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Customizing the Optimal Hedge — A Stochastic-Solution Model

Yuan, Yiyong - 2015

Customizing the optimal derivative written on an “instrument” risk to hedge an exogenous pecuniary risk is only examined in a few works assuming specific objective function and/or distribution of the risks. We show that this problem is closely-related to a previously un-examined...

Persistent link: https://www.econbiz.de/10013026154

Optimal newsvendor IRM with downside risk

Guiotto, Paolo; Roncoroni, Andrea - In: Frontiers in supply chain finance and risk management, (pp. 19-43). 2023

Persistent link: https://www.econbiz.de/10014336529

Optimierung eines Portfolios mit hydro-thermischem Kraftwerkspark im börslichen Strom- und Gasterminmarkt

Bagemihl, Joachim (contributor) - 2003

Persistent link: https://www.econbiz.de/10001793208

Capacity optimization of an innovating firm

Hagspiel, Verena; Kort, Peter M.; Nunes, Cláudia; … - In: International journal of production economics 233 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012495610

Product portfolio decision-making and absorptive capacity : a simulation study

Mäkinen, Saku J.; Vikko, Matti K. - In: Journal of engineering and technology management : JET-M 32 (2014), pp. 60-75

Persistent link: https://www.econbiz.de/10010388472

An innovative approach for strategic capacity portfolio planning under uncertainties

Wu, Cheng-hung; Chuang, Ya-tang - In: European journal of operational research : EJOR 207 (2010) 2, pp. 1002-1013

Persistent link: https://www.econbiz.de/10008652634

Project portfolio management: capacity allocation, downsizing decisions and sequencing rules

Herbots, Jade; Herroelen, Willy S.; Leus, Roel - 2008

Persistent link: https://www.econbiz.de/10003981777

Using VAR for strategic capacity allocation : an airline perspective

Leon, Steven; Szmerekovsky, Joseph; Tolliver, Denver - In: International journal of services and operations management 21 (2015) 2, pp. 127-149

Persistent link: https://www.econbiz.de/10011380053

Valuing fuel diversification in power generation capacity planning

Sunderkötter, Malte; Weber, Christoph - In: Energy economics 34 (2012) 5, pp. 1664-1674

Persistent link: https://www.econbiz.de/10009687965

Finding a portfolio of near-optimal aggregated solutions to capacity expansion energy system models

Buchholz, Stefanie; Gamst, Mette; Pisinger, David - In: Operations research forum 1 (2020) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10012237539