The risk-averse newsvendor problem under spectral risk measures: A classification with extensions-Reference-Cited by-同舟云学术

The risk-averse newsvendor problem under spectral risk measures: A classification with extensions

Published:2017-01 Issue:1 Volume:256 Page:116-125
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Arıkan Emel,Fichtinger Johannes

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference27 articles.

1. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;Journal of Banking and Finance,2002

2. Coherent representations of subjective risk aversion;Acerbi,2004

3. Impact of uncertainty and risk aversion on price and order quantity in the newsvendor problem;Agrawal;Manufacturing & Service Operations Management,2000

4. Coherent risk measures in inventory problems;Ahmed;European Journal of Operational Research,2007

5. Coherent measures of risk;Artzner;Mathematical Finance,1999

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