Buy now and price later : supply contracts with time-consistent mean-variance financial hedging
Qiang Li, Baozhuang Niu, Lap-Keung Chu, Jian Ni, Junwei Wang
| Year of publication: |
16 July 2018
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| Authors: | Li, Qiang ; Niu, Baozhuang ; Chu, Lap Keung ; Ni, Jian ; Wang, Junwei |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 268.2018, 2 (16.7.), p. 582-595
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| Subject: | Risk management | Pricing | Mean-variance | Demand forecast update | Contracts | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection | Vertrag | Contract | Risikomanagement | Nachfrage | Demand |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011852650