Separation results for multi-product inventory hedging problems (Q286002)

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Separation results for multi-product inventory hedging problems
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    title
    Separation results for multi-product inventory hedging problems (English)
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    author
    Yuemeng Sun
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    Johannes Wissel
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    Peter L. Jackson
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    publication date
    19 May 2016
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    zbMATH DE Number
    6582844
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    zbMATH Keywords
    inventory hedging
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    multi-product separation
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    mean-variance hedging
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    incomplete market
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