Newsvendor solutions via conditional value-at-risk minimization-Reference-Cited by-同舟云学术

Newsvendor solutions via conditional value-at-risk minimization

Published:2007-05 Issue:1 Volume:179 Page:80-96
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Gotoh Jun-ya,Takano Yuichi

Publisher

Elsevier BV

Subject

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

Reference17 articles.

1. Optimality criteria and risk in inventory models: The case of the newsboy problem;Anvari;Journal of the Operational Research Society,1987

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

3. The risk-averse (and prudent) newsboy;Eeckhoudt;Management Science,1995

4. Mean-risk analysis with risk associated with below target returns;Fishburn;American Economic Review,1977

5. The single-period (news-vendor) problem: Literature review and suggestions for future research;Khouja;Omega,1999

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