供應鏈外包的DEA與風險價值模型概述(ppt 34頁)

供應鏈外包的DEA與風險價值模型概述內容提要：
Review of Risk Management Tools風險管理工具介紹：
Risk Management tools
mean-variance framework of portfolio theory i.e., selection and diversification (Markowitz 1952)
Capital Asset Pricing Model (Sharpe 1964; Lintner 1965; Mossin 1966)
Arbitrage Pricing Theory ( Ross, 1976)
Option pricing theory (Black 1972; Black 1973)
ERM Research and Steps：
More than 80 frameworks: problem-oriented, descriptive, frameworks
Step 1: Determine the corporation’s objectives
Step 2: Identify the risk factors, exposures
Step 3: Quantify the factors, exposures
Assess the impact
Step 4: Examine alternative risk management tools
Step 5: Select appropriate risk management approach
Step 6: Implement and monitor program

..............................