调机制下销售商进行促销活动三种策略下的供应链绩效水平.     

供应链批发价与价格补贴的联合契约

针对随机需求的短生命周期产品,销售商仅有一次订货机会,销售分为两个阶段,第二阶段销售价格下跌,建立了供应链批发价与价格补贴的联合契约模型,分析了供应链协调条件,得到协调时对应不同新增利润分配比例的最优契约参数.然后作为联合契约特例研究了单纯的价格补贴契约.最后对单纯的价格补贴契约与联合契约进行了数值实验.研究表明:联合契约能够实现供应链协调;单纯的价格补贴契约能够激励销售商的订购量达到系统最优水平,但会损害供应商的利益,不能真正协调供应链.     

基于赊销的供应链回购契约协调研究北大核心CSCDCSSCI

在销售商面临资金约束的供应链中,通过供应商向销售商提供赊销的内部融资模式,可以缓解供应链的资金不足问题,改善供应链的绩效。在市场需求不确定的条件下,分别研究了批发价格契约与回购契约对资金约束型供应链的协调问题,并分析了销售商初始资金强弱对契约参数的影响。研究表明:赊销背景下,传统批发价格契约无法协调存在资金约束的供应链;而当销售商分享链利润的比例满足一定条件时,回购契约能够实现资金约束型供应链的协调,且批发价格随销售商初始资金的增大而减小,回购价格随初始资金的增大而增大。最后通过数值分析对结论进行了验证。     

基于报童模型的两级供应链回购契约协调研究

研究具有单一供应商和单一销售商的供应链系统回购契约协调机制。分析了报童模型下两级供应链双边际化效应,建立了基于报童模型的分散式系统、集中式系统的供应商、销售商利润模型,讨论了如何通过回购契约来消除"双边际化效应"。结果表明:回购契约的采用使批发价格比不采用契约时的批发价格低,且使订货量增加,从而使供应链的总利润增加,并且减少了缺货带来的损失,同时更好的满足了顾客需要。最终实现了独立个体最优决策与系统最优决策一致化的供应链协调。     

产需不确定下基于零售商风险规避的三级供应链组合契约模型

针对产需不确定下单一供应商、制造商和风险规避的零售商组成的三级供应链系统,建立了分散和集中情况下的最优决策模型。通过设计风险共担和GL组合契约实现了三级供应链的协调。讨论了风险规避零售商的最优订购决策,分析了风险规避对供应链期望效益的影响。比较了风险规避和风险中性两种情况下零售商的最优决策。探讨了组合契约的协调问题及契约参数之间的关系。研究表明供应链的期望利润随着产需不确定的增加而减少,风险规避下零售商的期望利润低于风险中性时的期望利润,零售商的期望利润随着风险规避程度的加大而减少,零售商最优订购量随风险规避程度的增加而变化。最后数值算例验证了模型和契约协调的有效性。     

The moderating role of social support in Karasek's job strain model

This paper examines whether social support is a boundary-determining criterion in the job strain model of Karasek (1979). The particular focus is the extent to which different sources of social support, work overload and task control influence job satisfaction, depersonalization and supervisor assessments of work performance. Hypotheses are tested using prospective survey data from 80 clerical staff in a university setting. Results revealed 3-way interactions among levels of support (supervisor, co-worker, non-work), perceived task control and work overload on levels of work performance and employee adjustment (self-report). After controlling for levels of negative affect in all analyses, there was evidence that high levels of supervisor support mitigated against the negative effects of high strain jobs on levels of job satisfaction and reduced reported levels of depersonalization. Moreover, high levels of non-work support and co-worker support also mitigated against the negative effects of high strain jobs on levels of work performance. The results are discussed in terms of the importance of social support networks both at, and beyond, the work context.     

Job insecurity, coping resources and personality dispositions in occupational strain

This paper presents research on the relationships between the work-related stressor of perceived job insecurity and various indicators of occupational strain, taking into account employees' personality dispositions (trait negative and positive affectivity) and coping resources. Respondents were 222 Australian public servants surveyed during organizational restructuring that involved downsizing and threat to job certainty. The research was formulated within an adaptation of Osipow, Doty, and Spokane's (1985) framework of stress-strain-coping that included the possible direct as well as moderating effects of personality dispositions in reporting occupational strain (Parkes, 1990). Findings from hierarchical regression analyses indicate consistent significant independent effects of personality dispositions, coping resources and perceived job insecurity on various indicators of strain. There was also support for the moderating roles of negative affectivity and self-care in the relation between perceived job insecurity and physical strain. Implications for the role of dispositional factors, especially negative affectivity, and the utility of various coping resources in accounting for occupational strain in times of threatened job security are discussed.     

Dermal Uptake of 18 Dilute Aqueous Chemicals: In Vivo Disappearance‐Method Measures Greatly Exceed In Vitro‐Based Predictions

Average rates of total dermal uptake (K_up) from short‐term (e.g., bathing) contact with dilute aqueous organic chemicals (DAOCs) are typically estimated from steady‐state in vitro diffusion‐cell measures of chemical permeability (K_p) through skin into receptor solution. Widely used (“PCR‐vitro”) methods estimate K_up by applying diffusion theory to increase K_p predictions made by a physico‐chemical regression (PCR) model that was fit to a large set of K_p measures. Here, K_up predictions for 18 DAOCs made by three PCR‐vitro models (EPA, NIOSH, and MH) were compared to previous in vivo measures obtained by methods unlikely to underestimate K_up. A new PCR model fit to all 18 measures is accurate to within approximately threefold (r = 0.91, p < 10^?5), but the PCR‐vitro predictions (r > 0.63) all tend to underestimate the K_up measures by mean factors (UF, and p value for testing UF = 1) of 10 (EPA, p < 10^?6), 11 (NIOSH, p < 10^?8), and 6.2 (MH, p = 0.018). For all three PCR‐vitro models, log(UF) correlates negatively with molecular weight (r² = 0.31 to 0.84, p = 0.017 to < 10^?6) but not with log(vapor pressure) as an additional predictor (p > 0.05), so vapor pressure appears not to explain the significant in vivo/PCR‐vitro discrepancy. Until this discrepancy is explained, careful in vivo measures of K_up should be obtained for more chemicals, the expanded in vivo database should be compared to in vitro‐based predictions, and in vivo data should be considered in assessing aqueous dermal exposure and its uncertainty.     

Systems Resilience for Multihazard Environments: Definition,Metrics, and Valuation for Decision Making

The United Nations Office for Disaster Risk Reduction reported that the 2011 natural disasters, including the earthquake and tsunami that struck Japan, resulted in $366 billion in direct damages and 29,782 fatalities worldwide. Storms and floods accounted for up to 70% of the 302 natural disasters worldwide in 2011, with earthquakes producing the greatest number of fatalities. Average annual losses in the United States amount to about $55 billion. Enhancing community and system resilience could lead to massive savings through risk reduction and expeditious recovery. The rational management of such reduction and recovery is facilitated by an appropriate definition of resilience and associated metrics. In this article, a resilience definition is provided that meets a set of requirements with clear relationships to the metrics of the relevant abstract notions of reliability and risk. Those metrics also meet logically consistent requirements drawn from measure theory, and provide a sound basis for the development of effective decision‐making tools for multihazard environments. Improving the resiliency of a system to meet target levels requires the examination of system enhancement alternatives in economic terms, within a decision‐making framework. Relevant decision analysis methods would typically require the examination of resilience based on its valuation by society at large. The article provides methods for valuation and benefit‐cost analysis based on concepts from risk analysis and management.     

Job strain and psychotropic drug use among white-collar workers

The main objective of this study was to measure the association between simultaneous exposure to high psychological demand and low decision latitude at work and the use of psychotropic drugs among white-collar workers. A second objective was to determine whether social support at work modified this association. A cross-sectional study was performed that included 2786 workers from the public sector in the Greater Quebec City area. A self-administered questionnaire was used in order to evaluate psychological demand, decision latitude and social support at work. Psychotropic drug use was measured over a period of 2 days. The prevalence of psychotropic drug use among the participants was found to be 3.9%, even though 20.5% were exposed to job strain. The association between job strain and psychotropic drug use, after adjustment for social support at work, age, gender, education, family income, employment status, occupation, stressful life events, cigarette smoking, alcohol consumption and physical activity, was statistically significant (odds ratio: 4.5, 95% CI 1.7?12.2). Social support did not appear to modify this association. The results of this study suggest that job strain might be a determinant of psychotropic drug use among white collar workers. Social support at work does not appear, however, to modify this association.     

Role clarity, work overload and organizational support: multilevel evidence of the importance of support

The present study extended the demands-control-support model used in occupational stress research in two ways. First, it hypothesized that role clarity (i.e. role ambiguity), like control, would moderate the relationship between demands and psychological strain. Second, the study assessed support (from leaders) as a macro characteristic of the work-group environment. Data were drawn from a large study of US army soldiers, the study sample consisting of 1786 lower enlisted male soldiers. The inclusion of support as a work-group characteristic lead to a multilevel test of the model. A three-way multilevel interaction among work demands, role clarity and support was observed. As predicted, the relationship between demands and psychological strain was moderated by role clarity; however, this moderating relationship was found only when work-group support was high.     

Leadership, levels of analysis, and déjà vu: Modest proposals for taxonomy and cladistics coupled with replication and visualization

In the inaugural issue of LQ's Yearly Review of Leadership, Hunt and Dodge (2000, p. 442) note that, “Within the last two decades, one of the crucial developments in organizational research in general, and in leadership research specifically, is the articulation of specific levels of analysis and their implications for theory building, measurement, and observation.” Their original observations are updated by extending the inferential logic of Yammarino, Dionne, Chun and Dansereau (2005) to determine if any increase in the utilization of a level of analysis perspective has occurred in the last five years. The possible evolution of leadership theory and analysis is discussed, especially with reference to Relational Leadership Theory, Leader–Member Exchange, and Individualized Dyadic Theory. Proposals incorporating taxonomic and visualization tools as a means to help bridge the stakeholder gap are also offered.     

Information Frictions in Trade

It is costly to learn about market conditions elsewhere, especially in developing countries. This paper examines how such information frictions affect trade. Using data on regional agricultural trade in the Philippines, I first document a number of observed patterns in trade flows and prices that suggest the presence of information frictions. I then incorporate information frictions into a perfect competition trade model by embedding a process whereby heterogeneous producers engage in a costly sequential search process to determine where to sell their produce. I show that introducing information frictions reconciles the theory with the observed patterns in the data. Structural estimation of the model finds that information frictions are quantitatively important: roughly half the observed regional price dispersion is due to information frictions. Furthermore, incorporating information frictions improves the out‐of‐sample predictive power of the model.     

The Economics of Density: Evidence From the Berlin Wall

This paper develops a quantitative model of internal city structure that features agglomeration and dispersion forces and an arbitrary number of heterogeneous city blocks. The model remains tractable and amenable to empirical analysis because of stochastic shocks to commuting decisions, which yield a gravity equation for commuting flows. To structurally estimate agglomeration and dispersion forces, we use data on thousands of city blocks in Berlin for 1936, 1986, and 2006 and exogenous variation from the city's division and reunification. We estimate substantial and highly localized production and residential externalities. We show that the model with the estimated agglomeration parameters can account both qualitatively and quantitatively for the observed changes in city structure. We show how our quantitative framework can be used to undertake counterfactuals for changes in the organization of economic activity within cities in response, for example, to changes in the transport network.     

Modelling end-of-life product recovery chains - a case study

European Union legislation, and existing national legislation of many European countries, mandates that manufacturers take back and recover their electronic and electrical equipment. If manufacturers are to comply with legislation, models need to be developed for these activities. Whilst infrastructural and technological deficits exist and must be addressed, so too must the organization of recovery, from a business perspective. In this paper, models of resource recovery are presented and a case study described.