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Risk, risk aversion and the optimal time to produce
14 references·3 citing·42 second hop
Risk, risk aversion and the optimal time to produce (2006)Risk, risk aversion and the optimal time …Logistics and Supply Chain Management (2021)Logistics and Supply Chain Ma…Supermodularity and Complementarity (2011)Supermodularity and Complemen…Measuring Imputed Cost in the Semiconductor Equipment Supply Chain (2003)Measuring Imputed Cost in the…Inventory Cost Rate Functions with Nonlinear Shortage Costs (2002)Inventory Cost Rate Functions…The Economics of Risk and Time (2001)The Economics of Risk and TimeThe Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…Customer-Order Information, Leadtimes, and Inventories (1995)Customer-Order Information, L…The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model (1994)The Effect of Leadtime Uncert…On the Effect of Demand Randomness on Inventories and Costs (1992)On the Effect of Demand Rando…Replenishment Delays for Expensive Slow-Moving Items (1989)Replenishment Delays for Expe…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear (1974)Simplifying the Choice betwee…Point Estimation and Risk Preferences (1973)Point Estimation and Risk Pre…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Supply chain risk management: a literature review (2015)Supply chain risk management:…Risk assessment and operational approaches to managing risk in global supply chains (2014)Risk assessment and operation…Supply chain risk, simulation, and vendor selection (2008)Supply chain risk, simulation…Essays in the Theory of Risk-Bearing. (1972)Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Building the Resilient Supply Chain (2004)Managing Disruption Risks in Supply Chains (2005)Perspectives in supply chain risk management (2006)The impact of digital technology and Industry 4.0 on the ripple effect and supply chain risk analytics (2018)A digital supply chain twin for managing the disruption risks and resilience in the era of Industry 4.0 (2020)Viability of intertwined supply networks: extending the supply chain resilience angles towards survivability. A position paper motivated by COVID-19 outbreak (2020)Analysis of Inventory Systems. (1964)Competing Against Time (1990)Value of Information in Capacitated Supply Chains (1999)Flow Coordination and Information Sharing in Supply Chains: Review, Implications, and Directions for Future Research (2002)Optimal Policies for a Multi-Echelon Inventory Problem (2004)Effective supply chain management (2020)Material Management in Decentralized Supply Chains (1993)Coordinated supply chain management (1996)Supply networks and complex adaptive systems: control versus emergence (2001)Supply chain risk management and artificial intelligence: state of the art and future research directions (2018)Aspects of the Theory of Risk-Bearing. (1966)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks (2006)Risk Ownership in Contract Manufacturing (2007)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Comparison Methods for Queues and Other Stochastic Models. (1986)Optimal Lot Sizing, Process Quality Improvement and Setup Cost Reduction (1986)An investigation of lead-time effects in manufacturing/remanufacturing systems under simple PUSH and PULL control strategies (1999)Inspection and Replenishment Policies for Systems with Inventory Record Inaccuracy (2007)The Cash Flow Advantages of 3PLs as Supply Chain Orchestrators (2018)A Study of the Toyota Production System From an Industrial Engineering Viewpoint (2019)DEFINING SUPPLY CHAIN MANAGEMENT (2001)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)The Diversity of Modern Capitalism (2003)Putting Auction Theory to Work (2004)Towards a Theory of Ecosystems (2018)On the measurement of inequality (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 2011Supermodularity and Complementarity2,138 cited
  • 2021Logistics and Supply Chain Management2,105 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1995The Risk-Averse (and Prudent) Newsboy485 cited
  • 1995Customer-Order Information, Leadtimes, and Inventories272 cited
  • 1994The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model202 cited
  • 1974Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear171 cited
  • 2003Measuring Imputed Cost in the Semiconductor Equipment Supply Chain152 cited
  • 1992On the Effect of Demand Randomness on Inventories and Costs151 cited
  • 2002Inventory Cost Rate Functions with Nonlinear Shortage Costs102 cited
  • 1973Point Estimation and Risk Preferences28 cited
  • 1989Replenishment Delays for Expensive Slow-Moving Items25 cited

Cited by

  • 2015Supply chain risk management: a literature review1,434 cited
  • 2008

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Supply chain risk, simulation, and vendor selection
319 cited
  • 2014Risk assessment and operational approaches to managing risk in global supply chains43 cited