Optimal inventory policy with fixed and proportional transaction costs under a risk constraint

S. Y. Wang, Ka Fai Cedric Yiu, K. L. Mak

Research output: Journal article publicationJournal articleAcademic researchpeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Optimal inventory policy with fixed and proportional transaction costs under a risk constraint'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance

Social Sciences