Optimization under supplier portfolio risk considering breach of contract and market risks.
Qi WuHalis SakSridhar SeshadriÇagri HaksözPublished in: Risk Decis. Anal. (2018)
Keyphrases
- decision making
- risk management
- portfolio management
- portfolio optimization
- risk evaluation
- supply chain
- market data
- risk factors
- risk analysis
- asset allocation
- risk assessment
- investment decisions
- investment strategies
- optimization algorithm
- decision makers
- financial institutions
- transaction costs
- stock price
- portfolio selection
- optimal portfolio
- financial crisis
- financial markets
- multiple objectives
- optimization methods
- evolutionary algorithm
- dual sourcing
- moral hazard
- risk averse
- financial data
- stock market
- optimization problems