Market making with asymmetric information and inventory risk.
Hong LiuYajun WangPublished in: J. Econ. Theory (2016)
Keyphrases
- decision making
- black scholes
- risk neutral
- financial crisis
- dynamic pricing
- risk evaluation
- joint replenishment
- supply chain
- risk aversion
- risk management
- stock market
- market data
- multi item
- high risk
- inventory management
- risk assessment
- portfolio management
- risk analysis
- risk measures
- market conditions
- risk averse
- lot sizing
- demand forecasting
- risk factors
- financial markets
- raw material
- customer demand
- inventory systems
- financial data
- inventory level