A risk-averse newsvendor with law invariant coherent measures of risk

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Cites work

scientific article; zbMATH DE number 1795125 (Why is no real title available?)
Coherent measures of risk
Coherent risk measures in inventory problems
Dual Stochastic Dominance and Related Mean-Risk Models
From stochastic dominance to mean-risk models: Semideviations as risk measures
Frontiers of Stochastically Nondominated Portfolios
Monte Carlo sampling approach to stochastic programming
Newsvendor solutions via conditional value-at-risk minimization
On consistency of stochastic dominance and mean-semideviation models
Optimization of Convex Risk Functions
Optimization of risk measures
Stochastic finance. An introduction in discrete time
The Risk-Averse (and Prudent) Newsboy

Cited in

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A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
The risk-averse newsvendor problem under spectral risk measures: a classification with extensions
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The optimal strategies of risk-averse newsvendor model for a dyadic supply chain with financing service
The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile
Optimizing conditional value-at-risk in dynamic pricing
Supply chain risk analysis with mean-variance models: a technical review
Controlling risk and demand ambiguity in newsvendor models
Risk-averse stochastic path detection
Distributionally Robust Inventory Control When Demand Is a Martingale
Time (in)consistency of multistage distributionally robust inventory models with moment constraints
A price-setting newsvendor problem under mean-variance criteria
Some general properties for the newsboy problem with an extraordinary order
Coordinating contracts for two-stage fashion supply chain with risk-averse retailer and price-dependent demand
Risk-balanced dimensioning and pricing of end-to-end differentiated services
Forward-buying and the naive newsvendor
Optimal decisions when balancing expected profit and conditional value-at-risk in newsvendor models
Coherent risk measures in inventory problems
The newsvendor problem under multiplicative background risk
A note on risk averse newsboy problem
Technical note: Operational statistics: properties and the risk-averse case
A risk-averse newsvendor model under stochastic market price
On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations
Risk mitigation in newsvendor networks: resource diversification, flexibility, sharing, and hedging
A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR
SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand
Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula
Optimal strategy in managing product quality risk for a <scp>risk‐averse</scp> manufacturer: Prevention or mitigation?
The risk-averse newsvendor problem with random capacity
Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation
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Dynamic linear programming games with risk-averse players

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