Sourcing decision under interconnected risks: an application of mean–variance preferences approach
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1572-9338
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Sourcing decision under interconnected risks: an application of mean–variance preferences approach ; day:6 ; month:1 ; year:2022 ; pages:1-26
Annals of operations research ; (6.1.2022), 1-26
- Urheber
-
Mukherjee, Soumyatanu
Padhi, Sidhartha S.
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s10479-021-04485-3
- URN
-
urn:nbn:de:101:1-2022042408174653938334
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:21 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Mukherjee, Soumyatanu
- Padhi, Sidhartha S.
- SpringerLink (Online service)
Ähnliche Objekte (12)
Mean-Variance Space for Evaluations
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Inequalities involving Dresher variance mean
Mean-variance investing with factor tilting
Mean-Variance Hedging for Continuous Processes
A comparison of mean-variance efficiency tests
Mean-variance cointegration and the expectations hypothesis
Mean-Variance Hedging under Additional Market Information
Mean-Variance Cointegration and the Expectations Hypothesis
Nonconvex multi-period mean-variance portfolio optimization
A comparison of mean-variance efficiency tests
Mean-Variance Space for Evaluations
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Inequalities involving Dresher variance mean
Mean-variance investing with factor tilting
Mean-Variance Hedging for Continuous Processes
A comparison of mean-variance efficiency tests
Mean-variance cointegration and the expectations hypothesis
Mean-Variance Hedging under Additional Market Information
Mean-Variance Cointegration and the Expectations Hypothesis
Nonconvex multi-period mean-variance portfolio optimization
A comparison of mean-variance efficiency tests
Mean-Variance Space for Evaluations
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Inequalities involving Dresher variance mean
Mean-variance investing with factor tilting
Mean-Variance Hedging for Continuous Processes
A comparison of mean-variance efficiency tests
Mean-variance cointegration and the expectations hypothesis
Mean-Variance Hedging under Additional Market Information
Mean-Variance Cointegration and the Expectations Hypothesis
Nonconvex multi-period mean-variance portfolio optimization