ジヨ　ハルキ   XU CHUNHUI   徐　春暉    所属   千葉工業大学  情報変革科学部 高度応用情報科学科    千葉工業大学  社会システム科学研究科 マネジメント工学専攻    職種   教授
言語種別	英語
発行・発表の年月	2018/08
形態種別	単行本
査読	査読あり
標題	Risk Management in Finance and Logistics
執筆形態	共著
掲載区分	国外
出版社・発行元	Springer
総ページ数	185
担当範囲	Chapters 1,2,3,4,5.
著者・共著者	Chunhui Xu, Takayuki Shiina
概要	This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research.
researchmap用URL	https://www.springer.com/us/book/9789811303166