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Demand uncertainty in construction supply chains : a discrete event simulation study

Vidalakis, C.; Tookey, J. E.; Sommerville, J. - In: Journal of the Operational Research Society : OR 64 (2013) 8, pp. 1194-1204

Persistent link: https://www.econbiz.de/10009788135

The effect of supply and demand uncertainties on the optimal production and sales plans for new products

Negahban, A.; Smith, J. S. - In: International journal of production research 54 (2016) 13/14, pp. 3852-3869

Persistent link: https://www.econbiz.de/10011508397

Mitigating supply and production uncertainties with dynamic scheduling using real-time transport information

Mogre, Riccardo; Wong, Chee Yew; Lalwani, Chandra S. - In: International journal of production research 52 (2014) 17, pp. 5223-5235

Persistent link: https://www.econbiz.de/10010419049

Simulating the market coefficient of relative risk aversion

Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

In this paper, expected utility, defined by a Taylor series expansion around expected wealth, is maximized. The coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The following parameters are varied: the riskless return, the...

Persistent link: https://www.econbiz.de/10010490408

Comparing the small-sample estimation error of conceptually different risk measures

Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-21

Persistent link: https://www.econbiz.de/10012662011

Evaluation of sourcing contracts in wood supply procurement using simulation

Rahimi, Ali; Rönnqvist, Mikael; LeBel, Luc; Audy, … - In: International transactions in operational research : a … 29 (2022) 1, pp. 396-416

Persistent link: https://www.econbiz.de/10012630756

Risk modelling and assessment for distributed manufacturing system

Lee, Carman K. M.; Lv, Yaqiong; Hong, Zhen - In: International journal of production research 51 (2013) 9, pp. 2652-2666

Persistent link: https://www.econbiz.de/10009736395

Combining a matheuristic with simulation for risk management of stochastic assets and liabilities

Bayliss, Christopher; Serra, Marti; Nieto, Armando; … - In: Risks : open access journal 8 (2020) 4/131, pp. 1-14

Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and … maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation …-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety …

Persistent link: https://www.econbiz.de/10012391566

Stress-testing of liquidity risk in TARGET2

Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017

The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...

Persistent link: https://www.econbiz.de/10011627053

Comparing risk measures when aggregating market risk and credit risk using different copulas

Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136

Persistent link: https://www.econbiz.de/10011598393