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postgraduate thesis: Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing

TitleCommodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing
Authors
Advisors
Advisor(s):Chu, LK
Issue Date2011
PublisherThe 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
DegreeDoctor of Philosophy
SubjectIndustrial procurement - Planning.
Risk management - Mathematical models.
Dept/ProgramIndustrial and Manufacturing Systems Engineering
Persistent Identifierhttp://hdl.handle.net/10722/143214
HKU Library Item IDb4658794

 

DC FieldValueLanguage
dc.contributor.advisorChu, LK-
dc.contributor.authorNi, Jian-
dc.contributor.author倪剑-
dc.date.issued2011-
dc.identifier.citationNi, 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.urihttp://hdl.handle.net/10722/143214-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B46587949-
dc.subject.lcshIndustrial procurement - Planning.-
dc.subject.lcshRisk management - Mathematical models.-
dc.titleCommodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing-
dc.typePG_Thesis-
dc.identifier.hkulb4658794-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineIndustrial and Manufacturing Systems Engineering-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4658794-
dc.date.hkucongregation2011-
dc.identifier.mmsid991032310709703414-

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