The research on supply chain portfolio default risk of financial enterprises based on archimedean no.12 copula.
Yue TengLiguo ZhouJinliang ChenPublished in: IEEM (2015)
Keyphrases
- supply chain
- portfolio optimization
- portfolio management
- decision making
- risk management
- virtual enterprise
- investment decisions
- portfolio selection
- supply chain management
- sharpe ratio
- small and medium enterprises
- logistics service
- reverse logistics
- inter organizational
- operating costs
- robust optimization
- lead time
- financial data
- inventory management
- bullwhip effect
- stock market
- inventory control
- transaction costs
- cost savings
- quantity discount
- supplier selection
- revenue sharing
- trading partners
- service level
- bi objective
- stock price
- stock exchange
- competitive advantage
- trading agents
- data mining