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  • 1. Tang, Zijie
    et al.
    Wu, Desheng Dash
    Stockholm University, Faculty of Social Sciences, Stockholm Business School. University of Chinese Academy of Sciences, People´s Republic of China.
    Dolgui, Alexandre
    Option contracts for online celebrities as retailers in supply chains2019In: International Journal of Production Research, ISSN 0020-7543, E-ISSN 1366-588XArticle in journal (Refereed)
    Abstract [en]

    The online celebrity economy, also called the internet celebrity economy, is growing rapidly in China. Celebrity retailers are usually demand sensitive and capital constrained. The capital constraints along with information asymmetry often render supply chains inefficient when manufacturers are producing at non-optimal levels. Few studies have shed light on the online celebrity supply chain, especially with respect to options. In this study, we examine how option contracts can coordinate supply chains. We find that a capital-constrained retailer can achieve more profitable orders when given an option. The manufacturer - without the full information of market demand - also benefits from offering an option to the retailer. Our numerical case shows that the options contract generates different payoffs depending on the capital of the retailer.

  • 2.
    Tao, Liangyan
    et al.
    Stockholm University, Faculty of Social Sciences, Stockholm Business School. Nanjing University of Aeronautics and Astronautics, China.
    Wu, Desheng Dash
    Stockholm University, Faculty of Social Sciences, Stockholm Business School. University of Chinese Academy of Sciences, China.
    Liu, Sifeng
    Dolgui, Alexandre
    Optimal due date quoting for a risk-averse decision-maker under CVaR2018In: International Journal of Production Research, ISSN 0020-7543, E-ISSN 1366-588X, Vol. 56, no 5, p. 1934-1959Article in journal (Refereed)
    Abstract [en]

    This study investigates a due date quoting problem for a project with stochastic duration, taking the decision-maker's risk attitude into consideration. The project profit is defined as the difference between the price and the cost that is comprised of production cost and earliness-tardiness penalties. In this situation, the due date determination has to be modelled as a stochastic optimisation due to stochastic duration. Conditional value at risk is thus employed as a performance measure to describe the decision-maker's risk attitude. In fixed price contract, when the unit production cost is not smaller than the unit penalty on earliness, the optimal due date increases with the increase of the degree of a decision-maker's risk aversion, the unit penalty on delay, and the decrease of the unit penalty on earliness. Besides, when the price is proportional to the due date and the slope is no bigger than the unit penalty on tardiness, the optimal due date is smaller than the result in fixed price. This is because high price for a short due date encourages a decision-maker to quote a small due date. Further, we compare the optimal due date in different parameter setting where the penalty coefficient of earliness is negative or zero, which means there is reward or no penalty on earliness, respectively. Finally, a case study is conducted to validate the effectiveness and efficiency of the proposed model.

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