A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR

DOI10.1142/S0217595917400127MaRDI QIDQ5348799zbMATH OpenOpenAlexFDO

Authors Jianxin Chen, Yongwu Zhou

Publication date 21 August 2017

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595917400127

zbMATH Keywords

CVaRdelay in paymentcapital constraintsrisk-averse newsvendor

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Sensitivity, stability, parametric optimization (90C31) Inventory, storage, reservoirs (90B05)

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Cites work

• scientific article; zbMATH DE number 1779430 (Why is no real title available?)
• A note on an EOQ model for deteriorating items under supplier credit linked to ordering quantity
• A risk-averse newsvendor model under the CVaR criterion
• Inventory management under date-terms supplier trade credit with stochastic demand and leadtime
• Newsvendor solutions via conditional value-at-risk minimization
• Optimal payment time for retailer's inventory system
• Optimal pricing and ordering policies for retailers under order-size-dependent delay in payments
• Periodic review (s, S) inventory model with permissible delay in payments
• Risk Aversion in Inventory Management
• Supply chain models for perishable products under inflation and permissible delay in payment
• THE EFFECT OF FINANCING ON A BUDGET-CONSTRAINED SUPPLY CHAIN UNDER WHOLESALE PRICE CONTRACT
• Trade credit contract with limited liability in the supply chain with budget constraints

Cited in

(11)

• Analysis of Conditional Value-at-Risk for newsvendor with holding and backorder cost under market search
• A loss-averse retailer-supplier supply chain model under trade credit in a supplier-Stackelberg game
• Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit
• Risk-averse preferences in a dual-channel supply chain with trade credit and demand uncertainty
• The optimal strategies of risk-averse newsvendor model for a dyadic supply chain with financing service
• Impact of risk attitude on optimal decisions in supply contracts with options
• Optimal strategies for supply chain with credit guarantee using CVaR
• Impact of deferred payment on decisions and coordination in a dual-channel supply chain with a risk-averse retailer
• The coordinator role of trade credit contract for coordinating integrated pricing and periodic review inventory decisions with stochastic demand
• Trade credit and revenue sharing of supply chain with a risk-averse retailer
• Dynamics of a risk-averse newsvendor model with continuous-time delay in supply chain financing

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