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.

Japan, Models, Linear programming, Mathematical optimization, Optimization theory, Financial risk

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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.

Israel, News Dealers and Newsstands, Newsdealers, Analysis, Utility theory, Utility functions, Newsstands

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