Recommendations
- Risk Aversion in Inventory Management
- Risk management: Value at risk and beyond
- Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains
- The effects of financial risks on inventory policy
- Inventory control
- Inventory control
- scientific article; zbMATH DE number 5260339
- Coherent risk measures in inventory problems
- Value at risk estimation
- Value at risk: Recent advances
Cites work
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- A Representation Theorem for "Preference for Flexibility"
- A Theory of Disappointment Aversion
- Coherent measures of risk
- Contingent Claims Contracting for Purchasing Decisions in Inventory Management
- Disappointment in Decision Making Under Uncertainty
- Ex-post inventory control
- Regret in Decision Making under Uncertainty
- Simple General Approximations for a Random Variable and its Inverse Distribution Function Based on Linear Transformations of a Nonskewed Variate
- Some implications of a more general form of regret theory
Cited in
(14)- A difference of convex formulation of value-at-risk constrained optimization
- Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains
- Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis
- Supply chain risk analysis with mean-variance models: a technical review
- Optimal strategies for supply chain with credit guarantee using CVaR
- Single and multi-period optimal inventory control models with risk-averse constraints
- Optimizing a production-inventory system under a cost target
- On a subjective approach to risk measurement
- Dynamic coordinated maintenance of wind-farms with risk-averse agents under CVaR criterion
- Dynamic procurement from multiple suppliers with random capacities
- Pricing and cargo canvassing with risk-sensitive shipping lines: a mean-risk analysis
- On sales effort and pricing decisions under alternative risk criteria
- Reverse sensitivity testing: what does it take to break the model?
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
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