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Buy now and price later: Supply contracts with time-consistent mean-variance financial hedging.
Qiang Li
Baozhuang Niu
Lap Keung Chu
Jian Ni
Junwei Wang
Published in:
Eur. J. Oper. Res. (2018)
Keyphrases
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financial markets
portfolio selection
portfolio optimization
risk management
stock market
decision making
decision support system
utility function
stock price
quasi linear
investment strategies
transaction costs
globally optimal
supply chain
financial data
non stationary
data sets
option pricing
database