The long-term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval-Reference-Cited by-同舟云学术

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The long-term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval

Published:2014-04-17 Issue:5 Volume:20 Page:17-34
ISSN:1076-2787
Container-title:Complexity
language:en
Short-container-title:Complexity

Author:

He Juan¹,Wang Jian¹,Jiang Xianglin²,Chen Xiangfeng³,Chen Lei⁴

Affiliation:

1. Department of Logistics Management; Southwest Jiaotong University; Chengdu 610031 China

2. Department of Financial Studies; Fudan University, Shanghai 200433 China

3. Department of Management Science; Fudan University; Shanghai 200433 China

4. Department of Credit Risk Management in Chengdu; Hua xia Bank; Chengdu 61000 China

Funder

NSFC(Natural Science Foundation of China)

Publisher

Wiley

Subject

Multidisciplinary,General Computer Science

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/cplx.21516/fullpdf

Reference32 articles.

1. Supply chain finance: Optimizing financial flows in supply chains;Pfohl;Logist Res,2009

2. Managing the innovation adoption of supply chain finance-Empirical evidence from six european case studies;Wuttke;J Bus Logist,2013

3. Incorporating collateral value uncertainty in loss given default estimates and loan-to-value ratios;Jokivuolle;Eur Financ Manage,2003

4. Cossin , D. Aunon-Nerin , D. Gonzales , F. 1

5. Finiteness of variance is irrelevant in the practice of quantitative finance;Taleb;Complexity,2009

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1. Supply chain financing decision with installment redemption under dynamic pledge;Managerial and Decision Economics;2024-08-22

2. A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction;Entropy;2021-04-09

3. Strategy selection of inventory financing based on overconfident retailer;Journal of Industrial & Management Optimization;2021

4. Impawn rate optimisation in inventory financing: A canonical vine copula-based approach;International Journal of Production Economics;2020-09

5. A Simple Survey for Supply Chain Finance Risk Management with Applications of Blockchain;Stochastic Models in Reliability, Network Security and System Safety;2019

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