Firm value and the impact of operational management

DOI10.1007/S10690-018-9258-1MaRDI QIDQ1732973zbMATH OpenOpenAlexWikidataFDO

Authors Sovan Mitra, Andreas Karathanasopoulos

Publication date 26 March 2019

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10690-018-9258-1

zbMATH Keywords

operational management systemsoperational riskoperational risk managementpairs tradingrisk analysisrisk management

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

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Cites work

• An integrated operation module for individual risk management
• Analyzing operational risk-reward trade-offs for start-ups
• Dynamic pairs trading using the stochastic control approach
• Integrated bank risk modeling: a bottom-up statistical framework
• Integrating operations and marketing decisions using delayed differentiation of products and guaranteed delivery time under stochastic demand
• Market neutral portfolios
• Measures of risk
• Operational risk: emerging markets, sectors and measurement
• Operations risk management by optimally planning the qualified workforce capacity
• Operations-finance interface models: a literature review and framework
• Pairs trading
• Pricing and risk management of interest rate swaps
• Quantitative models for sustainable supply chain management: developments and directions
• Regime switching volatility calibration by the Baum-Welch method
• Revenue management for operations with urgent orders
• Risk Aversion in Inventory Management
• Take it to the limit: innovative CVaR applications to extreme credit risk measurement
• The value of real time yield information in multi-stage inventory systems -- exact and heuristic approaches

Cited in

(1)

• Operational risk: emerging markets, sectors and measurement

Describes a project that uses

Uses Software

• PicoGrid

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