Newsvendor solutions via conditional value-at-risk minimization
Article Abstract:
A linear programming method for minimizing conditional value-at-risk in single-period newsvendor problem is presented. Two different loss functions are formulated for efficient financial risk management.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
Japan, Models, Linear programming, Mathematical optimization, Optimization theory, Financial risk
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
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A benchmark solution for the risk-averse newsvendor problem
Article Abstract:
A study uses utility theory to examine the newsvendor problem. Several utility function parameters are considered in the study.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
Israel, News Dealers and Newsstands, Newsdealers, Analysis, Utility theory, Utility functions, Newsstands
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Management, Usage, Company business management
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