Newsvendor solutions via conditional value-at-risk minimization (Q858416)

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Newsvendor solutions via conditional value-at-risk minimization
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    Newsvendor solutions via conditional value-at-risk minimization (English)
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    9 January 2007
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    risk management
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    newsvendor problem
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    Conditional Value-at-Risk (CVaR)
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    mean-risk model
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    convex optimization
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