Managing inventory financing in a volatile market : a novel data-driven copula model
Bangdong Zhi, Xiaojun Wang, Fangming Xu
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhi, Bangdong ; Wang, Xiaojun ; Xu, Fangming |
| Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 165.2022, p. 1-21
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| Subject: | Copula model | Interest rate | Inventory financing | Loan-to-value ratio | Risk management | Risikomanagement | Multivariate Verteilung | Multivariate distribution | Lagermanagement | Warehouse management | Theorie | Theory | Kreditrisiko | Credit risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.tre.2022.102854 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013383670