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Optimal decisions for the loss-averse newsvendor problem under CVaR
16 references·16 citing·34 second hopsampled
Optimal decisions for the loss-averse newsvendor problem under CVaR (2015)Optimal decisions for the loss-averse new…The newsvendor problem: Review and directions for future research (2010)The newsvendor problem: Revie…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Prospect Theory in the Wild: Evidence from the Field (2000)Prospect Theory in the Wild: …Optimization of conditional value-at-risk (2000)Optimization of conditional v…Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence (2000)Decision Bias in the Newsvend…Choices, Values, and Frames (2000)Choices, Values, and FramesThe single-period (news-vendor) problem: literature review and suggestions for future research (1999)The single-period (news-vendo…Pricing and the Newsvendor Problem: A Review with Extensions (1999)Pricing and the Newsvendor Pr…Coherent Measures of Risk (1999)Coherent Measures of RiskPsychology and Economics (1997)Psychology and EconomicsLabor Supply of New York City Cabdrivers: One Day at a Time (1997)Labor Supply of New York City…The Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …ATTITUDES TOWARD RISK AND THE RISK-RETURN PARADOX: PROSPECT THEORY EXPLANATIONS. (1988)ATTITUDES TOWARD RISK AND THE…Taking Risks, the Management of Uncertainty (1987)Taking Risks, the Management …Optimal position of supply chain delivery window with risk-averse suppliers: A CVaR optimization approach (2020)Optimal position of supply ch…Electricity supply chain coordination: Newsvendor model for optimal contract design (2020)Electricity supply chain coor…Optimal option purchase decision of a loss-averse retailer under emergent replenishment (2019)Optimal option purchase decis…Optimal inventory decisions for a risk-averse retailer when offering layaway (2019)Optimal inventory decisions f…Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand (2019)Mean-variance analysis of the…Conditional value‐at‐risk beyond finance: a survey (2019)Conditional value‐at‐risk bey…The loss-averse newsvendor model with backordering (2017)The loss-averse newsvendor mo…The impact of loss sensitivity on a mobile phone supply chain system stability based on the chaos theory (2017)The impact of loss sensitivit…Robust bi-level optimization for green opportunistic supply chain network design problem against uncertainty and environmental risk (2017)Robust bi-level optimization …Procurement strategies with quantity-oriented reference point and loss aversion (2017)Procurement strategies with q…Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee (2017)Effects of risk aversion and …Coping with risk management and fill rate in the loss-averse newsvendor model (2017)Coping with risk management a…The effect of risk aversion on distribution channel contracts: Implications for return policies (2016)The effect of risk aversion o…Risk-averse multi-product selective newsvendor problem with different market entry scenarios under CVaR criterion (2016)Risk-averse multi-product sel…On the newsvendor model with conditional Value-at-Risk of opportunity loss (2015)On the newsvendor model with …On the comparison of risk-neutral and risk-averse newsvendor problems (2013)On the comparison of risk-neu…A model of investor sentiment /Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Prospect Theory: An Analysis of Decision under Risk (1979)Behavior in operations management: Assessing recent findings and revisiting old assumptions (2006)Behavioral Causes of the Bullwhip Effect and the Observed Value of Inventory Information (2006)Overcoming Algorithm Aversion: People Will Use Imperfect Algorithms If They Can (Even Slightly) Modify Them (2016)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Supply Chain Coordination with Contracts (2003)Supply Chain Coordination with Revenue-Sharing Contracts: Strengths and Limitations (2005)Perspectives in supply chain risk management (2006)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Psychological foundations of incentives (2002)Large Stakes and Big Mistakes (2009)Reference Points and Effort Provision (2011)PORTFOLIO SELECTION* (1952)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)A perspective on judgment and choice: Mapping bounded rationality. (2003)The weirdest people in the world? (2010)Dual-Process Theories of Higher Cognition (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2000Choices, Values, and Frames2,952 cited
  • 1997Psychology and Economics2,494 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1999Pricing and the Newsvendor Problem: A Review with Extensions1,663 cited
  • 1997Labor Supply of New York City Cabdrivers: One Day at a Time1,204 cited
  • 2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence1,087 cited
  • 1999The single-period (news-vendor) problem: literature review and suggestions for future research910 cited
  • 1988ATTITUDES TOWARD RISK AND THE RISK-RETURN PARADOX: PROSPECT THEORY EXPLANATIONS.678 cited
  • 1987Taking Risks, the Management of Uncertainty661 cited
  • 2000Prospect Theory in the Wild: Evidence from the Field554 cited
  • 1995The Risk-Averse (and Prudent) Newsboy485 cited
  • 2010The newsvendor problem: Review and directions for future research

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484 cited

Cited by

  • 2019Conditional value‐at‐risk beyond finance: a survey98 cited
  • 2017Robust bi-level optimization for green opportunistic supply chain network design problem against uncertainty and environmental risk90 cited
  • 2017Coping with risk management and fill rate in the loss-averse newsvendor model54 cited
  • 2017The loss-averse newsvendor model with backordering50 cited
  • 2013On the comparison of risk-neutral and risk-averse newsvendor problems43 cited
  • 2019Optimal option purchase decision of a loss-averse retailer under emergent replenishment43 cited
  • 2017Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee37 cited
  • 2016The effect of risk aversion on distribution channel contracts: Implications for return policies34 cited
  • 2017The impact of loss sensitivity on a mobile phone supply chain system stability based on the chaos theory31 cited
  • 2020Electricity supply chain coordination: Newsvendor model for optimal contract design29 cited
  • 2016Risk-averse multi-product selective newsvendor problem with different market entry scenarios under CVaR criterion28 cited
  • 2019Optimal inventory decisions for a risk-averse retailer when offering layaway28 cited
  • 2015On the newsvendor model with conditional Value-at-Risk of opportunity loss27 cited
  • 2017Procurement strategies with quantity-oriented reference point and loss aversion27 cited
  • 2019Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand25 cited
  • 2020Optimal position of supply chain delivery window with risk-averse suppliers: A CVaR optimization approach22 cited