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

From MaRDI portal
Revision as of 01:14, 12 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Separation results for multi-product inventory hedging problems
scientific article

    Statements

    title
    Separation results for multi-product inventory hedging problems (English)
    0 references
    author
    Yuemeng Sun
    0 references
    Johannes Wissel
    0 references
    Peter L. Jackson
    0 references
    publication date
    19 May 2016
    0 references
    zbMATH DE Number
    6582844
    0 references
    zbMATH Keywords
    inventory hedging
    0 references
    multi-product separation
    0 references
    mean-variance hedging
    0 references
    incomplete market
    0 references
    OpenAlex ID
    W1995114443
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q286002&oldid=36250795"
    Powered by MediaWiki