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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework

Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161

Persistent link: https://www.econbiz.de/10011397973

Dual sourcing in managing operational and disruption risks in contract manufacturing

Su, Ping; Liu, Shuguang - In: International journal of production research 53 (2015) 1, pp. 291-306

Persistent link: https://www.econbiz.de/10010493924

Dynamic hedging in incomplete markets using risk measures

Gaillardetz, Patrice; Hachem, Saeb - In: IMA journal of management mathematics 33 (2022) 2, pp. 345-367

Persistent link: https://www.econbiz.de/10012798787

Dynamic ordering decisions with approximate learning of supply yield uncertainty

Gel, Esma S.; Salman, F. Sibel - In: International journal of production economics 243 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013197598

Optimal groundwater extraction under uncertainty and a spatial stock externality

Merrill, Nathaniel H.; Guilfoos, Todd - In: American journal of agricultural economics 100 (2018) 1, pp. 220-238

Persistent link: https://www.econbiz.de/10011959360

Risk, risk aversion, and agricultural technology adoption : a novel valuation method based on real options and inverse stochastic dominance

Spiegel, Alisa; Britz, Wolfgang; Finger, Robert - In: Q open : a journal of agricultural, climate, … 1 (2021) 2, pp. 1-26

Risk and risk preferences belong to the key determinants of investment-based technology adoption in agriculture. We develop and apply a novel approach in which an inverse second order stochastic dominance approach is integrated into a stochastic dynamic farm-level model to quantify the effect of...

Persistent link: https://www.econbiz.de/10013327948

Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan

Wang, Suxin; Wang, Peiqi; Zhang, Shuhua - In: IMA journal of management mathematics 34 (2023) 2, pp. 383-414

Persistent link: https://www.econbiz.de/10014313755

Recycled content claims under demand benefit and supply uncertainty : multi-period model and application to glasswool insulation

Iyer, Ananth V.; Vedantam, Aditya; Lacourbe, Paul - In: European journal of operational research : EJOR 309 (2023) 2, pp. 745-761

Persistent link: https://www.econbiz.de/10014291688

Disentangling shareholder risk aversion from leverage-dependent borrowing cost on corporate policies

Waga, Mateus; Valladão, Davi; Street, Alexandre; … - In: Computational economics 60 (2022) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10013380851