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  5. Multi-product Separation Result for Inventory Management Under Inflation Risk

Multi-product Separation Result for Inventory Management Under Inflation Risk

File(s)
Tech Report 1480.pdf (319.03 KB)
Permanent Link(s)
https://hdl.handle.net/1813/23357
Collections
ORIE Technical Reports
Author
Sun, Yuemeng
Wissel, Johannes
Jackson, Peter
Date Issued
2011-07-25
Keywords
inventory
•
hedging
•
product separation
•
mean-variance
•
management
•
inflation risk
•
1480
Previously Published as
1480
Type
article

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