A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (Q3098759)
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scientific article; zbMATH DE number 5975248
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| default for all languages | No label defined |
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| English | A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk |
scientific article; zbMATH DE number 5975248 |
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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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0.9619407
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0.9272349
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0.88875437
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0.8790784
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0.8761489
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0.8703392
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0.8695938
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0.86478114
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