Matches in SemOpenAlex for { <https://semopenalex.org/work/W2780451236> ?p ?o ?g. }
Showing items 1 to 59 of
59
with 100 items per page.
- W2780451236 endingPage "123" @default.
- W2780451236 startingPage "107" @default.
- W2780451236 abstract "We consider the financial hedging of a random operational cash flow that arises in inventory operations with price and demand uncertainty. We use a variance minimization approach to find a financial portfolio that would minimize the total variance of operational and financial returns. For inventory models that involve continuous price fluctuations and price-dependent demand that arrives in continuous time, we characterize the minimum-variance hedging policies and numerically illustrate their effectiveness." @default.
- W2780451236 created "2018-01-05" @default.
- W2780451236 creator A5023411181 @default.
- W2780451236 creator A5024631146 @default.
- W2780451236 creator A5073360954 @default.
- W2780451236 date "2017-01-01" @default.
- W2780451236 modified "2023-09-24" @default.
- W2780451236 title "Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations" @default.
- W2780451236 doi "https://doi.org/10.1561/0200000073" @default.
- W2780451236 hasPublicationYear "2017" @default.
- W2780451236 type Work @default.
- W2780451236 sameAs 2780451236 @default.
- W2780451236 citedByCount "1" @default.
- W2780451236 countsByYear W27804512362022 @default.
- W2780451236 crossrefType "journal-article" @default.
- W2780451236 hasAuthorship W2780451236A5023411181 @default.
- W2780451236 hasAuthorship W2780451236A5024631146 @default.
- W2780451236 hasAuthorship W2780451236A5073360954 @default.
- W2780451236 hasConcept C106159729 @default.
- W2780451236 hasConcept C121955636 @default.
- W2780451236 hasConcept C149782125 @default.
- W2780451236 hasConcept C162118730 @default.
- W2780451236 hasConcept C162324750 @default.
- W2780451236 hasConcept C17483445 @default.
- W2780451236 hasConcept C196083921 @default.
- W2780451236 hasConcept C44731940 @default.
- W2780451236 hasConcept C85393063 @default.
- W2780451236 hasConcept C91602232 @default.
- W2780451236 hasConceptScore W2780451236C106159729 @default.
- W2780451236 hasConceptScore W2780451236C121955636 @default.
- W2780451236 hasConceptScore W2780451236C149782125 @default.
- W2780451236 hasConceptScore W2780451236C162118730 @default.
- W2780451236 hasConceptScore W2780451236C162324750 @default.
- W2780451236 hasConceptScore W2780451236C17483445 @default.
- W2780451236 hasConceptScore W2780451236C196083921 @default.
- W2780451236 hasConceptScore W2780451236C44731940 @default.
- W2780451236 hasConceptScore W2780451236C85393063 @default.
- W2780451236 hasConceptScore W2780451236C91602232 @default.
- W2780451236 hasIssue "1-2" @default.
- W2780451236 hasLocation W27804512361 @default.
- W2780451236 hasOpenAccess W2780451236 @default.
- W2780451236 hasPrimaryLocation W27804512361 @default.
- W2780451236 hasRelatedWork W2094076721 @default.
- W2780451236 hasRelatedWork W2166299133 @default.
- W2780451236 hasRelatedWork W2770283260 @default.
- W2780451236 hasRelatedWork W2889914443 @default.
- W2780451236 hasRelatedWork W3043462903 @default.
- W2780451236 hasRelatedWork W3122056262 @default.
- W2780451236 hasRelatedWork W3122233366 @default.
- W2780451236 hasRelatedWork W3122787785 @default.
- W2780451236 hasRelatedWork W3123043521 @default.
- W2780451236 hasRelatedWork W3124639754 @default.
- W2780451236 hasVolume "11" @default.
- W2780451236 isParatext "false" @default.
- W2780451236 isRetracted "false" @default.
- W2780451236 magId "2780451236" @default.
- W2780451236 workType "article" @default.