Enterprise risk management: a DEA VaR approach in vendor selection
From MaRDI portal
Publication:3163385
DOI10.1080/00207540903051684zbMath1197.90306OpenAlexW1979650946MaRDI QIDQ3163385
Desheng Dash Wu, David L. Olson
Publication date: 25 October 2010
Published in: International Journal of Production Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207540903051684
supply chainsvalue-at-risk (VaR)data envelopment analysis (DEA)vendor selectionenterprise risk management
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (17)
Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations ⋮ Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy ⋮ Optimal allocation of a fixed production under price uncertainty ⋮ Robust scenario-based value-at-risk optimization ⋮ Sourcing decision under disruption risk with supply and demand uncertainty: a newsvendor approach ⋮ Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson ⋮ Investigating the impact of behavioral factors on supply network efficiency: insights from banking's corporate bond networks ⋮ Credit risk prediction using fuzzy immune learning ⋮ Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model ⋮ A BSDE approach to risk-based asset allocation of pension funds with regime switching ⋮ Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups ⋮ Predicting repayment of the credit card debt ⋮ Combined forecasts in portfolio optimization: a generalized approach ⋮ Time-dependent and independent control rules for coordinated production and pricing under demand uncertainty and finite planning horizons ⋮ Optimal excess-of-loss reinsurance and investment polices under the CEV model ⋮ An optimization approach to risk decision-making of closed-loop logistics based on SCOR model ⋮ Information security investment for competitive firms with hacker behavior and security requirements
Cites Work
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Vendor selection criteria and methods
- Stochastic models and variable returns to scales in data envelopment analysis
- A comparison of stochastic dominance and stochastic DEA for vendor evaluation
- Co-op advertising models in manufacturer-retailer supply chains: A game theory approach
This page was built for publication: Enterprise risk management: a DEA VaR approach in vendor selection