A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (Q3098759): Difference between revisions

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Latest revision as of 15:59, 20 December 2024

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A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
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    A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (English)
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    18 November 2011
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    multiple products
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    newsvendor
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    risk aversion
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    coherent measures of risk
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    diversification
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    portfolio
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