Liao Wang

HKU

Meng Wah Complex

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

4

DOWNLOADS

323

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Production with Risk Hedging — Optimal Policy and Efficient Frontier

Number of pages: 37 Posted: 06 Dec 2014
Liao Wang and David Yao
HKU and Columbia University
Downloads 174 (236,615)
Citation 3

Abstract:

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operational risk management, quadratic hedging, mean-variance efficient frontier.

2.

Production Planning with Shortfall Hedging under Partial Information and Budget Constraint

Number of pages: 49 Posted: 01 Dec 2016 Last Revised: 13 Jun 2017
Liao Wang and David Yao
HKU and Columbia University
Downloads 104 (350,114)

Abstract:

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shortfall hedging, partial information, budget constraint, efficient frontier.

3.

How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model

Number of pages: 71 Posted: 05 Jan 2022 Last Revised: 13 Jan 2022
Liao Wang, Jin Yao and Xiaowei Zhang
HKU, HKU Business School, The University of Hong Kong and Faculty of Business and Economics, The University of Hong Kong
Downloads 24 (664,500)

Abstract:

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newsvendor; pricing; risk hedging; mean-variance framework

4.

Production Planning with Risk Hedging under a CVaR Objective

Number of pages: 40 Posted: 08 Jul 2021 Last Revised: 27 Jan 2022
Liao Wang and David Yao
HKU and Columbia University
Downloads 21 (686,909)

Abstract:

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production planning, CVaR, downside risk aversion, optimal hedging