A risk-averse newsvendor with law invariant coherent measures of risk (Q924892): Difference between revisions

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+https://doi.org/10.1016/j.orl.2007.04.008
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+W2164559241
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Coherent risk measures in inventory problems
@@ Property / cites work: Coherent risk measures in inventory problems / rank @@
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+The Risk-Averse (and Prudent) Newsboy
@@ Property / cites work: The Risk-Averse (and Prudent) Newsboy / rank @@
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+Stochastic finance. An introduction in discrete time
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+Newsvendor solutions via conditional value-at-risk minimization
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+Q4552656
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Monte Carlo sampling approach to stochastic programming
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