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Integrated Strategic Planning of Global Production Networks and Financial Hedging under Uncertain Demands and Exchange Rates
16 references·2 citing·45 second hop
Integrated Strategic Planning of Global Production Networks and Financial Hedging under Uncertain Demands and Exchange Rates (2013)Integrated Strategic Planning of Global P…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Facility location models for distribution system design (2004)Facility location models for …A stochastic programming approach for supply chain network design under uncertainty (2004)A stochastic programming appr…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Supply chain design and analysis: (1998)Supply chain design and analy…Strategic facility location: A review (1998)Strategic facility location: …Strategic production-distribution models: A critical review with emphasis on global supply chain models (1997)Strategic production-distribu…Martingale Methods in Financial Modelling (1997)Martingale Methods in Financi…Valuing Operational Flexibility Under Exchange Rate Risk (1996)Valuing Operational Flexibili…Principles on the Benefits of Manufacturing Process Flexibility (1995)Principles on the Benefits of…Global Supply Chain Management at Digital Equipment Corporation (1995)Global Supply Chain Managemen…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Optimal Investment in Product-Flexible Manufacturing Capacity (1990)Optimal Investment in Product…Foreign currency option values (1983)Foreign currency option valuesOption pricing: A simplified approach (1979)Option pricing: A simplified …Multicommodity Distribution System Design by Benders Decomposition (1974)Multicommodity Distribution S…Decision support models for strategic production network configuration – A systematic literature analysis (2022)Decision support models for s…A flow-to-equity approach to coordinate supply chain network planning and financial planning with annual cash outflows to an institutional investor (2016)A flow-to-equity approach to …Information Distortion in a Supply Chain: The Bullwhip Effect (1997)Measuring supply chain performance (1999)The impact of supply chain management practices on competitive advantage and organizational performance (2004)Perspectives in supply chain risk management (2006)Logistics and Supply Chain Management (2021)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Arbitrage Theory in Continuous Time (1998)Theory of rational option pricing (2005)Modelling Extremal Events (1997)Term Structure Dynamics in Theory and Reality (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Stochastic Integration and Differential Equations (2005)Numerical solution of stochastic differential equations (2016)Volatility Is Rough (2018)Optimum Locations of Switching Centers and the Absolute Centers and Medians of a Graph (1964)THE MAXIMAL COVERING LOCATION PROBLEM (1974)Robust Optimization of Large-Scale Systems (1995)Facility location and supply chain management – A review (2008)Facility location in humanitarian relief (2008)Stability in Competition (1929)Handbooks in operations research and management science (1989)Stability in Competition (1990)The design of robust value-creating supply chain networks: A critical review (2009)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Facility location under uncertainty: a review (2006)PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Lectures on Stochastic Programming (2009)Theory and Applications of Robust Optimization (2011)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,490 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1998Supply chain design and analysis:1,843 cited
  • 1998Strategic facility location: A review1,385 cited
  • 2004A stochastic programming approach for supply chain network design under uncertainty1,132 cited
  • 1997Martingale Methods in Financial Modelling1,093 cited
  • 1983Foreign currency option values1,078 cited
  • 2004Facility location models for distribution system design966 cited
  • 1974Multicommodity Distribution System Design by Benders Decomposition907 cited
  • 1995Principles on the Benefits of Manufacturing Process Flexibility827 cited
  • 1995Global Supply Chain Management at Digital Equipment Corporation814 cited
  • 1997Strategic production-distribution models: A critical review with emphasis on global supply chain models759 cited
  • 1996Valuing Operational Flexibility Under Exchange Rate Risk465 cited

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1990
Optimal Investment in Product-Flexible Manufacturing Capacity
440 cited

Cited by

  • 2016A flow-to-equity approach to coordinate supply chain network planning and financial planning with annual cash outflows to an institutional investor11 cited
  • 2022Decision support models for strategic production network configuration – A systematic literature analysis10 cited