ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Optimal inventory strategies in supply chains under a value-at-risk constraint
Mapping Intimacies
◽
10.5353/th_b4440704
◽
2010
◽
Author(s):
Shuoyu Wang
Keyword(s):
At Risk
◽
Supply Chains
◽
Value At Risk
◽
A Value
◽
Risk Constraint
Download Full-text
Related Documents
Cited By
References
Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains
Journal of Industrial & Management Optimization
◽
10.3934/jimo.2008.4.81
◽
2008
◽
Vol 4
(1)
◽
pp. 81-94
◽
Cited By ~ 6
Author(s):
K. F. Cedric Yiu
◽
◽
S. Y. Wang
◽
K. L. Mak
◽
Keyword(s):
At Risk
◽
Supply Chains
◽
Inventory Control
◽
Value At Risk
◽
Optimal Portfolios
◽
A Value
◽
Risk Constraint
Download Full-text
Active portfolio management with benchmarking: Adding a value-at-risk constraint
Journal of Economic Dynamics and Control
◽
10.1016/j.jedc.2007.03.005
◽
2008
◽
Vol 32
(3)
◽
pp. 779-820
◽
Cited By ~ 45
Author(s):
Gordon J. Alexander
◽
Alexandre M. Baptista
Keyword(s):
At Risk
◽
Portfolio Management
◽
Value At Risk
◽
A Value
◽
Active Portfolio Management
◽
Risk Constraint
Download Full-text
Optimal Asset Allocation of Pension Funds under a Value-at-Risk Constraint
Korean Journal of Financial Studies
◽
10.26845/kjfs.2021.02.50.1.113
◽
2021
◽
Vol 50
(1)
◽
pp. 113-134
Author(s):
Jiwon Chae
◽
Bong-Gyu Jang
Keyword(s):
At Risk
◽
Asset Allocation
◽
Value At Risk
◽
Pension Funds
◽
A Value
◽
Risk Constraint
Download Full-text
Mean-Variance Portfolio Allocation with a Value at Risk Constraint
SSRN Electronic Journal
◽
10.2139/ssrn.272730
◽
2001
◽
Cited By ~ 12
Author(s):
Enrique Sentana
Keyword(s):
At Risk
◽
Value At Risk
◽
Portfolio Allocation
◽
A Value
◽
Risk Constraint
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Optimal investment with a value-at-risk constraint
Journal of Industrial and Management Optimization
◽
10.3934/jimo.2012.8.531
◽
2012
◽
Vol 8
(3)
◽
pp. 531-547
◽
Cited By ~ 9
Author(s):
Jingzhen Liu
◽
Lihua Bai
◽
Ka-Fai Cedric Yiu
Keyword(s):
At Risk
◽
Value At Risk
◽
Optimal Investment
◽
A Value
◽
Risk Constraint
Download Full-text
Portfolio Optimisation with a Value at Risk Constraint in the Presence of Unhedgeable Risks
SSRN Electronic Journal
◽
10.2139/ssrn.1289284
◽
2009
◽
Cited By ~ 2
Author(s):
Michiel Janssen
Keyword(s):
At Risk
◽
Value At Risk
◽
Portfolio Optimisation
◽
A Value
◽
Risk Constraint
Download Full-text
Active Portfolio Management with Benchmarking: Adding a Value-at-Risk Constraint
SSRN Electronic Journal
◽
10.2139/ssrn.686188
◽
2005
◽
Cited By ~ 1
Author(s):
Gordon J. Alexander
◽
Alexandre M. Baptista
Keyword(s):
At Risk
◽
Portfolio Management
◽
Value At Risk
◽
A Value
◽
Active Portfolio Management
◽
Risk Constraint
Download Full-text
Optimal Portfolios under a Value at Risk Constraint
European Congress of Mathematics
◽
10.1007/978-3-0348-8266-8_33
◽
2001
◽
pp. 391-397
◽
Cited By ~ 9
Author(s):
Ton Vorst
Keyword(s):
At Risk
◽
Value At Risk
◽
Optimal Portfolios
◽
A Value
◽
Risk Constraint
Download Full-text
Mean-variance optimal portfolio selection with a value-at-risk constraint
10.5353/th_b4189721
◽
2009
◽
Author(s):
Hui Deng
Keyword(s):
At Risk
◽
Portfolio Selection
◽
Value At Risk
◽
Optimal Portfolio
◽
A Value
◽
Optimal Portfolio Selection
◽
Risk Constraint
◽
Mean Variance
Download Full-text
A firm's optimizing behaviour under a value-at-risk constraint
Optimization
◽
10.1080/02331930701761573
◽
2009
◽
Vol 58
(2)
◽
pp. 213-226
◽
Cited By ~ 2
Author(s):
Vanda Tulli
◽
Gerd Weinrich
Keyword(s):
At Risk
◽
Value At Risk
◽
A Value
◽
Risk Constraint
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close