Coverart for item
The Resource Risk Management in Finance and Logistics, by Chunhui Xu, Takayuki Shiina, (electronic resource)

Risk Management in Finance and Logistics, by Chunhui Xu, Takayuki Shiina, (electronic resource)

Label
Risk Management in Finance and Logistics
Title
Risk Management in Finance and Logistics
Statement of responsibility
by Chunhui Xu, Takayuki Shiina
Creator
Contributor
Author
Subject
Language
eng
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Xu, Chunhui
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Shiina, Takayuki.
Series statement
  • Springer eBooks.
  • Translational Systems Sciences,
Series volume
14
http://library.link/vocab/subjectName
  • Business enterprises
  • Business logistics
  • Engineering economics
  • Engineering economy
  • Finance
  • Financial engineering
  • Investment banking
  • Risk management
  • Securities
Label
Risk Management in Finance and Logistics, by Chunhui Xu, Takayuki Shiina, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-981-13-0317-3
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Part I Risk Management in Finance -- Financial Investment, Financial Risk and Risk Management -- Market Risk Measures in Financial Investments -- Market Risk Control in Investment Decisions -- Market Risk Measures for Flexible Investments -- Market Risk Control in Flexible Investment Decisions -- Part II Risk Management in Logistics -- Basic Results on Stochastic Programming -- Inventory Distribution Problem -- Reorganization of Logistics Network -- Notations in Part I -- Historical prices and monthly profit rates of IBM and INTC: Data used in Chapter 2 -- Historical prices of 10 components of the DJIA: data used in Chapter 5
Control code
978-981-13-0317-3
Dimensions
unknown
Extent
1 online resource (XIII, 185 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9789811303173
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
48 illustrations, 13 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1046085292
Label
Risk Management in Finance and Logistics, by Chunhui Xu, Takayuki Shiina, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-981-13-0317-3
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Part I Risk Management in Finance -- Financial Investment, Financial Risk and Risk Management -- Market Risk Measures in Financial Investments -- Market Risk Control in Investment Decisions -- Market Risk Measures for Flexible Investments -- Market Risk Control in Flexible Investment Decisions -- Part II Risk Management in Logistics -- Basic Results on Stochastic Programming -- Inventory Distribution Problem -- Reorganization of Logistics Network -- Notations in Part I -- Historical prices and monthly profit rates of IBM and INTC: Data used in Chapter 2 -- Historical prices of 10 components of the DJIA: data used in Chapter 5
Control code
978-981-13-0317-3
Dimensions
unknown
Extent
1 online resource (XIII, 185 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9789811303173
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
48 illustrations, 13 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1046085292

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