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ArticleOptimal decisions for the loss-averse newsvendor problem under CVaR

Xinsheng Xu2015

Article2015

Optimal decisions for the loss-averse newsvendor problem under CVaR

Xinsheng Xu · Ping Ji

65 citations·0/0 files stored·International Journal of Production Economics

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Supply Chain and Inventory Management Sustainable Supply Chain Management Risk and Portfolio Optimization

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References

1999Coherent Measures of Risk 2000Optimization of conditional value-at-risk 2002Conditional value-at-risk for general loss distributions 2000Choices, Values, and Frames 1997Psychology and Economics 1995Myopic Loss Aversion and the Equity Premium Puzzle 1993Myopic Loss Aversion and the Equity Premium Puzzle 1999Pricing and the Newsvendor Problem: A Review with Extensions

Cited by

2019Conditional value‐at‐risk beyond finance: a survey 2017Robust bi-level optimization for green opportunistic supply chain network design problem against uncertainty and environmental risk 2017Coping with risk management and fill rate in the loss-averse newsvendor model 2017The loss-averse newsvendor model with backordering 2013On the comparison of risk-neutral and risk-averse newsvendor problems 2019Optimal option purchase decision of a loss-averse retailer under emergent replenishment

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2016Coordination of Supply Chains With a Retailer Under the Mean-CVaR Criterionarticle · 16 shared references 2015On the newsvendor model with conditional Value-at-Risk of opportunity lossarticle · 16 shared references 2010A price-setting newsvendor model under CVaR decision criterion with emergency procurementarticle · 15 shared references 2010Optimal decisions when balancing expected profit and conditional value-at-risk in newsvendor modelsarticle · 14 shared references 2013Newsvendor problem with random shortage cost under a risk criterionarticle · 14 shared references 2013The risk-averse newsvendor problem with random capacityarticle · 13 shared references

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Year2015

Typearticle

Published2015-03-31

VenueInternational Journal of Production Economics

ISSN-L0925-5273

Languageen

Citations65

Files0 public / 0

ShelfSupply Chain and Inventory Management

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doi10.1016/j.ijpe.2015.03.019

openalex_workW1997073992

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2017Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee

2016The effect of risk aversion on distribution channel contracts: Implications for return policies