메뉴 건너뛰기




Volumn 139, Issue 1, 2012, Pages 80-89

The investment strategies for a dynamic supply chain under stochastic demands

Author keywords

Dynamic optimization; Investment threshold; Real option; Supply chain

Indexed keywords

CASH FLOW; COST RATES; CRITICAL FACTORS; DEMAND SHOCKS; DYNAMIC OPTIMIZATION; DYNAMIC OPTIMIZATION MODELS; DYNAMIC SUPPLY CHAINS; HOLDING COSTS; INVESTMENT STRATEGY; INVESTMENT THRESHOLD; NET PRESENT VALUE; OPERATIONAL COSTS; OPTION VALUE; REAL OPTIONS; SHIPPING COST; STOCHASTIC DEMAND; SUNK COST; VOLATILE MARKETS;

EID: 84863197940     PISSN: 09255273     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijpe.2011.11.021     Document Type: Article
Times cited : (28)

References (31)
  • 1
    • 33747813445 scopus 로고    scopus 로고
    • The efficiency of joint decision making in buyer-supplier relationships
    • Markus Biehl, Wade Cook, and David A. Johnston The efficiency of joint decision making in buyer-supplier relationships Annals of Operations Research 145 2006 15 34
    • (2006) Annals of Operations Research , vol.145 , pp. 15-34
    • Biehl, M.1    Cook, W.2    Johnston, D.A.3
  • 2
    • 24144484608 scopus 로고    scopus 로고
    • Decision analysis and real options: A discrete time approach to real option valuation
    • Luiz E. Brandao, and James S. Dyer Decision analysis and real options: a discrete time approach to real option valuation Annals of Operations Research 135 2005 21 39
    • (2005) Annals of Operations Research , vol.135 , pp. 21-39
    • Brandao, L.E.1    Dyer, J.S.2
  • 3
    • 0001603924 scopus 로고
    • Evaluating natural resource investments
    • M.J. Brennan, and E.S. Schwartz Evaluating natural resource investments Journal of Business 58 1985 135 157
    • (1985) Journal of Business , vol.58 , pp. 135-157
    • Brennan, M.J.1    Schwartz, E.S.2
  • 5
    • 84936823784 scopus 로고
    • Entry and exit decisions under uncertainty
    • A. Dixit Entry and exit decisions under uncertainty Journal of Political Economy 97 1989 620 638
    • (1989) Journal of Political Economy , vol.97 , pp. 620-638
    • Dixit, A.1
  • 8
    • 0346972968 scopus 로고    scopus 로고
    • Innovations, improvements, and the optimal adoption of new technologies
    • U. Doraszelski Innovations, improvements, and the optimal adoption of new technologies Journal of Economic Dynamics and Control 28 2004 1461 1480
    • (2004) Journal of Economic Dynamics and Control , vol.28 , pp. 1461-1480
    • Doraszelski, U.1
  • 10
    • 0002369216 scopus 로고    scopus 로고
    • Risk-adjusted discount rate and capital budgeting under uncertainty
    • Eugene F. Fama Risk-adjusted discount rate and capital budgeting under uncertainty Journal of Financial Economics 5 1997 3 24
    • (1997) Journal of Financial Economics , vol.5 , pp. 3-24
    • Fama, E.F.1
  • 14
    • 21344480873 scopus 로고
    • A compound option model of production and Intermediate inventories
    • Gonzalo Cortazar, and Eduardo S. Schwartz A compound option model of production and Intermediate inventories Journal of Business 66 4 1993 517 540
    • (1993) Journal of Business , vol.66 , Issue.4 , pp. 517-540
    • Cortazar, G.1    Schwartz, E.S.2
  • 15
    • 0031161157 scopus 로고    scopus 로고
    • Investment in technological innovations: An option pricing approach
    • S. Grenadier, and A. Weiss Investment in technological innovations: an option pricing approach Journal of Financial Economics 44 1997 397 416
    • (1997) Journal of Financial Economics , vol.44 , pp. 397-416
    • Grenadier, S.1    Weiss, A.2
  • 16
    • 11144295945 scopus 로고    scopus 로고
    • Valuing real options: Can risk-adjusted discounting be made to work?
    • James E. Hodder, Antonio S. Mello, and Gordon Sick Valuing real options: can risk-adjusted discounting be made to work? Journal of Applied Corporate Finance 14 2 2001 90 101
    • (2001) Journal of Applied Corporate Finance , vol.14 , Issue.2 , pp. 90-101
    • Hodder, J.E.1    Mello, A.S.2    Sick, G.3
  • 17
    • 0003145343 scopus 로고
    • Waiting to invest: Investment and uncertainty
    • J.E. Ingersoll, and S.A. Ross Waiting to invest: investment and uncertainty Journal of Business 6 1992 1 30
    • (1992) Journal of Business , vol.6 , pp. 1-30
    • Ingersoll, J.E.1    Ross, S.A.2
  • 19
    • 33947119616 scopus 로고    scopus 로고
    • Timing of Investment under technological and revenue-related uncertainties
    • Pauli Murto Timing of Investment under technological and revenue-related uncertainties Journal of Economic Dynamics and Control 31 2007 1473 1497
    • (2007) Journal of Economic Dynamics and Control , vol.31 , pp. 1473-1497
    • Murto, P.1
  • 20
    • 34548817009 scopus 로고    scopus 로고
    • Devaluating projects and the investment- uncertainty relationship
    • Oscar Gutierrez Devaluating projects and the investment- uncertainty relationship Journal of Economic Dynamics and Control 31 2007 3881 3888
    • (2007) Journal of Economic Dynamics and Control , vol.31 , pp. 3881-3888
    • Gutierrez, O.1
  • 21
    • 0000888844 scopus 로고
    • Irreversible investment, capacity choice, and the value of the firm
    • R. Pindyck Irreversible investment, capacity choice, and the value of the firm American Economic Review 78 1988 969 985
    • (1988) American Economic Review , vol.78 , pp. 969-985
    • Pindyck, R.1
  • 22
    • 0000281418 scopus 로고
    • Irreversibility, uncertainty, and investment
    • R. Pindyck Irreversibility, uncertainty, and investment Journal of Economic Literature 29 3 1991 1110 1148
    • (1991) Journal of Economic Literature , vol.29 , Issue.3 , pp. 1110-1148
    • Pindyck, R.1
  • 24
    • 2942607930 scopus 로고    scopus 로고
    • Rational pricing of internet companies revisited
    • E.S. Schwartz, and M. Moon Rational pricing of internet companies revisited The Financial Review 36 2001 7 26
    • (2001) The Financial Review , vol.36 , pp. 7-26
    • Schwartz, E.S.1    Moon, M.2
  • 25
    • 24144494151 scopus 로고    scopus 로고
    • Analysis of a duopoly supply chain and its application in electricity spot markets
    • Suresh P. Sethi, Houmin Yan, and Hanqin Zhang Analysis of a duopoly supply chain and its application in electricity spot markets Annals of Operations Research 135 2005 239 259
    • (2005) Annals of Operations Research , vol.135 , pp. 239-259
    • Sethi, S.P.1    Yan, H.2    Zhang, H.3
  • 26
    • 33748426772 scopus 로고    scopus 로고
    • Entry and exit decisions based on a discount factor approach
    • Sigbjorn Sodal Entry and exit decisions based on a discount factor approach Journal of Economic Dynamics and Control 30 2006 1963 1986
    • (2006) Journal of Economic Dynamics and Control , vol.30 , pp. 1963-1986
    • Sodal, S.1
  • 28
    • 84977719278 scopus 로고
    • Valuing flexibility as a complex option
    • A.J. Triantis, and J.E. Hodder Valuing flexibility as a complex option Journal of Finance 45 1990 549 565
    • (1990) Journal of Finance , vol.45 , pp. 549-565
    • Triantis, A.J.1    Hodder, J.E.2
  • 29
    • 0001382694 scopus 로고
    • Trade reform, aggregate investment and capital flight
    • S. Van Wijnbergen Trade reform, aggregate investment and capital flight Economic Letters 19 1985 369 372
    • (1985) Economic Letters , vol.19 , pp. 369-372
    • Van Wijnbergen, S.1
  • 30
    • 24144450816 scopus 로고    scopus 로고
    • Coordination of a supply chain with one-manufacturer and two-retailers under demand promotion disruption management decisions
    • Tiaojun Xiao, Gang Yu, Zhaohan Sheng, and Yusen Xia Coordination of a supply chain with one-manufacturer and two-retailers under demand promotion disruption management decisions Annals of Operations Research 135 2005 87 109
    • (2005) Annals of Operations Research , vol.135 , pp. 87-109
    • Xiao, T.1    Yu, G.2    Sheng, Z.3    Xia, Y.4
  • 31
    • 40749087958 scopus 로고    scopus 로고
    • Pricing coordination in supply chains through revenue sharing contracts
    • Yond-Wu Zhou, and Shanlin Yang Pricing coordination in supply chains through revenue sharing contracts Information and Management Sciences 19 1 2008 31 51
    • (2008) Information and Management Sciences , vol.19 , Issue.1 , pp. 31-51
    • Zhou, Y.-W.1    Yang, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.