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Multi-product newsvendor problem with value-at-risk considerations
13 references·16 citing·40 second hop
Multi-product newsvendor problem with value-at-risk considerations (2008)Multi-product newsvendor problem with val…Coordination of Supply Chains with Risk-Averse Agents (2011)Coordination of Supply Chains…Risk Aversion in Inventory Management (2007)Risk Aversion in Inventory Ma…Newsvendor solutions via conditional value-at-risk minimization (2006)Newsvendor solutions via cond…Hedging Inventory Risk Through Market Instruments (2005)Hedging Inventory Risk Throug…Coordination of Supply Chains with Risk‐Averse Agents (2004)Coordination of Supply Chains…Value at Risk (2001)Value at RiskImpact of Uncertainty and Risk Aversion on Price and Order Quantity in the Newsvendor Problem (2000)Impact of Uncertainty and Ris…Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence (2000)Decision Bias in the Newsvend…Coherent Measures of Risk (1999)Coherent Measures of RiskThe Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…Inventory Control with an Exponential Utility Criterion (1992)Inventory Control with an Exp…Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem (1987)Optimality Criteria and Risk …The Newsboy Problem under Alternative Optimization Objectives (1980)The Newsboy Problem under Alt…Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: Trade credit financing vs. bank credit financing (2021)Mean-variance analysis of who…Integrated Risk Management for Newsvendors with Value-at-Risk Constraints (2019)Integrated Risk Management fo…Supply chain coordination with trade credit under the CVaR criterion (2018)Supply chain coordination wit…Cooperative advertising and ordering policies in a two-echelon supply chain with risk-averse agents (2017)Cooperative advertising and o…On the loss-averse dual-sourcing problem under supply disruption (2016)On the loss-averse dual-sourc…Store brand introduction in a two-echelon logistics system with a risk-averse retailer (2015)Store brand introduction in a…Optimal Pricing of competing retailers under uncertain demand-a two layer supply chain model (2015)Optimal Pricing of competing …Optimal acquisition and remanufacturing policies for multi-product remanufacturing systems (2015)Optimal acquisition and reman…A price-setting newsvendor problem under mean-variance criteria (2015)A price-setting newsvendor pr…Robust inventory decision under distribution uncertainty: A CVaR-based optimization approach (2014)Robust inventory decision und…The risk-averse newsvendor problem with random capacity (2013)The risk-averse newsvendor pr…The Multi-product Newsvendor Problem: Review, Extensions, and Directions for Future Research (2012)The Multi-product Newsvendor …Robust multi-market newsvendor models with interval demand data (2011)Robust multi-market newsvendo…The effect of advertising on the distribution-free newsboy problem (2010)The effect of advertising on …Optimal Pricing and Stocking Decisions for Newsvendor Problem With Value-at-Risk Consideration (2010)Optimal Pricing and Stocking …Analysis of the newsboy problem with fuzzy demands and incremental discounts (2010)Analysis of the newsboy probl…The Bargaining Problem (1950)Supply chain risk identification with value‐focused process engineering (2007)Supply chain risk management: present and future scope (2012)American Economic Review (2019)The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era (2019)Theory of games and economic behavior (2019)Portfolio Selection (1952)Conditional value-at-risk for general loss distributions (2002)Selection of supply portfolio under disruption risks (2010)A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (2011)Pricing strategy and coordination in a dual channel supply chain with a risk-averse retailer (2016)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Pricing and the Newsvendor Problem: A Review with Extensions (1999)Quantitative Models for Supply Chain Management (1999)Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer (2005)The newsvendor problem: Review and directions for future research (2010)Essays in the Theory of Risk-Bearing. (1972)An Intertemporal Capital Asset Pricing Model (1973)Multi‐Methodological Research in Operations Management (2015)“Options, Futures, and Other Derivatives” (2016)Financing online retailers: Bank vs. electronic business platform, equilibrium, and coordinating strategy (2019)Risk Aversion in the Small and in the Large (1976)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Optimization of conditional value-at-risk (2000)On the Value of Mix Flexibility and Dual Sourcing in Unreliable Newsvendor Networks (2005)Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion (2009)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)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)Precautionary Saving in the Small and in the Large (1989)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Supply chain risk analysis with mean-variance models: a technical review (2013)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Measuring systemic risk: A risk management approach (2005)Supply chain risk management and performance (2007)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence1,087 cited
  • 2001Value at Risk846 cited
  • 1995The Risk-Averse (and Prudent) Newsboy485 cited
  • 2000Impact of Uncertainty and Risk Aversion on Price and Order Quantity in the Newsvendor Problem462 cited
  • 1980The Newsboy Problem under Alternative Optimization Objectives384 cited
  • 2007Risk Aversion in Inventory Management355 cited
  • 2004Coordination of Supply Chains with Risk‐Averse Agents303 cited
  • 2006Newsvendor solutions via conditional value-at-risk minimization268 cited
  • 2005Hedging Inventory Risk Through Market Instruments234 cited
  • 2011Coordination of Supply Chains with Risk-Averse Agents229 cited
  • 1992Inventory Control with an Exponential Utility Criterion152 cited
  • 1987Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem108 cited

Cited by

  • 2017Cooperative advertising and ordering policies in a two-echelon supply chain with risk-averse agents99 cited
  • 2021Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: Trade credit financing vs. bank credit financing

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86 cited
  • 2013The risk-averse newsvendor problem with random capacity80 cited
  • 2015Optimal Pricing of competing retailers under uncertain demand-a two layer supply chain model78 cited
  • 2015Store brand introduction in a two-echelon logistics system with a risk-averse retailer75 cited
  • 2010The effect of advertising on the distribution-free newsboy problem65 cited
  • 2015Optimal acquisition and remanufacturing policies for multi-product remanufacturing systems63 cited
  • 2011Robust multi-market newsvendor models with interval demand data54 cited
  • 2018Supply chain coordination with trade credit under the CVaR criterion54 cited
  • 2019Integrated Risk Management for Newsvendors with Value-at-Risk Constraints54 cited
  • 2014Robust inventory decision under distribution uncertainty: A CVaR-based optimization approach53 cited
  • 2010Optimal Pricing and Stocking Decisions for Newsvendor Problem With Value-at-Risk Consideration52 cited
  • 2016On the loss-averse dual-sourcing problem under supply disruption45 cited
  • 2015A price-setting newsvendor problem under mean-variance criteria45 cited
  • 2012The Multi-product Newsvendor Problem: Review, Extensions, and Directions for Future Research43 cited
  • 2010Analysis of the newsboy problem with fuzzy demands and incremental discounts37 cited