Newsboy Decision Model Applying an Optimized Objective of Conditional Value-at-Risk
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-70665-4_167
Reference12 articles.
1. Gotoh, J., Takano, Y.: Newsvender solutions via conditional value-at-risk minimization. Eur. J. Oper. Res. 179, 80–96 (2007)
2. Cheng, L., Wan, Z.: Bilevel Newsvender models considering retailer with CVaR objective. Comput. Ind. Eng. 57, 310–318 (2009)
3. Rockafellar, R.T., Uryasev, S.P.: Optimization of conditional value-at-risk. J. Risk 2, 21–42 (2000)
4. Rockafellar, R.T., Uryasev, S.P.: Conditional value-at-risk for general loss distributions. J. Bank. Finance 26, 1443–1471 (2002)
5. Kibzsun, A.I., Kuznetsov, E.A.: Analysis of criteria VaR and CVaR. J. Bank. Finance 30, 779–796 (2006)
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