VaR as a risk measure for multiperiod static inventory models

International Journal of Production Economics

Volumn 81-82, Issue , 2003, Pages 375-384

  Luciano, Elisa ^a   Peccati, Lorenzo ^b   Cifarelli, Donato M ^b  

^a UNIVERSITY OF TURIN   (Italy)

^b BOCCONI UNIVERSITY   (Italy)

Author keywords

Multiperiod static inventories; Value at risk

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RISK MANAGEMENT;

MULTIPERIOD STATIC INVENTORIES;

INVENTORY CONTROL;

EID: 0037431625     PISSN: 09255273     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0925-5273(02)00369-9     Document Type: Conference Paper

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