Portfolio optimization for inventory financing : copula-based approaches
Bangdong Zhi, Xiaojun Wang, Fangming Xu
| Year of publication: |
2021
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| Authors: | Zhi, Bangdong ; Wang, Xiaojun ; Xu, Fangming |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 136.2021, p. 1-11
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| Subject: | Copulas | Inventory Financing | Portfolio Optimization | Risk Management | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Theorie | Theory | Lagermanagement | Warehouse management | Lagerhaltungsmodell | Inventory model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2021.105481 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012629571