A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk

DOI10.1287/OPRE.1100.0896zbMath1233.90016OpenAlexW2150797883MaRDI QIDQ3098759

Yao Zhao, Sungyong Choi, Ruszczyński, Andrzej

Publication date: 18 November 2011

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/532da29c39be259bf1f3aea15b514d103ab6acb5

zbMATH Keywords

portfoliorisk aversiondiversificationnewsvendormultiple productscoherent measures of risk

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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