Risk Management in Finance and Logistics

  • Chunhui Xu
  • Takayuki Shiina

Part of the Translational Systems Sciences book series (TSS, volume 14)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Risk Management in Finance

    1. Front Matter
      Pages 1-2
    2. Chunhui Xu, Takayuki Shiina
      Pages 3-11
    3. Chunhui Xu, Takayuki Shiina
      Pages 13-34
    4. Chunhui Xu, Takayuki Shiina
      Pages 35-57
    5. Chunhui Xu, Takayuki Shiina
      Pages 59-78
    6. Chunhui Xu, Takayuki Shiina
      Pages 79-100
    7. Back Matter
      Pages 101-103
  3. Risk Management in Logistics

    1. Front Matter
      Pages 105-105
    2. Chunhui Xu, Takayuki Shiina
      Pages 107-136
    3. Chunhui Xu, Takayuki Shiina
      Pages 137-149
    4. Chunhui Xu, Takayuki Shiina
      Pages 151-168
    5. Back Matter
      Pages 169-171
  4. Back Matter
    Pages 173-185

About this book


This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.


Financial Risk Portfolio Optimization Investment Decision Risk Control Logistic Planning

Authors and affiliations

  • Chunhui Xu
    • 1
  • Takayuki Shiina
    • 2
  1. 1.Department of Risk Science in Finance and ManagementChiba Institute of TechnologyChibaJapan
  2. 2.Department of Industrial and Management Systems ScienceWaseda UniversityTokyoJapan

Bibliographic information

  • DOI
  • Copyright Information Springer Nature Singapore Pte Ltd. 2018
  • Publisher Name Springer, Singapore
  • eBook Packages Economics and Finance
  • Print ISBN 978-981-13-0316-6
  • Online ISBN 978-981-13-0317-3
  • Series Print ISSN 2197-8832
  • Series Online ISSN 2197-8840
  • Buy this book on publisher's site