A Multi-item Risk-Averse Newsvendor with Law Invariant Coherent Measures of Risk

Author:

Choi Sungyong

Publisher

Springer New York

Reference73 articles.

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3. Agrawal, V., & Seshadri, S. (2000a). Impact of uncertainty and risk aversion on price and order quantity in the newsvendor problem. Manufacturing and Service Operations Management, 2(4), 410–423.

4. Agrawal, V., & Seshadri, S. (2000b). Risk intermediation in supply chains. IIE Transactions, 32, 819–831.

5. Ahmed, S., Çakmak, U., & Shapiro, A. (2007). Coherent risk measures in inventory problems. European Journal of Operational Research, 182, 226–238.

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