Production planning with risk hedging under a conditional value at risk objective
Liao Wang, David D. Yao
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Liao ; Yao, David D. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 4, p. 1055-1072
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| Subject: | Operations and Supply Chains | CVaR | production planning | downside risk aversion | optimal hedging | Hedging | Produktionsplanung | Production planning | Lieferkette | Supply chain | Risikomaß | Risk measure | Theorie | Theory | Risikoaversion | Risk aversion | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2423 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338036