A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (Q3098759)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
18 November 2011
0 references
multiple products
0 references
newsvendor
0 references
risk aversion
0 references
coherent measures of risk
0 references
diversification
0 references
portfolio
0 references
