Hedging demand and supply risks in the newsvendor model
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Publication:2018116
DOI10.1007/S00291-014-0385-4zbMATH Open1311.90061OpenAlexW2025357654WikidataQ105787813 ScholiaQ105787813MaRDI QIDQ2018116FDOQ2018116
Authors: H. K. Okyay, Fikri Karaesmen, Süleyman Özekici 
Publication date: 10 April 2015
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-014-0385-4
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- A benchmark solution for the risk-averse newsvendor problem
- Risk-averse newsvendor model with strategic consumer behavior
- Downside risk-aversion analysis for a single-stage newsvendor problem
- The newsvendor problem under multiplicative background risk
- Newsvendor solutions via conditional value-at-risk minimization
Cites Work
- The Newsboy Problem under Alternative Optimization Objectives
- Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations
- Improving supply chain performance and managing risk under weather-related demand uncertainty
- Risk Aversion in Inventory Management
- Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem
- The Risk-Averse (and Prudent) Newsboy
- Optimal Control and Hedging of Operations in the Presence of Financial Markets
- Operational flexibility and financial hedging: complements or substitutes?
- Newsvendor solutions via conditional value-at-risk minimization
- Coherent risk measures in inventory problems
- Optimal policies for inventory systems with finite capacity and partially observed Markov-modulated demand and supply processes
- Newsvendor models with dependent random supply and demand
Cited In (10)
- Optimal inventory policy through dual sourcing
- Risk-averse newsvendor model with strategic consumer behavior
- Financial hedging and competitive strategy for value-maximizing firms under quantity competition
- The effects of financial risks on inventory policy
- Joint optimal ordering and weather hedging decisions: mean-CVaR model
- Protecting the data-driven newsvendor against rare events: a correction-term approach
- A risk-averse newsvendor model under stochastic market price
- Risk mitigation in newsvendor networks: resource diversification, flexibility, sharing, and hedging
- Newsvendor models with dependent random supply and demand
- A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR
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