Optimal Market-Making with Risk Aversion
نویسندگان
چکیده
Risk management is the underlying paradigm necessary to mitigate the impact of adverse outcomes such as financial crises, energy shortages, oil disasters, global supply chain disruptions, and a myriad of other potentially catastrophic large-scale system failures. This seminar series serves as a platform to bring together diverse perspectives, problem definitions and solutions that transcend disciplinary and industry boundaries. Distinguished speakers are invited from leading research institutions and a wide range of relevant industries. The common kernels of knowledge identified in this series will contribute to tomorrow’s risk management solutions and tools. DAVID SIMCHI-LEVI MIT
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ورودعنوان ژورنال:
- Operations Research
دوره 60 شماره
صفحات -
تاریخ انتشار 2012