School of Transportation & Logistics, Southwest Jiaotong University, Chengdu, China
Laboratory for Supply Chain Finance Service Innovation, Southwest Jiaotong University, Chengdu, China
Institute for Financial Studies, Fudan University, Shanghai, China
Copyright © 2016 Juan He, Jian Wang, Xianglin Jiang et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
He, J. , Wang, J. and Jiang, X. (2016) The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance.
Journal of Mathematical Finance,
6, 134-155. doi:
10.4236/jmf.2016.61014.