Academic articles
Practitioner articles
Working papers
Books
Book chapters
Case studies
Other publications
Keyword(s)
Minimum-variance hedging, inventory, price risk, demand risk
We consider the financial hedging of a random operational cash flow that arises in inventory operations with price and demand uncertainty. We use a variance minimization approach to find a financial portfolio that would minimize the total variance of operational and financial returns. For inventory models that involve continuous price fluctuations and price-dependent demand that arrives in continuous time, we characterize the minimum-variance hedging policies and numerically illustrate their effectiveness.
Secondary Title
Integrated risk management in supply chains
Pages
107-123
Subject(s)
Technology, R&D management
Keyword(s)
Digitalization, information systems, digital capability, resource based view, social capital theory, value from IT
Secondary Title
The Routledge companion to management information systems
ISBN
978-1-13-866645-0
Subject(s)
Ethics and social responsibility; Information technology and systems
Keyword(s)
Service dominant logic, interorganizational governance models, digitalization, stakeholder networks
Secondary Title
Sustainability in a digital world
Pages
37–49
ISBN
978-3-319-54602-5
ISBN (Online)
978-3-319-54603-2
Subject(s)
Management sciences, decision sciences and quantitative methods
Keyword(s)
Minimum-variance hedging, continuous price fluctuations
Secondary Title
11th Conference on Stochastic Models of Manufacturing and Service Operations
Pages
155–160
ISBN
978-889-4128-62-8
Subject(s)
Human resources management/organizational behavior
Keyword(s)
Leadership, self-development
JEL Code(s)
O15
Secondary Title
Advanced leadership insights: How to lead people and organizations to ultimate success
Pages
3–10
ISBN
9781681238166
Subject(s)
Human resources management/organizational behavior
Keyword(s)
Biography, psychodynamic approach, management science, clinical paradigm, universal motivational drivers, leadership development, group coaching, legacy
Secondary Title
The Palgrave handbook of organizational change thinkers
Pages
679–699
ISBN
978-3-319-49820-1
ISBN (Online)
978-3-319-49820-1
Subject(s)
Information technology and systems
Keyword(s)
Reverse-engineering, hardware obfuscation, IP-protection, camouflage gates, obfuscation, control flow obfuscation
Secondary Title
Foundations of hardware IP protection
Pages
105–123
ISBN
978-3-319-50378-3
ISBN (Online)
978-3-319-50380-6
Subject(s)
Human resources management/organizational behavior
Keyword(s)
coaching, leadership
Secondary Title
The Sage handbook of coaching
Pages
139–158
ISBN
978-1-4739-1653-1
Subject(s)
Human resources management/organizational behavior
Secondary Title
Innovating in practice: Perspectives and experiences
Pages
291–316
ISBN
978-3-319-43378-3
Subject(s)
Strategy and general management
Keyword(s)
Case Study Writing; Case Study Teaching; Case Study Method
Secondary Title
Case studies as a teaching tool in management education
Pages
121–140
ISBN
9781522507703