Inventory control and investment policy

被引：5

作者：

Bulinskaya, EV ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119992, Russia

来源：

INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS | 2003年 / 81-2卷

关键词：

inventory control; financial market; cost approach; reliability approach; solvency;

D O I：

10.1016/S0925-5273(02)00355-9

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The idea underlying this paper is to consider inventory control as part of a wider class of economic problems, namely financial risk management. Only discrete-time models are investigated here. In the framework of the Cox-Ross-Rubinstein model of a financial market a combined inventory replenishment and investment policy is obtained. Company solvency is studied as well. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：309 / 316

页数：8

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