1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.MF2025
Martingale Consumption
Peter Holm Nielsen
We propose martingale consumption as a natural, desirable consumption pattern for any given (proportional) investment strategy. The idea is to always adjust current consumption so…
stat.AP2014★ 1 cited
The impact of stochastic lead times on the bullwhip effect
Zbigniew Michna, Peter Nielsen, Izabela Ewa Nielsen
In this article we want to review the research state on the bullwhip effect in supply chains with stochastic lead times and give a contribution to quantifying the bullwhip effect.…