Risk management through financial hedging in inventory systems with stochastic price processes
Year of publication: |
2024
|
---|---|
Authors: | Canyakmaz, Caner ; Özekici, Süleyman ; Karaesmen, Fikri |
Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-7579, ZDB-ID 2020829-7. - Vol. 270.2024, Art.-No. 109189, p. 1-15
|
Subject: | Inventory management | Financial hedging | Price fluctuations | Dynamic minimum-variance hedge | Hedging | Theorie | Theory | Lagerhaltungsmodell | Inventory model | Lagermanagement | Warehouse management | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Derivat | Derivative | Volatilität | Volatility |
-
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana, (2019)
-
Stentoft, Lars, (2020)
-
Risk Management Through Financial Hedging in Inventory Systems with Stochastic Price Processes
Canyakmaz, Caner, (2023)
- More ...
-
A newsvendor problem with markup pricing in the presence of within-period price fluctuations
Canyakmaz, Caner, (2022)
-
An inventory model where customer demand is dependent on a stochastic price process
Canyakmaz, Caner, (2019)
-
Risk Management Through Financial Hedging in Inventory Systems with Stochastic Price Processes
Canyakmaz, Caner, (2023)
- More ...