Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm.
Kyoung-Kuk KimKun Soo ParkPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- supply chain
- risk averse
- risk aversion
- exchange rate
- inventory level
- lead time
- risk neutral
- supply chain management
- utility function
- decision makers
- long run
- stochastic programming
- decision making
- inventory control
- service level
- portfolio management
- information sharing
- expected utility
- stock price
- financial time series
- infinite horizon
- decision theory
- production system
- financial markets
- planning horizon