A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR
From MaRDI portal
Publication:5348799
DOI10.1142/S0217595917400127zbMATH Open1371.90009OpenAlexW2675801871MaRDI QIDQ5348799FDOQ5348799
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
Recommendations
- A risk-averse newsvendor model under the CVaR criterion
- A risk-averse newsvendor model under stochastic market price
- Optimal two‐level trade credit with credit‐dependent demand in a newsvendor model
- Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit
- Dynamics of a risk-averse newsvendor model with continuous-time delay in supply chain financing
- Bilevel newsvendor problem models based on CVaR
- A risk-averse newsvendor with law invariant coherent measures of risk
- Hedging demand and supply risks in the newsvendor model
- CVaR in a newsvendor model with random capacity and shortage cost
- Controlling risk and demand ambiguity in newsvendor models
Statistical methods; risk measures (91G70) Sensitivity, stability, parametric optimization (90C31) Inventory, storage, reservoirs (90B05)
Cites Work
- Optimal pricing and ordering policies for retailers under order-size-dependent delay in payments
- A note on an EOQ model for deteriorating items under supplier credit linked to ordering quantity
- Risk Aversion in Inventory Management
- Supply chain models for perishable products under inflation and permissible delay in payment
- Optimal payment time for retailer's inventory system
- A risk-averse newsvendor model under the CVaR criterion
- Periodic review (s, S) inventory model with permissible delay in payments
- Newsvendor solutions via conditional value-at-risk minimization
- Trade credit contract with limited liability in the supply chain with budget constraints
- Inventory management under date-terms supplier trade credit with stochastic demand and leadtime
- Title not available (Why is that?)
- THE EFFECT OF FINANCING ON A BUDGET-CONSTRAINED SUPPLY CHAIN UNDER WHOLESALE PRICE CONTRACT
Cited In (11)
- 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
- Analysis of Conditional Value-at-Risk for newsvendor with holding and backorder cost under market search
This page was built for publication: A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5348799)