Mean-variance analysis of option contracts in a two-echelon supply chain
From MaRDI portal
Publication:724136
DOI10.1016/j.ejor.2018.05.033zbMath1403.90195OpenAlexW2803934225MaRDI QIDQ724136
Wenyan Zhuo, Lusheng Shao, Honglin Yang
Publication date: 25 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.05.033
Transportation, logistics and supply chain management (90B06) Inventory, storage, reservoirs (90B05) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (16)
Optimal pricing in on-demand-service-platform-operations with hired agents and risk-sensitive customers in the blockchain era ⋮ Is a `free lunch' a good lunch? The performance of zero wholesale price-based supply-chain contracts ⋮ Stackelberg equilibrium strategies and coordination of a low‐carbon supply chain with a risk‐averse retailer ⋮ A unified algorithm framework for mean-variance optimization in discounted Markov decision processes ⋮ Weather rebate contracts for different risk attitudes of supply chain members ⋮ Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: trade credit financing vs. bank credit financing ⋮ Market targeting with social influences and risk aversion in a co-branding alliance ⋮ Bargaining equilibrium in a two-echelon supply chain with a capital-constrained retailer ⋮ Loss-averse supply chain decisions with a capital constrained retailer ⋮ A continuous approximation approach for supply network design considering radio frequency identification adoption ⋮ Effects of disruption risk on a supply chain with a risk-averse retailer ⋮ Advertising and Pricing Policies in a Two-Echelon Supply Chain with a Capital-Constrained Retailer ⋮ Low-carbon strategies in dual-channel supply chain under risk aversion ⋮ Risk minimization inventory model with a profit target and option contracts under spot price uncertainty ⋮ Decision-Making on the Supply Chain of Fresh Agricultural Products with Two-Period Price and Option Contract ⋮ Coordinating Vulnerable Supply Chains with Option Contracts
Cites Work
- Outsource planning through option contracts with demand and cost uncertainty
- Mean-variance analysis of sourcing decision under disruption risk
- Supply chain risk analysis with mean-variance models: a technical review
- Option pricing and coordination in the fresh produce supply chain with portfolio contracts
- Supply chain coordination with risk sensitive retailer under target sales rebate
- Channel coordination using product returns for a supply chain with stochastic salvage capacity
- Coordination of supply chains by option contracts: a cooperative game theory approach
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
- A quantitative model for disruption mitigation in a supply chain
- Supply option contracts with spot market and demand information updating
- Coordination of supply chains with bidirectional option contracts
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
- A flexible contract strategy in a supply chain with an inflexible production mode
- Mean-variance analysis of supply chains under wholesale pricing and profit sharing schemes
- On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks
- Financing the Newsvendor: Supplier vs. Bank, and the Structure of Optimal Trade Credit Contracts
- Supplier Competition with Option Contracts for Discrete Blocks of Capacity
This page was built for publication: Mean-variance analysis of option contracts in a two-echelon supply chain
