The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan He, Jian Wang, Xianglin Jiang
| Year of publication: |
July-September 2016
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| Authors: | Juan, He ; Wang, Jian ; Xianglin, Jiang |
| Published in: |
Inventi impact: supply chain & logistics. - Bhopal : Inventi Journals, ISSN 2249-0981, ZDB-ID 2821950-8. - 2016, 3, p. 158-179
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| Subject: | Supply Chain Finance | Long Memory | Long-Term Risk Measure | Portfolio Optimization | Lieferkette | Supply chain | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
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| 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/10011623661