The newsvendor problem under multiplicative background risk
From MaRDI portal
Publication:1044126
DOI10.1016/j.ejor.2009.01.038zbMath1177.91085MaRDI QIDQ1044126
Publication date: 10 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.01.038
expected utility; newsvendor problem; multiplicative background risk; multiplicative risk vulnerability; derived utility function
91B06: Decision theory
Related Items
Comparative statics effects independent of the utility function. When do we act the same way under risk?, Ambiguity in risk preferences in robust stochastic optimization, A note on pricing with risk aversion, The newsvendor's optimal incentive contracts for multiple advertisers
Cites Work
- Unnamed Item
- Unnamed Item
- Relative risk aversion: what do we know?
- 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?
- The values of relative risk aversion and prudence: a context-free interpretation
- Preservation of More risk averse under expectations
- On risk aversion with two risks
- Background risk in generalized expected utility theory
- A benchmark solution for the risk-averse newsvendor problem
- How Larger Demand Variability May Lead to Lower Costs in the Newsvendor Problem
- Multiplicative Background Risk
- Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence
- Decision-making and the newsvendor problem: an experimental study
- The Newsboy Problem under Alternative Optimization Objectives
- Risk Aversion with Random Initial Wealth
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- The Risk-Averse (and Prudent) Newsboy
- Risk Vulnerability and the Tempering Effect of Background Risk
- Standard Risk Aversion
- Risk Aversion in the Small and in the Large
