| Article ID: | iaor20032630 |
| Country: | Netherlands |
| Volume: | 81/82 |
| Start Page Number: | 309 |
| End Page Number: | 316 |
| Publication Date: | Jan 2003 |
| Journal: | International Journal of Production Economics |
| Authors: | Bulinskaya E.V. |
| Keywords: | investment |
The idea underlying this paper is to consider inventory control as part of a wider class of economic problems, namely financial risk management. Only discrete-time models are investigated here. In the framework of the Cox–Ross–Rubinstein model of a financial market a combined inventory replenishment and investment policy is obtained. Company solvency is studied as well.