Selective course 1
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Decision and Risk Management
Outline
1. Introduction of Enterprise Risk Management and Decision Process
a. Financial risk
b. Supply chain risk
c. Environmental risk
d. Emergency
2. History of Enterprise Risk Management and Modeling Issues
3. Decision analysis: SMART with application to IT outsourcing
4. Risk Management: Value at risk
5. Utility
6. DEA, Stochastic DEA
7. DEA Value at risk with application to supply chain, vendor selection
8. Stochastic programming with application to financial investment
Chance constraint
Reference:
David L. Olson and Desheng Dash Wu, Enterprise Risk Management, World Scientific Publisher, 2007.
D.L. Olson & Desheng WU, Enterprise Risk Management Models. Berlin: Springer Press, 2010.
A Comparison of Stochastic Dominance and Stochastic DEA for Vendor Evaluation. International Journal of Production Research. 2007 (1). (Desheng Wu, and D. L. Olson)