| 不确定需求下的企业最优外汇持有量模型研究 |
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| 引用本文： | 郑秀田,赵卫亚.不确定需求下的企业最优外汇持有量模型研究[J].数学的实践与认识,2010,40(20). |
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| 作者姓名： | 郑秀田 赵卫亚 |
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| 作者单位： | 杭州师范大学钱江学院;浙江工商大学工商管理学院;浙江工商大学统计与数学学院; |
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| 摘 要： | 把外汇作为存货看待,考虑了外汇的持有成本、转换成本、汇率风险,外汇存款利率以及利息税率等因素,通过建立数学模型来研究不确定需求下的企业最优外汇持有量问题.
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| 关 键 词： | 外汇 最优持有量 数学模型 |
Mathematical Models for a firm's Optimal Holding of a Foreign Currency under Uncertain Demand |
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| ZHENG Xiu-tian,ZHAO Wei-ya.Mathematical Models for a firm's Optimal Holding of a Foreign Currency under Uncertain Demand[J].Mathematics in Practice and Theory,2010,40(20). |
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| Authors: | ZHENG Xiu-tian ZHAO Wei-ya |
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| Institution: | ZHENG Xiu-tian~(1,2),ZHAO Wei-ya~3 (Hangzhou Normal University,Qianjiang College,Hangzhou 310036,China) (Zhejiang Gongshang University,School of business administration,Hangzhou 310018,School of Statistics,China) |
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| Abstract: | Considering a foreign currency as one of inventories of goods,we build models to help firms determine the optimal holding of a foreign currency under uncertain demand by taking into account holding cost,transferring cost,exchange risk,interest rate on the foreign exchange deposit and its interest tax rate. |
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| Keywords: | optimal holding foreign currency mathematical models |
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