Impact of risk attitude on optimal decisions in supply contracts with options

MaRDI QIDQ4926474zbMATH OpenFDO

Authors

Publication date 20 June 2013

zbMATH Keywords

conditional value-at-risknumerical experimentsoptionrisk aversionsupply chain managementsupply contracts

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Transportation, logistics and supply chain management (90B06) Credit risk (91G40)

Recommendations

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Cited in

(7)

• On sales effort and pricing decisions under alternative risk criteria
• Mean-CVaR models of price-only contracts of supply chain
• The research on optimal options contracts procurement decisions with a loss-averse retailer
• Contingent Claims Contracting for Purchasing Decisions in Inventory Management
• Option contract design and risk analysis: supplier's perspective
• Risk-aversion and B2B contracting under asymmetric information: evidence from managed print services
• Optimal option purchasing decisions for the risk-averse retailer with shortage cost

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