Newsvendor model with random supply and financial hedging : utility-based appraoch
Year of publication: |
2014
|
---|---|
Authors: | Sayın, F. ; Karaesmen, Fikri ; Özekici, S. |
Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 154.2014, p. 178-189
|
Subject: | Newsvendor model | Utility theory | Minimum-variance portfolio | Financial hedging | Lagerhaltungsmodell | Inventory model | Hedging | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion |
-
Hedging demand and supply risks in the newsvendor model
Okyay, H. K., (2015)
-
Integrated commodity inventory management and financial hedging : a dynamic mean-variance analysis
Kouvelis, Panos, (2018)
-
Financial hedging and optimal procurement policies under correlated price and demand
Goel, Ankur, (2017)
- More ...
-
Newsvendor model with random supply and financial hedging: Utility-based approach
Sayın, F., (2014)
-
Portfolio optimization in stochastic markets
Çakmak, U., (2006)
-
Portfolio selection with hyperexponential utility functions
Bulmuş, T., (2014)
- More ...