Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations.
Caner CanyakmazFikri KaraesmenSüleyman ÖzekiciPublished in: Found. Trends Technol. Inf. Oper. Manag. (2017)
Keyphrases
- minimum variance
- inventory models
- risk management
- portfolio optimization
- finite horizon
- inventory control
- service level
- decision making
- linear prediction
- financial markets
- portfolio selection
- planning horizon
- lost sales
- multistage
- setup cost
- fixed cost
- exchange rate
- infinite horizon
- decision support system
- bayesian networks