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postgraduate thesis: Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing
Title | Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing |
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Authors | |
Advisors | Advisor(s):Chu, LK |
Issue Date | 2011 |
Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
Citation | Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 |
Degree | Doctor of Philosophy |
Subject | Industrial procurement - Planning. Risk management - Mathematical models. |
Dept/Program | Industrial and Manufacturing Systems Engineering |
Persistent Identifier | http://hdl.handle.net/10722/143214 |
HKU Library Item ID | b4658794 |
DC Field | Value | Language |
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dc.contributor.advisor | Chu, LK | - |
dc.contributor.author | Ni, Jian | - |
dc.contributor.author | 倪剑 | - |
dc.date.issued | 2011 | - |
dc.identifier.citation | Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 | - |
dc.identifier.uri | http://hdl.handle.net/10722/143214 | - |
dc.language | eng | - |
dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.source.uri | http://hub.hku.hk/bib/B46587949 | - |
dc.subject.lcsh | Industrial procurement - Planning. | - |
dc.subject.lcsh | Risk management - Mathematical models. | - |
dc.title | Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing | - |
dc.type | PG_Thesis | - |
dc.identifier.hkul | b4658794 | - |
dc.description.thesisname | Doctor of Philosophy | - |
dc.description.thesislevel | Doctoral | - |
dc.description.thesisdiscipline | Industrial and Manufacturing Systems Engineering | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.5353/th_b4658794 | - |
dc.date.hkucongregation | 2011 | - |
dc.identifier.mmsid | 991032310709703414 | - |