Zusammenfassung
Im vorliegenden Artikel werden einige auf kapitalmarktorientierten Modellen basierende investitionstheoretische Erweiterungen einfacher stochastischer Lagerhaltungsmodelle kurz vorgestellt. Basierend auf einer Untersuchung einer approximativen (R, T)-Politik in einer Capital Asset Pricing Model - Formulierung von Raturi und Singhal (1990) wird ein erweitertes Modell vorgestellt, das eine Optimierung der Lagerhaltungspolitik ermöglicht und so zu allgemeingültigeren Ergebnissen kommt.
Abstract
This paper gives a short review of recent capital-market oriented extensions of simple stochastic inventory models. Based on the analysis of an approximate (R, T)-policy by Raturi and Singhal (1990), which uses the capital asset pricing model for evaluating the risky cash flow associated with the inventory decision, an extended model is presented which facilitates the derivation of an optimal inventory policy and thereby leads to more general results.
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© 1993 Springer-Verlag Heidelberg
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Schefer, R. (1993). Finanzwirtschaftliche Ansätze in der Lagerhaltung. In: Hansmann, KW., Bachem, A., Jarke, M., Katzenberger, W.E., Marusev, A. (eds) DGOR / ÖGOR. Operations Research Proceedings 1992, vol 1992. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-78196-4_55
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DOI: https://doi.org/10.1007/978-3-642-78196-4_55
Publisher Name: Springer, Berlin, Heidelberg
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