The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan He, Jian Wang, Xianglin Jiang
| Year of publication: |
February 2016
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|---|---|
| Authors: | Juan, He ; Wang, Jian ; Xianglin, Jiang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 1, p. 134-155
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| Subject: | Supply Chain Finance | Long Memory | Long-Term Risk Measure | Portfolio Optimization | Lieferkette | Supply chain | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.61014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543832