Sourcing decision under interconnected risks: an application of mean-variance preferences approach
From MaRDI portal
Publication:2151673
DOI10.1007/S10479-021-04485-3zbMath1494.91046OpenAlexW4205264504MaRDI QIDQ2151673
Soumyatanu Mukherjee, Sidhartha S. Padhi
Publication date: 5 July 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04485-3
Decision theory (91B06) Transportation, logistics and supply chain management (90B06) Individual preferences (91B08)
Cites Work
- Optimal allocation of a fixed production under price uncertainty
- Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruption
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
- Representing risk preferences in expected utility based decision models
- Estimation of production risk and risk preference function: a nonparametric approach
- Supplier default dependencies: empirical evidence from the automotive industry
- A characterization of the distributions that imply mean-variance utility functions
- Supply chain network design under uncertainty: a comprehensive review and future research directions
- Multiple Risks and Mean-Variance Preferences
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- Technical Note—Price-Setting Newsvendor Problems with Uncertain Supply and Risk Aversion
- An emergent framework for supply chain risk management and performance measurement
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
- The Ordering of Portfolios in Terms of Mean and Variance
- Changes in Background Risk and Risk Taking Behavior
This page was built for publication: Sourcing decision under interconnected risks: an application of mean-variance preferences approach