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Risk management through financial hedging in inventory systems with stochastic price processes
16 references·0 citing·32 second hop
Risk management through financial hedging in inventory systems with stochastic price processes (2024)Risk management through financial hedging…Supply chain risk analysis with mean-variance models: a technical review (2013)Supply chain risk analysis wi…Operational Flexibility and Financial Hedging: Complements or Substitutes? (2010)Operational Flexibility and F…Optimal Commodity Trading with a Capacitated Storage Asset (2009)Optimal Commodity Trading wit…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Risk Aversion in Inventory Management (2007)Risk Aversion in Inventory Ma…Hedging Inventory Risk Through Market Instruments (2005)Hedging Inventory Risk Throug…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Derivatives: The Theory and Practice of Financial Engineering (1998)Derivatives: The Theory and P…Financial Calculus: An Introduction to Derivative Pricing. (1997)Financial Calculus: An Introd…Variance-Optimal Hedging in Discrete Time (1995)Variance-Optimal Hedging in D…The Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…Mean-Variance Hedging in Continuous Time (1991)Mean-Variance Hedging in Cont…The Newsboy Problem under Alternative Optimization Objectives (1980)The Newsboy Problem under Alt…MATHEMATICAL METHODS IN THE SOCIAL SCIENCES, 1959 (1960)MATHEMATICAL METHODS IN THE S…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Precautionary Saving in the Small and in the Large (1989)Impact of Uncertainty and Risk Aversion on Price and Order Quantity in the Newsvendor Problem (2000)The newsvendor problem: Review and directions for future research (2010)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Equilibrium Forward Curves for Commodities (2000)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Of models and men. (1957)Generating Models by the Expansion Method: Applications to Geographical Research* (1972)Understanding Correlates of Change by Modeling Individual Differences in Growth (1985)Trade in ideas Patenting and productivity in the OECD (1996)Value at Risk (2000)An introduction to statistical finance (2002)An evolutionary heuristic for the index tracking problem (2003)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)Fully Nonparametric Estimation of Scalar Diffusion Models (2003)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Numerical Solution of Stochastic Differential Equations (2016)The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era (2019)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)A solution approach to valuation with unhedgeable risks (2001)CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (2005)
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References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1960MATHEMATICAL METHODS IN THE SOCIAL SCIENCES, 19591,649 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1998Derivatives: The Theory and Practice of Financial Engineering552 cited
  • 1995The Risk-Averse (and Prudent) Newsboy485 cited
  • 1980The Newsboy Problem under Alternative Optimization Objectives384 cited
  • 1991Mean-Variance Hedging in Continuous Time383 cited
  • 1997Financial Calculus: An Introduction to Derivative Pricing.361 cited
  • 2007Risk Aversion in Inventory Management355 cited
  • 1995Variance-Optimal Hedging in Discrete Time332 cited
  • 2013Supply chain risk analysis with mean-variance models: a technical review307 cited
  • 2005Hedging Inventory Risk Through Market Instruments234 cited
  • 2010Operational Flexibility and Financial Hedging: Complements or Substitutes?180 cited
  • 2009

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Optimal Commodity Trading with a Capacitated Storage Asset
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