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

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+Coherent Measures of Risk
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+Coherent risk measures in inventory problems
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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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+Normal rank
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+On consistency of stochastic dominance and mean-semideviation models
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Q5201296
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+Optimization of Convex Risk Functions
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+Frontiers of Stochastically Nondominated Portfolios
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+Monte Carlo sampling approach to stochastic programming
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