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Güterwirtschaftliches Risikomanagement: Ein Entscheidungsmodell zur Lagerpolitik bei Unsicherheit

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  • Wahl, Jack E.
  • Broll, Udo

Abstract

Wir untersuchen für ein internationales Unternehmen das Zusammenwirken von finanz- und realwirtschaftlichem Risikomanagement. Dies geschieht auf der Grundlage eines intertemporalen, stochastischen Entscheidungsmodells. Die gemeinsame Betrachtung von Devisen-Futures und Lagerhaltung bestätigt wichtige Resultate der optimalen Risikopolitik eines Unternehmens. Ferner erklären wir das empirische Phänomen einer fallenden Angebotsfunktion für ein Exportunternehmen.

Suggested Citation

  • Wahl, Jack E. & Broll, Udo, 2009. "Güterwirtschaftliches Risikomanagement: Ein Entscheidungsmodell zur Lagerpolitik bei Unsicherheit," Dresden Discussion Paper Series in Economics 14/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    • Handle: RePEc:zbw:tuddps:1409
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    References listed on IDEAS

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    More about this item

    Keywords

    Wechselkursrisiken; güterwirtschaftliches Risikomanagement;

    JEL classification:

    • F10 - International Economics - - Trade - - - General
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications

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