Risk management in finance and logistics /

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Bibliographic Details
Author / Creator:Xu, Chunhui, author.
Imprint:Singapore : Springer, [2018]
Description:1 online resource
Series:Translational systems sciences ; volume 14
Translational systems sciences ; v. 14.
Subject:Risk management -- Mathematical models.
Finance -- Mathematical models.
Business logistics -- Mathematical models.
BUSINESS & ECONOMICS -- Industrial Management.
BUSINESS & ECONOMICS -- Management Science.
BUSINESS & ECONOMICS -- Organizational Behavior.
Business logistics -- Mathematical models.
Finance -- Mathematical models.
Risk management -- Mathematical models.
Electronic books.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11678896
Hidden Bibliographic Details
Other authors / contributors:Shiina, Takayuki, author.
Digital file characteristics:text file PDF
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (EBSCO, viewed July 30, 2018).
Summary:This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.--
Other form:Print version: Xu, Chunhui. Risk management in finance and logistics. Singapore : Springer, [2018] 9811303169 9789811303166
Standard no.:10.1007/978-981-13-0317-3