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Impact of risk aversion on optimal decisions in supply contracts
16 references·16 citing·39 second hopsampled
Impact of risk aversion on optimal decisions in supply contracts (2010)Impact of risk aversion on optimal decisi…Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)Worst-Case Conditional Value-…Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion (2009)Technical Note—A Risk-Averse …Price and service competition of supply chains with risk-averse retailers under demand uncertainty (2008)Price and service competition…Perspectives in supply chain risk management (2006)Perspectives in supply chain …Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer (2005)Channel Coordination with a R…Coordination of Supply Chains with Risk‐Averse Agents (2004)Coordination of Supply Chains…Shortfall as a risk measure: properties, optimization and applications (2003)Shortfall as a risk measure: …Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk (2000)Some Remarks on the Value-at-…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Impact 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…The Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…The Newsboy Problem under Alternative Optimization Objectives (1980)The Newsboy Problem under Alt…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…A decision-support tool for policy makers in healthcare supply chains to balance between perceived risk in logistics outsourcing and cost-efficiency (2022)A decision-support tool for p…Modelling interactions of select enablers of Lean Six-Sigma considering sustainability implications: an integrated circular economy and Industry 4.0 perspective (2021)Modelling interactions of sel…Behavioral operations management and supply chain coordination mechanisms: a systematic review and classification of the literature (2021)Behavioral operations managem…Supplier resilience assessment in project-driven supply chains (2020)Supplier resilience assessmen…Optimal decisions in supply chains with a call option contract under the carbon emissions tax regulation (2020)Optimal decisions in supply c…Dual-channel environmental hotel supply chain network equilibrium decision under altruism preference and demand uncertainty (2020)Dual-channel environmental ho…Supply chain coordination with risk-averse retailer and option contract: Supplier-led vs. Retailer-led (2019)Supply chain coordination wit…Conditional value‐at‐risk beyond finance: a survey (2019)Conditional value‐at‐risk bey…Supply chain management using put option contracts with information asymmetry (2018)Supply chain management using…Option contract strategies with risk‐aversion and emergency purchase (2018)Option contract strategies wi…Loss-averse preferences in a two-echelon supply chain with yield risk and demand uncertainty (2016)Loss-averse preferences in a …Coordination of Supply Chains With a Retailer Under the Mean-CVaR Criterion (2016)Coordination of Supply Chains…Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm (2014)Transferring and sharing exch…Quality control game model in logistics service supply chain based on different combinations of risk attitude (2014)Quality control game model in…Environmental performance—Impacts of vendor–buyer coordination (2013)Environmental performance—Imp…Waste management project’s alternatives: A risk-based multi-criteria assessment (RBMCA) approach (2011)Waste management project’s al…Coherent Measures of Risk (1999)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Expected Shortfall: A Natural Coherent Alternative to Value at Risk (2002)Generalized deviations in risk analysis (2005)Information Distortion in a Supply Chain: The Bullwhip Effect (1997)What is the Right Supply Chain for Your Product (1997)Supply Chain Coordination with Contracts (2003)Risk assessment and risk management: Review of recent advances on their foundation (2015)The impact of digital technology and Industry 4.0 on the ripple effect and supply chain risk analytics (2018)Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case (2020)Stochastic Programming Models (2003)Optimization of Convex Risk Functions (2006)Risk-averse two-stage stochastic programming with an application to disaster management (2011)American Economic Review (2019)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)Risk Aversion in Inventory Management (2007)The newsvendor problem: Review and directions for future research (2010)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)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)Robust portfolios: contributions from operations research and finance (2009)Robust risk measurement and model risk (2013)Twenty years of linear programming based portfolio optimization (2013)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2006Perspectives in supply chain risk management2,602 cited
  • 2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence1,087 cited
  • 2000Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk770 cited
  • 2009Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management510 cited
  • 2002Dual Stochastic Dominance and Related Mean-Risk Models496 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
  • 2005Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer374 cited
  • 2008Price and service competition of supply chains with risk-averse retailers under demand uncertainty343 cited
  • 2009Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion328 cited
  • 2004Coordination of Supply Chains with Risk‐Averse Agents

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303 cited
  • 2003Shortfall as a risk measure: properties, optimization and applications269 cited
  • Cited by

    • 2019Conditional value‐at‐risk beyond finance: a survey98 cited
    • 2019Supply chain coordination with risk-averse retailer and option contract: Supplier-led vs. Retailer-led68 cited
    • 2014Quality control game model in logistics service supply chain based on different combinations of risk attitude64 cited
    • 2021Modelling interactions of select enablers of Lean Six-Sigma considering sustainability implications: an integrated circular economy and Industry 4.0 perspective62 cited
    • 2020Supplier resilience assessment in project-driven supply chains49 cited
    • 2022A decision-support tool for policy makers in healthcare supply chains to balance between perceived risk in logistics outsourcing and cost-efficiency46 cited
    • 2014Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm44 cited
    • 2011Waste management project’s alternatives: A risk-based multi-criteria assessment (RBMCA) approach43 cited
    • 2018Option contract strategies with risk‐aversion and emergency purchase40 cited
    • 2018Supply chain management using put option contracts with information asymmetry39 cited
    • 2020Optimal decisions in supply chains with a call option contract under the carbon emissions tax regulation39 cited
    • 2016Coordination of Supply Chains With a Retailer Under the Mean-CVaR Criterion37 cited
    • 2020Dual-channel environmental hotel supply chain network equilibrium decision under altruism preference and demand uncertainty36 cited
    • 2013Environmental performance—Impacts of vendor–buyer coordination34 cited
    • 2021Behavioral operations management and supply chain coordination mechanisms: a systematic review and classification of the literature31 cited
    • 2016Loss-averse preferences in a two-echelon supply chain with yield risk and demand uncertainty30 cited