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Production planning with risk hedging under a conditional value at risk objective

Wang, Liao; Yao, David D. - In: Operations research 71 (2023) 4, pp. 1055-1072

Persistent link: https://www.econbiz.de/10014338036

Production and inventory planning under decreasing absolute risk aversion : a unified approach for sensitivity analysis

Seshadri, Sridhar; Wu, Qi - In: Risk and decision analysis 5 (2014) 1, pp. 63-73

Persistent link: https://www.econbiz.de/10010492581

Investigating the use of statistical process control charts for index tracking portfolios

Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638

Persistent link: https://www.econbiz.de/10012214352

Zur Anwendung der Portfoliotheorie in der Forstwissenschaft : finanzielle Optimierungsansätze zur Bewertung von Diversifikationseffekten

Beinhofer, Bernhard - 2010

Ziel dieser Studie war die Quantifizierung der Diversifikationseffekte durch Produktion verschiedener Holzsortimente, wobei für Fichte, Kiefer, Buche und Eiche jeweils Wert-, Säge- und Industrieholz unterschieden wurde. Diese Analyse erfolgte in Portfolios aus konventionell erzogenen und aus...

Persistent link: https://www.econbiz.de/10008655453

Theory-driven practical approach to integrate R&D and production planning for portfolio management in agribusiness

Bansal, Saurabh; Gutierrez, Genaro J.; Nagarajan, Mahesh - In: INFORMS journal on applied analytics 51 (2021) 4, pp. 332-346

Persistent link: https://www.econbiz.de/10012665147

Theory-driven practical approach to integrate R&D and production planning for portfolio management in agribusiness

Bansal, Saurabh; Gutierrez, Genaro J.; Nagarajan, Mahesh - In: INFORMS journal on applied analytics 51 (2021) 5, pp. 332-346

Persistent link: https://www.econbiz.de/10012804932

Production Planning with Shortfall Hedging under Partial Information and Budget Constraint

Wang, Liao - 2017

We study production planning integrated with risk hedging by considering shortfall as the risk measure. In addition to …

Persistent link: https://www.econbiz.de/10012967255

Towards operations research for all : XIX Latin Iberian American Conference on Operations Research, CLAIO 2018

Bonomo, Flavio (ed.); Cataldo, Alejandro (ed.); … - Latin-Iberian-American Conference on Operations … - 2022

Persistent link: https://www.econbiz.de/10013483273

Dynamic asset allocation

Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302

Persistent link: https://www.econbiz.de/10011416515

Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty

Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756

Persistent link: https://www.econbiz.de/10011372868

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