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Financial hedging in two-stage sustainable commodity supply chains 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:  Wang, Moran;  Guo, Xiaolong;  Wang, Shouyang
收藏  |  浏览/下载：89/0  |  提交时间：2023/02/07
Risk analysis  Financial hedging  Index-based price contract  Sustainable supply chain management  Competition  
Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
收藏  |  浏览/下载：169/0  |  提交时间：2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
From hedging to speculation - An explanation based on prospect theory 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 3, 页码: 394-405
作者:  Liu, Qingwei;  Li, Yi;  Wang, Shouyang
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
hedging  loss aversion  prospect theory  reference point  
Mean-variance portfolio choice: Quadratic partial hedging 期刊论文
MATHEMATICAL FINANCE, 2005, 卷号: 15, 期号: 3, 页码: 533-538
作者:  Xia, JM
收藏  |  浏览/下载：149/0  |  提交时间：2018/07/30
mean-variance portfolios  utility maximization  partial hedging  incomplete markets  
Cooperative hedging in incomplete markets 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2005, 卷号: 23, 期号: 3, 页码: 475-489
作者:  Xia, JM
收藏  |  浏览/下载：151/0  |  提交时间：2018/07/30
cooperative game  core  hedging  minimax theorem  
Production control of an unreliable manufacturing system under the assumption of no backlog 期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 1997, 卷号: 46, 期号: 1, 页码: 103-117
作者:  Liu, B;  Cao, JH
收藏  |  浏览/下载：98/0  |  提交时间：2018/07/30
unreliable manufacturing system  average inventory cost  hedging point