Risk hedging for VaR-constrained newsvendors
Year of publication: |
2024
|
---|---|
Authors: | Chang, Shuhua ; Li, Jiajing ; Sethi, Suresh P. ; Wang, Xinyu |
Published in: |
Transportation research : an international journal. - Oxford : Pergamon, Elsevier Science, ZDB-ID 2013782-5. - Vol. 181.2024, Art.-No. 103365, p. 1-28
|
Subject: | Financial hedging | Newsvendor models | Non-defective proportion | Operations-finance interface | Risk management | Value-at-risk constraints | Risikomanagement | Lagerhaltungsmodell | Inventory model | Hedging | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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