A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (Q3098759)
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scientific article
Language | Label | Description | Also known as |
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English | A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk |
scientific article |
Statements
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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