Optimal due date quoting for a risk-averse decision-maker under CVaR
نویسندگان
چکیده
منابع مشابه
A Risk-Averse Newsvendor Model Under CVaR Decision Criterion
The classical risk-neutral newsvendor problem is to decide the order quantity to maximize the one period expected pro.t under a given demand distribution. In this paper we consider a risk-averse newsvendor with a stochastic price-dependent demand. We use the Conditional Value-at-Risk (CVaR), a risk measure commonly used in finance, as the decision criterion. The aim of our study is to investiga...
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ژورنال
عنوان ژورنال: International Journal of Production Research
سال: 2017
ISSN: 0020-7543,1366-588X
DOI: 10.1080/00207543.2017.1394587