Financial hedging and competitive strategy for value-maximizing firms under quantity competition

DOI10.1007/s10479-017-2637-6zbMath1391.91161OpenAlexW2765184245MaRDI QIDQ1639300

Lap Keung Chu, Jian Ni, Shoude Li

Publication date: 12 June 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2637-6

zbMATH Keywords

Nash equilibriumrisk managementfinancial hedginggames theory

Mathematics Subject Classification ID

Applications of game theory (91A80) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Unnamed Item
• Separation results for multi-product inventory hedging problems
• Stochastic orders
• The impact of cost uncertainty on Cournot oligopoly game with concave demand function
• A multi-stage financial hedging approach for the procurement of manufacturing materials
• Hedging demand and supply risks in the newsvendor model
• On Cournot-Bertrand competition with differentiated products
• Operational Flexibility and Financial Hedging: Complements or Substitutes?
• Improving Supply Chain Performance and Managing Risk Under Weather-Related Demand Uncertainty
• On the Integration of Production and Financial Hedging Decisions in Global Markets
• Risk Aversion in Inventory Management
• Monotone Comparative Statics under Uncertainty
• Supply Contracts with Financial Hedging
• Optimal Control and Hedging of Operations in the Presence of Financial Markets
• Generalized Nash equilibrium problems

This page was built for publication: Financial hedging and competitive strategy for value-maximizing firms under quantity competition