Optimal inventory and hedging decisions with CVaR consideration
Weili Xue; Lijun Ma; Houcai Shen
| Year of publication: |
2015
|
|---|---|
| Authors: | Xue, Weili ; Ma, Lijun ; Houcai Shen |
| Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 162.2015, p. 70-82
|
| Subject: | Put option | Newsvendor model | Conditional value-at-risk (CVaR) | Hedging | Lagerhaltungsmodell | Inventory model | Risikomaß | Risk measure | Optionsgeschäft | Option trading | Theorie | Theory | Lagermanagement | Warehouse management | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515848