企业数量分析

书籍目录

C 0 N T E N T S

Chapter l Proactive

Decision Making

Routine Decisions

The Challenges of Proactive

Decision Making

Alternatives

Assumptions-Structure

Assumptions-Assessments

Performance

Summary

Chapter 2 Alternatives

Small Number of Alternatives

Sequential Decisions

A Single Decision Quantity

Two or More Decision Quantities

Decision Rules

Summary

Chapter 3 Structuring Assumptions

in Decision Making

Structuring Relationships llsing an

Influence Diagram

Structuring a Sequence of Decisions

and Uncertainties Using a

Decision Tree

Influence Diagrams with

Uncertain Quantities

Final Examples of How to Develop an

Influence Diagram

The Use oflnfluence Diagrams and

Decision Trees

Case: Destiny Consulting Group

Chapter 4 Assessment

Sensitivity Analysis

The Language of Probability

Uncertainties with a Pew

Potential Outcomes

Uncertainties with Many

Potential Outcomes

Summary Measures of

Probability Distributions

Deriving the Probability Distribution

for Performance

Summary

Chapter 5 Performance

Relevant Monetary Flows

Evaluating Alternatives

under Uncertainty

Few Potential Outcomes

Many Potential Outcomes

Summary

Chapter 6 Risk Management

Value of Information

Perfect Information

Imperfect Information

Value of Control

Perfect Control

Control ofContinuously

Ranging Quantities

Adding Value and Reducing Risk

Summary

Chapter 7 Evaluating

Multiperiod Performance

Cash Flow

An Example

Time Value of Money '

Accumulated Value

Present Value and Net Present Value

Formulas for Accumulated and Present

Value Calculations

Streams in Perpetuity

Pretax versus Aftertax Analyses

The Reinvestment Rate

Hurdle Rate

Internal Rate ot Return

Nominal versus Effective Rates

of Return

Chapter 8 Multiobjective and

Multistakeholder Choice

The Generic Choice Problem

Example

First-Rbund Eliminations

Dominance

Decision Rules without Trade-

offJudgments

The Lexicographic Rule

Satisficing

Rate and Weight: Lin"'"' Additive

Scoring Rules

Rating Alternatives

Weighting Attributes

Assumptions ofRate and Weight

Multiple Stakeholder Problems

Appendix l Comments on the

Dependence ofWeights on the

Scaling of Attributes

Exercises

Chapter 9 Risk Preference

and Utility

The Utility of

Monetary Consequences

Risk Aversion

Constant Risk Aversion: Negative

Exponential Utility

Decreasing Risk Aversion:

Logarithmic Utility

Using a Utility Curve for Risk

Analysis

Separation of Risk-Return and Mean-

Variance Analysis

Corporate Risk Policy

Exercises

Chapter lO Competitor Analysis

Characterizing Competitive

Situations

Matrix Format

Classical Structures

No (or Little) Conflict

Prisoner's Dilemma

Preemption

Summary

Chapter ll Probability

Distributions

The Language ofProbability

Distributions

The Probability Mass Function

The Cumulative Distribution

Function - .,

Continuous and Many-Valued

Uncertain Quantities

Assessment: Capturing Personal

Judgment

An Example of Assessing a

Probability Distribution

Assessment: Using Historical Data as

a Guide

Identifying Suitable Data

Using the Suitable Data as a Guide

Adjusting Data for One

Distinguishing Factor

Assessment: Appealing to Underlying

Structure

The Binomial Distribution

The Normal Distribution

The Poisson Distribution

The Exponential Distribution

Subjective Biases and Assessment

Summary

Chapter 12 Sampling

Forecasting Sample Results

Forecasting a Sample Average

Forecasting a Sample Proportion

Using Sample Results to Draw

Inferences about the Underlying

Probability Distribution

Inferences about the Mean of

the Underlying Probability

Distribution

Inferences about the

Underlying Probability

Using Sample Results to Forecast Future

Sample Results

Using Sample Results to Forecast a

Future Sample Average

Using Sample Results to Forecast a

Future Sample Proportion

Summary 198

Chapter 13 Time-Series Forecasting

Basic Approaches for

One-Period Forecasts

Simple Approaches

Moving Average

Smoothed Average

Comparison of Forecasts

Precision

Bias

Exploiting Multiperiod Patterns

Treating Seasonality

Deseasonalizing a Time Series

Forecasting the

Deseasonalized Series

Reseasonalizing the Forecast

Generating the Probability

Distribution Forecast

Decomposition of Time Series

into Seasonality and

Trend Components

Separating out Seasonality

Extrapolating Trend and

Cycle Components

Holt's Model: Exponential Smoothing

with Trend

Winter's Model: Exponential Smoothing

with Trend and Seasonality

Other Advanced Techniques

Considerations in Preparing and Using

a Forecast

Chapter 14 Regression: Forecasting

Using Explanatory Factors

The Simple Linear Model

Fitting the Model Using

"Least Squares"

Important Properties ofthe Least-Squares

Regression Line

Summary Regression Statistics

Standard Error of Estimate

Adjusted R Square

Standard Error of the Coefficients

Assumptions behind the l .inear

Regression Model

Linearity

Independence

Homoscedasticit"

Normality

Summary of

Regression Assumptions

Model-Building Philosophy

Uses ofthe Linear Model

Nature ofthe Relationship

among Variables

The Importance ofthe Underlying

Relationship to the Use of

the Model

Model-Building Procedure

Common Mistakes

Summary

Forecasting Using the Linear

Regression Model

Point Forecast

Interval Forecast

Analogy to Simole Random

Sampling

Using Dummy Variables to Represent

Categorical Variables

Example

Dummy Variables for More than

Two Groups

Useful Data Transforrmations

Example

Choosing a Transformation

Transforming the Y-Variable

Chapter 15 Discrete-Event

Simulation

An Example Application of

Discrete-Event Simulation

The Model

Important Issues in Discrete-

Event Simulation

Calibrating the Uncertainties

Validating the Model

Avoiding Peculiarities Associated with

Start-up

Terminating the Model Run

Summary

Chapter 16 Introduction to

Optimization Models

Transforming an Evaluation Model into an

Optimization Model

Example l: Optimal Order

Quantity

Example 2: Product Mix Planning

Example 3: Facility Location

Summary ofExamples

Categorizing and Solving Optimization

Models

Example l: Nonlinear Programming

Example 2: Linear Programming

Example 3: Integer Programming

Uncertainty in Optimization Models:

Sensitivity Analysis

Lagrange Multipliers

Linear Programming Models

Building an Optimization Model

from Scratch

Chapter 17 The Mathematics

of Optimization

Algebraic Framework for

Optimization Models

Functions

General Structure of an

Optimization Model

Integer Programming

Linear Programnung (LP)

Graphical Representation of

Example 2

The Simplex Algorithm

Some Final Comments on the Simplex

Algorithm and LP

Karmarkar's Algorithm: An Alternative

Approach to Solving

LP Models

Nonlinear Programming (NLP)

Levers to Control the GS

Solution Approach

Integer Programming (IP)

Final Observations: LP, NLP, and IP

Summary

Cases

Case l: American Lawbook

Corporation (A)

Case 2: American Lawbook

Corporation (B)

Case 3: Amore Prozen Foods

Case 4: Athens Glass Works

Case 5: Buckeye Power & Light

Company

Case 6: Buckeye Power & Light

Company Supplement

Case 7: California Oil Company

Case 8: C.K. Coolidge, Inc. (A)

Case 9: The Commerce Tavern

Case lO: CyberLab: A New Business

Opportunity for PRlCO (A)

Case ll: CyberLab: Supplement

Case 12: CyberLab: A New Business

Opportunity for PRlCO (B)

Case 13: Dhahran Roads (A)

Case 14 Dhahran Roads (B)

Case 15: Discounted Cash1

Flow Exercises

Case 16, Edgcomb Metals (A)

Case l7: Florida Glass Company (A)

Case 18: Florida Glass Company (A)

Supplement

Case 19: Foulke Consumer

Products, Inc.

Case 20: Foulke Consumer

Products, Inc., Supplement

Case 21: Freemark Abbey Winery

Case 22: Galaxy Micro Systems

Case 23: Galaxy Micro Systems

Supplement

Case 24: George's T-Shirts

Case 25: Harimann International

Case 26: Hightower Department Stores:

Imported Stuffed Animals

Case 27: International Guidance

and Controls

Case 28: Jade Shampoo (A)

Case 29: Jade Shampoo (B)

Case 30: Jaikumar Textiles, Ltd.'

The Nylon Division (A)

Case 31: Jaikumar Textiles, Ltd.:

The Nylon Division (B)

Case 32: Lesser Antilles Lines: The Island

of San Huberto

Case 33: Lightweight Aluminum

Company: The Lebanon Plant

Case 34: Lorex Pharmaceuticals

Case 35: Maxco, Inc., and the

Gambit Company

Case 36: The Oakland A's (A)

Case 37: The Oakland A's (A)

Supplement

Case38:TheOaklandA's(B)

Case 39: Piedmont Airlines:

Discount Seat Allocation (A)

Case 40: Piedmont Airlines:

Discount Seat Allocation (B)

Case 41: Probability Assessment

Exercise

Case 42: Problems in Regression

Case 43: Roadway Construction

Company

Case 44: Shumway, Horch, and

Sager(A)

Case 45: Shumway, Horch, and

Sager (B)

Case 46: Sleepmore Mattress

Manufacturing: Plant

Consolidation

Case 47: Sprigg Lane (A)

Case 48: T. Rowe Price Assoclates

Case 49: Wachovia Bank and Trust

Company, N.A. (B)

Case 50: Wachovia Bank and Trust

Company, N.A. (B): Supplement

Case 51: Waite First Securities

Case 52: The WaldorfProperty

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