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Optimal inventory and hedging decisions with CVaR consideration

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References

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234 cited

Cited by

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2017The role of put option contracts in supply chain management under inflation30 cited
2015On the newsvendor model with conditional Value-at-Risk of opportunity loss27 cited
2019Time-consistent, risk-averse dynamic pricing23 cited
2023Weather rebate contracts for different risk attitudes of supply chain members19 cited
2018Multi-period dual-sourcing replenishment problem with option contracts and a spot market19 cited
2020The optimal order decisions of a risk-averse newsvendor under backlogging18 cited
2018Study on Single Cycle Production Allocation and Supply Strategy for DCEs Based on the CVaR Criterion16 cited