The risk-averse newsvendor problem under spectral risk measures: a classification with extensions
From MaRDI portal
Publication:1752178
DOI10.1016/j.ejor.2016.06.002zbMath1394.90015OpenAlexW2470847266MaRDI QIDQ1752178
Emel Arıkan, Johannes Fichtinger
Publication date: 24 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.06.002
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Opportunity loss minimization and newsvendor behavior ⋮ Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure ⋮ A coordination mechanism for supply chains with capacity expansions and order-dependent lead times ⋮ The supplier's optimal guarantee policy in newsvendor finance ⋮ Conditional value‐at‐risk beyond finance: a survey ⋮ An equilibrium model of the supply chain network under multi-attribute behaviors analysis ⋮ Behavioral demand effects when buyers anticipate inventory shortages ⋮ Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion
Cites Work
- Unnamed Item
- Newsvendor solutions via conditional value-at-risk minimization
- Coherent risk measures in inventory problems
- A risk-averse newsvendor with law invariant coherent measures of risk
- Would a risk-averse newsvendor order less at a higher selling price?
- Superquantile/CVaR risk measures: second-order theory
- Consistent modeling of risk averse behavior with spectral risk measures
- A benchmark solution for the risk-averse newsvendor problem
- Coherent Measures of Risk
- A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
- On distortion functionals
- The Newsboy Problem under Alternative Optimization Objectives
- Inventory Control with an Exponential Utility Criterion
- The Risk-Averse (and Prudent) Newsboy
This page was built for publication: The risk-averse newsvendor problem under spectral risk measures: a classification with extensions