Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels....

Moderne Supply Chain (SC)-Konzepte sind durch den Versuch gekennzeichnet, Lagerbestände weitestgehend zu minieren und gleichzeitig Flexibilität und Zuverlässigkeit zu erhöhen. Dabei werden die Beschaffungs-, Produktions- und Distributionskonzepte verladender Unternehmen sowie von Zulieferern...

This paper examines the time-varying dependence structure of commodity futures portfolios based on multivariate dynamic copula models. The importance of accounting for time-variation is emphasized in the context of the Basel traffic light system. We enhance the exibility of this structure by...