Mean-variance analysis of sourcing decision under disruption risk
From MaRDI portal
Publication:322537
DOI10.1016/j.ejor.2015.09.028zbMath1346.90169OpenAlexW1795375965MaRDI QIDQ322537
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.09.028
Related Items
Optimal pricing in on-demand-service-platform-operations with hired agents and risk-sensitive customers in the blockchain era, Equilibrium decisions of power supply chain members facing the uncertainty risk of renewable energy production, Coordinating a supply chain with a loss-averse retailer under yield and demand uncertainties, Financial risk, inventory decision and process improvement for a firm with random capacity, Multi-sourcing and information sharing under competition and supply uncertainty, Mean-variance analysis of option contracts in a two-echelon supply chain, Behavioral mean-variance portfolio selection, Pricing strategy of dual-channel supply chain with a risk-averse retailer considering consumers' channel preferences
Cites Work
- Quantitative models for managing supply chain risks: a review
- A price-setting newsvendor problem under mean-variance criteria
- The newsvendor problem: review and directions for future research
- Sourcing with random yields and stochastic demand: a newsvendor approach
- Inventory systems with stochastic demand and supply: properties and approximations
- Optimal newsvendor policies for dual-sourcing supply chains: A disruption risk management framework
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
- Mean-variance approximations to expected utility
- On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks
- Risk Mitigation in Newsvendor Networks: Resource Diversification, Flexibility, Sharing, and Hedging
- Risk Aversion in Inventory Management
- Mean-variance trade-offs in supply contracts
- The Newsboy Problem under Alternative Optimization Objectives
- The Risk-Averse (and Prudent) Newsboy