IEEE - Institute of Electrical and Electronics Engineers, Inc. - On loan-to-value ratio of inventory financing under static pledge and dynamic pledge fashion

2008 IEEE International Conference on Service Operations and Logistics, and Informatics (SOLI)

Author(s): Yixue Li
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2008
Conference Location: Beijing, China
Conference Date: 12 October 2008
Volume: 1
Page(s): 441 - 446
ISBN (CD): 978-1-4244-2013-1
ISBN (Paper): 978-1-4244-2012-4
DOI: 10.1109/SOLI.2008.4686436
Regular:

Given the price of pledged inventory follows geometric Brownian motions, the paper implements risk estimation strategies of "main body+ debt" and comparatively analyzes loan-to-value ratio... View More

Advertisement