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Optimal due date quoting for a risk-averse decision-maker under CVaR
Tao, Liangyan; Wu, Desheng Dash; Liu, Sifeng; Dolgui, … - In: International journal of production research 56 (2018) 5, pp. 1934-1959
Persistent link: https://www.econbiz.de/10011872586
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Benchmarking Commodity Investments
Blocher, Jesse - 2017
While much is known about the financialization of commodities, less is known about how to profitably invest in commodities. We develop a four-factor asset pricing model of commodity returns. Our four-factor model prices both commodity spot and term risk premia in an intuitive manner related to...
Persistent link: https://www.econbiz.de/10012969828
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Commodity Investing
Rouwenhorst, K. Geert - 2012
papers in the literature using recent data, and find that the empirical support for the Theory of Normal Backwardation as an …
Persistent link: https://www.econbiz.de/10013105500
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Commodity Investing
Rouwenhorst, K. Geert - 2012
papers in the literature using recent data and find that the empirical support for the theory of normal backwardation as an …
Persistent link: https://www.econbiz.de/10013098428
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Carrier portfolio management for shipping seasonal products
Lu, Tao; Fransoo, Jan C.; Lee, Chung-Yee - In: Operations research 65 (2017) 5, pp. 1250-1266
Persistent link: https://www.econbiz.de/10011757381
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Hedging demand and supply risks in the newsvendor model
Okyay, H. K.; Karaesmen, Fikri; Özekici, Süleyman - In: OR spectrum : quantitative approaches in management 37 (2015) 2, pp. 475-501
Persistent link: https://www.econbiz.de/10010513270
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A note on supplier diversification under random yield
Yan, Xiaoming; Wang, Yong - In: Operations research letters 41 (2013) 5, pp. 545-551
Persistent link: https://www.econbiz.de/10010191956
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Newsvendor model with random supply and financial hedging : utility-based appraoch
Sayın, F.; Karaesmen, Fikri; Özekici, S. - In: International journal of production economics 154 (2014), pp. 178-189
Persistent link: https://www.econbiz.de/10010386358
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Risk hedging for VaR-constrained newsvendors
Chang, Shuhua; Li, Jiajing; Sethi, Suresh P.; Wang, Xinyu - In: Transportation research : an international journal 181 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014462499
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Multiperiod portfolio procurement problem with option contracts
Chen, Xu; Wan, Nana - In: IEEE transactions on engineering management : EM 68 (2021) 4, pp. 1072-1088
Persistent link: https://www.econbiz.de/10012631150