本文選題：物流金融 + 定價��； 參考：《西南交通大學》2012年博士論文

【摘要】：隨著全球經(jīng)濟發(fā)展和市場競爭的加劇,資金約束成為供應鏈企業(yè)較為普遍存在的問題,尤其在發(fā)展中國家。企業(yè)發(fā)展過程中,存貨占用大量資金加劇了流動資金不足的問題。利用物流企業(yè)的監(jiān)管職能、應用金融工具,可以盤活庫存、在途庫存及應收賬款所占資金,提高企業(yè)資本的利用率。物流金融在這樣的背景下應運而生,對于物流企業(yè)來說此業(yè)務可增強競爭力；對于供應鏈中的節(jié)點企業(yè)來說,加快了資金的流動速度,增加了效益；對于商業(yè)銀行來說,降低了風險；對于整個供應鏈來說,則整合了供應鏈中的資金資源,提升了供應鏈的效率和效益,增加了供應鏈各方的競爭力。 供應鏈環(huán)境下物流金融業(yè)務的持續(xù)穩(wěn)定對供應鏈的穩(wěn)定運作、中小企業(yè)的穩(wěn)定生產(chǎn)經(jīng)營、銀行利潤的穩(wěn)步增長、物流企業(yè)增值業(yè)務擴展起到了決定性的作用。由于市場存在諸多不確定因素,且物流金融業(yè)務的三個主體往往以自身利益最大化為目標,因此在物流金融業(yè)務的運作中可能因為信息不對稱、惡意欺詐、相關企業(yè)經(jīng)營狀況惡化等因素導致物流金融的業(yè)務的終止。本文以此為切入點,圍繞以下五個問題展開研究： (1)在對國內外相關文獻進行分析總結的基礎上,系統(tǒng)地回顧了物流金融的相關研究成果,分析融資企業(yè)存貨質押后利潤的增量與其支付的融資費用之間的關系,建立了第三方物流企業(yè)存貨質押融資服務的定價模型,給出了服務價格的區(qū)間范圍；在此基礎上,以需求量受物流融資服務價格影響的報童模型為研究對象,在已知價格分布信息的條件下,由需求函數(shù)得出需求量的概率密度函數(shù),從而將報童問題中對于需求的控制轉化為對于產(chǎn)品價格的控制,得到物流金融最優(yōu)的服務定價模型。 (2)對銀行物流金融業(yè)務定價的基礎及模式、銀行物流金融業(yè)務所面臨的風險、風險特征進行分析,總結了銀行物流金融風險管理的對策。 (3)由于市場的不確定性,企業(yè)利潤難以準確量化評價。利用D-S證據(jù)理論對融資企業(yè)存貨質押融資后的利潤進行定量分析和判斷,建立模型并進行求解及仿真。 (4)從資金需求企業(yè)利潤最大化的角度出發(fā),給出了延期支付和存貨質押兩種業(yè)務下的企業(yè)利潤模型,并基于D-S證據(jù)理論建立了不確定條件下這兩種業(yè)務的決策模型。 (5)對物流金融業(yè)務各個主體所面臨的風險進行識別和歸類,以“物流金融業(yè)務終止”為頂事件、各種具體的風險要素為底事件建立了故障樹,給出了頂事件失效概率和重要度的計算方法,從而能夠對物流金融融資業(yè)務終止的概率進行定量、直觀的分析,并找出對物流金融業(yè)務運作影響最大因素。當影響因素的發(fā)生概率無法準確測度、為區(qū)間概率時,利用區(qū)間理論對物流金融業(yè)務終止的故障樹進行了區(qū)間分析,得出頂事件的發(fā)生概率區(qū)間值。
[Abstract]:With the development of global economy and the aggravation of market competition, capital constraint has become a common problem in supply chain enterprises, especially in developing countries.In the process of enterprise development, inventory occupies a large amount of capital, which exacerbates the problem of insufficient liquidity.By using the supervisory function of logistics enterprises and the application of financial instruments, the capital occupied by inventory, in-transit inventory and accounts receivable can be activated, and the utilization rate of enterprise capital can be improved.Logistics finance emerges as the times require under this background, for logistics enterprises, this business can enhance their competitiveness; for the node enterprises in the supply chain, it speeds up the speed of capital flow and increases the efficiency; for commercial banks,For the whole supply chain, it integrates the capital resources in the supply chain, improves the efficiency and benefit of the supply chain, and increases the competitiveness of all parties in the supply chain.The sustained stability of logistics financial business in the supply chain environment plays a decisive role in the stable operation of the supply chain, the stable production and operation of small and medium-sized enterprises, the steady growth of bank profits, and the expansion of value-added services of logistics enterprises.Because there are many uncertain factors in the market, and the three main bodies of the logistics financial business often aim at maximizing their own interests, it may be due to information asymmetry and malicious fraud in the operation of the logistics financial business.The business of logistics finance is terminated due to the deterioration of related enterprises.This paper takes this as the starting point, carries on the research around the following five questions:1) based on the analysis and summary of domestic and foreign related literature, this paper systematically reviews the related research results of logistics finance, and analyzes the relationship between the increment of the profit after inventory pledge and the financing expenses paid by the financing enterprises.In this paper, the pricing model of inventory pledge financing service in third party logistics enterprises is established, and the range of service price is given, on the basis of which, the newsboy model, which is influenced by the price of logistics financing service, is taken as the research object.Under the condition that the price distribution information is known, the probability density function of demand is derived from the demand function, and the control of demand in newsboy problem is transformed into the control of product price, and the optimal service pricing model of logistics finance is obtained.2) the basis and mode of bank logistics financial business pricing, the risk and risk characteristics of bank logistics financial business are analyzed, and the countermeasures of bank logistics financial risk management are summarized.Due to the uncertainty of the market, it is difficult to evaluate the profit accurately.The D-S evidence theory is used to quantitatively analyze and judge the profit of inventory pledge financing in financing enterprises, and then the model is established and solved and simulated.4) from the point of view of maximizing the profit of the enterprise with capital demand, this paper gives the profit models of the two kinds of business, which are deferred payment and inventory pledge, and establishes the decision models of these two kinds of business under uncertain conditions based on D-S evidence theory.(5) identifying and classifying the risks faced by each main body of logistics financial business, taking "the termination of logistics financial business" as the top event, and setting up a fault tree with various specific risk factors as the base event.The method of calculating the failure probability and the importance of the top event is given, which can analyze quantitatively and intuitively the probability of the termination of the logistics finance business, and find out the most influential factors on the operation of the logistics finance business.When the occurrence probability of the influencing factors can not be accurately measured, the interval theory is used to analyze the fault tree of the termination of logistics financial business, and the interval value of the occurrence probability of the top event is obtained.
【學位授予單位】：西南交通大學
【學位級別】：博士
【學位授予年份】：2012
【分類號】：F832.2;F253

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