IDEAS home Printed from https://ideas.repec.org/p/ebg/iesewp/d-0900.html
   My bibliography  Save this paper

Supply chain knowledge management: A conceptual framework

Author

Listed:
  • Done, Adrian

    () (IESE Business School)

Abstract

The supply chain literature still largely focuses on asset, alphanumeric data and information (in the form of documents and files) elements of exchange between supply chain partners, despite the fact that increased integration and collaboration clearly require development of more complex elements of expertise and knowledge. In this respect, this paper recognizes the knowledge management (KM) literature as a potential source of new insights to add conceptual depth and understanding to managing 21st century supply chains. Specific KM theories and constructs are identified as potentially contributing to theory and practice in supply chain contexts. An overall framework for supply chain knowledge management is developed, along with literature-based definitions of supply chain knowledge transfer, competence and maturity constructs. The "knowledge lens" theory building approach is applied to import these perspectives into supply chain domains, with efforts to maintain conceptual consistency across the two literature streams.

Suggested Citation

  • Done, Adrian, 2011. "Supply chain knowledge management: A conceptual framework," IESE Research Papers D/900, IESE Business School.
  • Handle: RePEc:ebg:iesewp:d-0900
    as

    Download full text from publisher

    File URL: http://www.iese.edu/research/pdfs/DI-0900-E.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Sumit Agarwal & John C Driscoll & Xavier Gabaix & David Laibson, 2007. "The Age of Reason: Financial Decisions Over the Lifecycle," Levine's Bibliography 122247000000001752, UCLA Department of Economics.
    2. Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008. "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers 276, Society for Economic Dynamics.
    3. Danthine, Jean-Pierre & Moresi, Serge, 1993. "Volatility, information and noise trading," European Economic Review, Elsevier, pages 961-982.
    4. Gennotte, Gerard & Leland, Hayne, 1990. "Market Liquidity, Hedging, and Crashes," American Economic Review, American Economic Association, pages 999-1021.
    5. Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009. "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," IDEI Working Papers 474, Institut d'Économie Industrielle (IDEI), Toulouse.
    6. Jayant Vivek Ganguli & Liyan Yang, 2009. "Complementarities, Multiplicity, and Supply Information," Journal of the European Economic Association, MIT Press, pages 90-115.
    7. Manuel Amador & Pierre-Olivier Weill, 2010. "Learning from Prices: Public Communication and Welfare," Journal of Political Economy, University of Chicago Press, pages 866-907.
    8. Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, pages 577-601.
    9. Christophe Chamley, 2008. "On "Acquisition of Information in Financial Markets"," Review of Economic Studies, Oxford University Press, vol. 75(4), pages 1081-1084.
    10. Federico Echenique, 1999. "Comparative Statics by Adaptative Dynamics and the Correspondence Principle," Documentos de Trabajo (working papers) 2099, Department of Economics - dECON.
    11. Gadi Barlevy & Pietro Veronesi, 2000. "Information Acquisition in Financial Markets," Review of Economic Studies, Oxford University Press, pages 79-90.
    12. Luis Angel Medran & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, pages 199-277.
    13. Gerard Gennotte and Hayne Leland., 1989. "Market Liquidity, Hedging and Crashes," Research Program in Finance Working Papers RPF-192, University of California at Berkeley.
    14. Laura L. Veldkamp, 2006. "Information Markets and the Comovement of Asset Prices," Review of Economic Studies, Oxford University Press, vol. 73(3), pages 823-845.
    15. Federico Echenique, 2002. "Comparative Statics by Adaptive Dynamics and the Correspondence Principle," Econometrica, Econometric Society, pages 833-844.
    16. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, pages 393-408.
    17. Christian Hellwig & Laura Veldkamp, 2009. "Knowing What Others Know: Coordination Motives in Information Acquisition," Review of Economic Studies, Oxford University Press, vol. 76(1), pages 223-251.
    18. Vives, Xavier, 1990. "Nash equilibrium with strategic complementarities," Journal of Mathematical Economics, Elsevier, vol. 19(3), pages 305-321.
    19. He, Hua & Wang, Jiang, 1995. "Differential Information and Dynamic Behavior of Stock Trading Volume," Review of Financial Studies, Society for Financial Studies, pages 919-972.
    20. Blume, L. E. & Bray, M. M. & Easley, D., 1982. "Introduction to the stability of rational expectations equilibrium," Journal of Economic Theory, Elsevier, pages 313-317.
    21. Duffie Darrell & Rahi Rohit, 1995. "Financial Market Innovation and Security Design: An Introduction," Journal of Economic Theory, Elsevier, pages 1-42.
    22. Maik Heinemann, 2010. "Stability under learning of equilibria in financial markets with supply information," Economics Bulletin, AccessEcon, pages 383-391.
    23. R. Guesnerie, 2002. "Anchoring Economic Predictions in Common Knowledge," Econometrica, Econometric Society, pages 439-480.
    24. Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009. "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," TSE Working Papers 09-018, Toulouse School of Economics (TSE).
    25. Gerard Gennotte and Hayne Leland., 1989. "Market Liquidity, Hedging and Crashes," Research Program in Finance Working Papers RPF-184, University of California at Berkeley.
    26. Xavier Vives, 1993. "How Fast do Rational Agents Learn?," Review of Economic Studies, Oxford University Press, vol. 60(2), pages 329-347.
    27. repec:bla:joares:v:26:y:1988:i:1:p:107-118 is not listed on IDEAS
    28. Vives, Xavier, 1995. "Short-Term Investment and the Informational Efficiency of the Market," Review of Financial Studies, Society for Financial Studies, pages 125-160.
    29. Chamley, Christophe, 2007. "Complementarities in information acquisition with short-term trades," Theoretical Economics, Econometric Society.
    30. Christophe Chamley, 2008. "On "Acquisition of information in Financial Markets"," Post-Print halshs-00754259, HAL.
    31. Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, pages 577-601.
    32. Paul A. Gompers & Joy Ishii & Andrew Metrick, 2010. "Extreme Governance: An Analysis of Dual-Class Firms in the United States," NBER Chapters,in: Corporate Governance National Bureau of Economic Research, Inc.
    33. repec:ebl:ecbull:v:30:y:2010:i:1:p:383-391 is not listed on IDEAS
    34. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 1994. " Security Analysis and Trading Patterns When Some Investors Receive Information before Others," Journal of Finance, American Finance Association, vol. 49(5), pages 1665-1698, December.
    35. Diamond, Douglas W. & Verrecchia, Robert E., 1981. "Information aggregation in a noisy rational expectations economy," Journal of Financial Economics, Elsevier, pages 221-235.
    36. Danthine, Jean-Pierre & Moresi, Serge, 1993. "Volatility, information and noise trading," European Economic Review, Elsevier, pages 961-982.
    37. He, Hua & Wang, Jiang, 1995. "Differential Information and Dynamic Behavior of Stock Trading Volume," Review of Financial Studies, Society for Financial Studies, pages 919-972.
    38. Christophe Chamley, 2007. "Complementarities in Information Acquisition with Short-Term Trades," Post-Print halshs-00754190, HAL.
    39. McCafferty, Stephen & Driskill, Robert, 1980. "Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models," Econometrica, Econometric Society, pages 1313-1317.
    40. R. Guesnerie, 2002. "Anchoring Economic Predictions in Common Knowledge," Econometrica, Econometric Society, pages 439-480.
    41. Xavier Vives, 2007. "Information and Learning in Markets," Levine's Bibliography 122247000000001520, UCLA Department of Economics.
    42. Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011. "Learning and Complementarities in Speculative Attacks," Review of Economic Studies, Oxford University Press, vol. 78(1), pages 263-292.
    43. Admati, Anat R, 1985. "A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets," Econometrica, Econometric Society, pages 629-657.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Knowledge Management; Supply Chains; Conceptual Framework;

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ebg:iesewp:d-0900. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Noelia Romero). General contact details of provider: http://edirc.repec.org/data/ienaves.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.