Hedging Inventory Risk Through Market Instruments.
Vishal GaurSridhar SeshadriPublished in: Manuf. Serv. Oper. Manag. (2005)
Keyphrases
- portfolio management
- transaction costs
- portfolio selection
- financial markets
- risk averse
- financial data
- risk neutral
- decision making
- stock market
- lead time
- supply chain
- black scholes
- lot sizing
- inventory management
- risk aversion
- stock price
- risk management
- dynamic pricing
- exchange rate
- risk factors
- investment decisions
- option pricing
- financial crisis
- market data