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首页> 外文期刊>E3S Web of Conferences >Optimization on Loan-to-value Ratios of Port’s Inventory Financing: Effects of Risk Aversion and Decision Preference
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Optimization on Loan-to-value Ratios of Port’s Inventory Financing: Effects of Risk Aversion and Decision Preference

机译：港口库存融资贷款与价值比优化：风险厌恶与决策偏好的影响

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Under inventory financing mode, port offers joint logistics and financial services to a capital-constrained cargo-owner whose cargos are taken as collaterals. Port takes financial risk while gaining profit from both traditional logistics and derived financial services. This paper adopts Mean-CVaR criterion to formulate objective function and derive the equilibrium loan-to-value ratio. The Mean-CVaR model proposed in this article depicts risk-aversion attitude and decision preference of port under the uncertainty of collateral’s demand. The result shows that there is a positive relation between decision preference and loan-to-value ratio. The growth in risk aversion attitude prompts port to act cautiously by reducing the loan-to-value ratio.
机译：在库存融资模式下，港口为资本限制货物所有者提供联合物流和金融服务，其卡尔戈被视为抵押品。 港口采取财务风险，同时获得传统物流和派生金融服务的利润。 本文采用平均CVAR标准来制定客观函数并导出均衡贷款价值比。 本文提出的平均CVAR模型描绘了港口需求不确定性下港口的风险厌恶态度和决策偏好。 结果表明，决策偏好与贷款价值比之间存在积极关系。 风险厌恶态度的增长提示港口通过降低贷款与价值比率来谨慎行事。

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