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The financial risk of airline revenue management
1 references·13 citing·28 second hop
The financial risk of airline revenue management (2003)The financial risk of airline revenue man…Beyond Value at Risk: The New Science of Risk Management (1998)Beyond Value at Risk: The New…How To Be a Successful Revenue Manager: A Case from the Marriott Turkey Cluster (2022)How To Be a Successful Revenu…Time-consistent, risk-averse dynamic pricing (2019)Time-consistent, risk-averse …Bandits with Global Convex Constraints and Objective (2019)Bandits with Global Convex Co…Optimizing conditional value-at-risk in dynamic pricing (2018)Optimizing conditional value-…Resilient revenue management: a literature survey of recent theoretical advances (2017)Resilient revenue management:…Value-at-risk optimal policies for revenue management problems (2015)Value-at-risk optimal policie…Risk minimising strategies for revenue management problems with target values (2015)Risk minimising strategies fo…Risk management policies for dynamic capacity control (2015)Risk management policies for …Optimizing the conditional value-at-risk in revenue management (2013)Optimizing the conditional va…Ten myths of revenue management – A practitioner's view (2011)Ten myths of revenue manageme…Revenue management during times of recession (2009)Revenue management during tim…List pricing versus dynamic pricing: Impact on the revenue risk (2009)List pricing versus dynamic p…A model for airline seat control considering revenue uncertainty and risk (2009)A model for airline seat cont…Revenue Management: Research Overview and Prospects (1999)An Overview of Pricing Models for Revenue Management (2003)The Theory and Practice of Revenue Management (2004)Optimization of conditional value-at-risk (2000)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Behavioral data-driven analysis with Bayesian method for risk management of financial services (2020)Robust Optimization of Large-Scale Systems (1995)Robust Convex Optimization (1998)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Risk Analysis: A Quantitative Guide (2000)Robust Dynamic Pricing with Two Substitutable Products (2017)An overview of revenue management and dynamic pricing models in hotel business (2018)Coherent Measures of Risk (1999)Theory of games and economic behavior (2019)Risk-sensitive control of Markov decision processes: A moment-based approach with target distributions (2020)A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management (1997)Knowledge sharing in revenue management teams: Antecedents and consequences of group cohesion (2014)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Applied Machine Learning in Operations Management (2021)Network Revenue Management With Demand Learning and Fair Resource-Consumption Balancing (2024)Sensitivity analysis of Values at Risk (2000)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Measuring Market Risk (2005)Impacts of altruistic preference and reward-penalty mechanism on decisions of E-commerce closed-loop supply chain (2021)Markov decision processes with recursive risk measures (2021)Markov decision processes with risk-sensitive criteria: an overview (2024)
this work references cited by second hop

References

  • 1998Beyond Value at Risk: The New Science of Risk Management489 cited

Cited by

  • 2019Bandits with Global Convex Constraints and Objective29 cited
  • 2009List pricing versus dynamic pricing: Impact on the revenue risk28 cited
  • 2019Time-consistent, risk-averse dynamic pricing23 cited
  • 2013Optimizing the conditional value-at-risk in revenue management22 cited
  • 2015Value-at-risk optimal policies for revenue management problems20 cited
  • 2009A model for airline seat control considering revenue uncertainty and risk18 cited
  • 2015Risk management policies for dynamic capacity control16 cited
  • 2015Risk minimising strategies for revenue management problems with target values16 cited
  • 2011Ten myths of revenue management – A practitioner's view14 cited
  • 2018Optimizing conditional value-at-risk in dynamic pricing14 cited
  • 2009Revenue management during times of recession13 cited
  • 2017Resilient revenue management: a literature survey of recent theoretical advances12 cited
  • 2022How To Be a Successful Revenue Manager: A Case from the Marriott Turkey Cluster0 cited

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