Financial Hedging Decision on Procurement Risk for Newsvendor Model with Value-at-Risk Constraint

Manufacturers must now deal with increasingly fluctuating procurement prices for commodities and industrial component parts. However, it is hard for them to pass cost increases on to downstream markets efficiently. Therefore, manufacturers have sought to solve this problem with various supply manage...

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Bibliographic Details
Main Authors: WEN, Yuan, DING, Qing, CHEN, Jian
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
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Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3119
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4118/viewcontent/20430_Financial_Hedging_Decisions_on_Procureme.pdf
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Institution: Singapore Management University
Language: English

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