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Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
9 references·16 citing·34 second hop
Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion (2009)Technical Note—A Risk-Averse Newsvendor M…Risk Aversion in Inventory Management (2007)Risk Aversion in Inventory Ma…A Note on Probability Distributions with Increasing Generalized Failure Rates (2006)A Note on Probability Distrib…Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)Dynamic Pricing in the Presen…Value at Risk (2001)Value at RiskOptimization 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…Pricing and the Newsvendor Problem: A Review with Extensions (1999)Pricing and the Newsvendor Pr…Coherent Measures of Risk (1999)Coherent Measures of RiskThe Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…Information sharing or not across the supply chain: The role of carbon emission reduction (2020)Information sharing or not ac…Who benefits from online financing? A sharing economy E-tailing platform perspective (2019)Who benefits from online fina…The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era (2019)The mean-variance approach fo…Dual sourcing under supply disruption with risk-averse suppliers in the sharing economy (2019)Dual sourcing under supply di…Conditional value‐at‐risk beyond finance: a survey (2019)Conditional value‐at‐risk bey…Behavioral Operations and Supply Chain Management–A Review and Literature Mapping (2019)Behavioral Operations and Sup…Push, Pull, and Supply Chain Risk‐Averse Attitude (2018)Push, Pull, and Supply Chain …Coordination for contract farming supply chain with stochastic yield and demand under CVaR criterion (2017)Coordination for contract far…Cooperative advertising and ordering policies in a two-echelon supply chain with risk-averse agents (2017)Cooperative advertising and o…Pricing strategy and coordination in a dual channel supply chain with a risk-averse retailer (2016)Pricing strategy and coordina…Risk assessment for the supply chain of fast fashion apparel industry: a system dynamics framework (2015)Risk assessment for the suppl…Dual-channel supply chain pricing decisions with a risk-averse retailer (2014)Dual-channel supply chain pri…Supply chain risk analysis with mean-variance models: a technical review (2013)Supply chain risk analysis wi…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Coordination in multi-echelon supply chain under supply and demand uncertainty (2011)Coordination in multi-echelon…A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (2011)A Multiproduct Risk-Averse Ne…Maxmin expected utility with non-unique prior (1989)Robust Optimization (2009)A practical guide to robust optimization (2015)Data-driven robust optimization (2017)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)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)Revenue Management: Research Overview and Prospects (1999)Foundations of Inventory Management (2000)An Overview of Pricing Models for Revenue Management (2003)Perspectives in supply chain risk management (2006)Reconstructing the Giant: On the Importance of Rigour in Documenting the Literature Search Process (2009)Risk Aversion in the Small and in the Large (1976)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)On the Value of Mix Flexibility and Dual Sourcing in Unreliable Newsvendor Networks (2005)Precautionary Saving in the Small and in the Large (1989)Portfolio Selection: Efficient Diversification of Investments (1959)Approximating Expected Utility by a Function of Mean and Variance (1979)Big Data Analytics in Operations Management (2017)Data quality challenges for sustainable fashion supply chain operations in emerging markets: Roles of blockchain, government sponsors and environment taxes (2019)Analysis of resilience strategies and ripple effect in blockchain-coordinated supply chains: An agent-based simulation study (2020)Innovative “Bring-Service-Near-Your-Home” operations under Corona-Virus (COVID-19/SARS-CoV-2) outbreak: Can logistics become the Messiah? (2020)Conditional value-at-risk for general loss distributions (2002)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)Supply Chain Coordination with Contracts (2003)Supply Chain Coordination with Revenue-Sharing Contracts: Strengths and Limitations (2005)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)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1999Pricing and the Newsvendor Problem: A Review with Extensions1,663 cited
  • 2003Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions1,293 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
  • 2007Risk Aversion in Inventory Management355 cited
  • 2006A Note on Probability Distributions with Increasing Generalized Failure Rates350 cited

Cited by

  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2019The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era443 cited
  • 2013Supply chain risk analysis with mean-variance models: a technical review307 cited
  • 2019Behavioral Operations and Supply Chain Management–A Review and Literature Mapping202 cited
  • 2016Pricing strategy and coordination in a dual channel supply chain with a risk-averse retailer194 cited

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2011
Coordination in multi-echelon supply chain under supply and demand uncertainty
164 cited
  • 2019Dual sourcing under supply disruption with risk-averse suppliers in the sharing economy129 cited
  • 2014Dual-channel supply chain pricing decisions with a risk-averse retailer124 cited
  • 2015Risk assessment for the supply chain of fast fashion apparel industry: a system dynamics framework114 cited
  • 2011A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk112 cited
  • 2019Who benefits from online financing? A sharing economy E-tailing platform perspective108 cited
  • 2020Information sharing or not across the supply chain: The role of carbon emission reduction103 cited
  • 2017Cooperative advertising and ordering policies in a two-echelon supply chain with risk-averse agents99 cited
  • 2019Conditional value‐at‐risk beyond finance: a survey98 cited
  • 2017Coordination for contract farming supply chain with stochastic yield and demand under CVaR criterion95 cited
  • 2018Push, Pull, and Supply Chain Risk‐Averse Attitude93 cited