Please use this identifier to cite or link to this item:
https://doi.org/10.1080/0740817X.2010.532851
DC Field | Value | |
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dc.title | Risk analysis of commitment-option contracts with forecast updates | |
dc.contributor.author | Buzacott, J. | |
dc.contributor.author | Yan, H. | |
dc.contributor.author | Zhang, H. | |
dc.date.accessioned | 2013-10-09T03:25:53Z | |
dc.date.available | 2013-10-09T03:25:53Z | |
dc.date.issued | 2011 | |
dc.identifier.citation | Buzacott, J., Yan, H., Zhang, H. (2011). Risk analysis of commitment-option contracts with forecast updates. IIE Transactions (Institute of Industrial Engineers) 43 (6) : 415-431. ScholarBank@NUS Repository. https://doi.org/10.1080/0740817X.2010.532851 | |
dc.identifier.issn | 0740817X | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/44062 | |
dc.description.abstract | The standard treatment of supply chain models largely focuses on the optimization of the expected value of a given cost or profit measure. Due to highly uncertain supply and demand conditions, the use of the expected objective measure may not be justified. This article studies a class of commitment-option supply contracts in a mean-variance framework. With structure properties established it is shown that a mean-variance trade-off analysis with advanced reservation can be carried out. Moreover, it is indicated how the corresponding contract decisions differ from decisions for optimizing an expected objective value. © 2011 "IIE". | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1080/0740817X.2010.532851 | |
dc.source | Scopus | |
dc.subject | commitment-option contract | |
dc.subject | forecast updates | |
dc.subject | Mean-variance | |
dc.subject | stochastic order | |
dc.type | Article | |
dc.contributor.department | DECISION SCIENCES | |
dc.description.doi | 10.1080/0740817X.2010.532851 | |
dc.description.sourcetitle | IIE Transactions (Institute of Industrial Engineers) | |
dc.description.volume | 43 | |
dc.description.issue | 6 | |
dc.description.page | 415-431 | |
dc.description.coden | IIETD | |
dc.identifier.isiut | 000288960200003 | |
Appears in Collections: | Staff Publications |
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