Optimization under supplier portfolio risk considering breach of contract and market risks
Year of publication: |
2018
|
---|---|
Authors: | Wu, Qi ; Sak, Halis ; Seshadri, Sridhar ; Haksoz, Cagri |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 7.2018, 3/4, p. 77-89
|
Subject: | Supply chain disruption | risk management | importance sampling | conditional Monte Carlo | Risikomanagement | Risk management | Lieferkette | Supply chain | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Marktrisiko | Market risk | Risikomaß | Risk measure | Risiko | Risk |
-
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom, (2018)
-
Nguyen Quang Thinh, (2017)
-
Huang, Zhenzhen, (2024)
- More ...
-
New results on the newsvendor model and the multi-period inventory model with backordering
Janakiraman, Ganesh, (2013)
-
Inventory management with stochastic lead times
Muthuraman, Kumar, (2015)
-
Inventory Management with Stochastic Lead Times
Muthuraman, Kumar, (2013)
- More ...