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A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
16 references·16 citing·29 second hopsampled
A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (2011)A Multiproduct Risk-Averse Newsvendor wit…Theory of games and economic behavior (2019)Theory of games and economic …Stochastic Programming (2010)Stochastic ProgrammingLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Stochastic Finance: An Introduction in Discrete Time (2002)Stochastic Finance: An Introd…On the coherence of expected shortfall (2002)On the coherence of expected …Convex measures of risk and trading constraints (2002)Convex measures of risk and t…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…Coherent Measures of Risk (1999)Coherent Measures of RiskMean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Decision Analysis: Practice and Promise (1988)Decision Analysis: Practice a…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Analysis of Inventory Systems. (1964)Analysis of Inventory Systems.Theory of Games and Economic Behavior (1945)Theory of Games and Economic …A consignment contract with revenue sharing between an app developer and a distribution platform (2021)A consignment contract with r…Multilocation Newsvendor Problem: Centralization and Inventory Pooling (2020)Multilocation Newsvendor Prob…Controlling risk and demand ambiguity in newsvendor models (2019)Controlling risk and demand a…Push, Pull, and Supply Chain Risk‐Averse Attitude (2018)Push, Pull, and Supply Chain …Risk analysis and decision theory: A bridge (2017)Risk analysis and decision th…Robust newsvendor problem with autoregressive demand (2015)Robust newsvendor problem wit…Optimal decisions for the loss-averse newsvendor problem under CVaR (2015)Optimal decisions for the los…Operations–finance interface models: A literature review and framework (2015)Operations–finance interface …Managing Underperformance Risk in Project Portfolio Selection (2015)Managing Underperformance Ris…Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers (2015)Innovative menu of contracts …A risk-averse competitive newsvendor problem under the CVaR criterion (2014)A risk-averse competitive new…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 …A multi-product risk-averse newsvendor with exponential utility function (2011)A multi-product risk-averse n…Kusuoka representation of higher order dual risk measures (2010)Kusuoka representation of hig…A Multi-Product Risk-Averse Newsvendor with Exponential Utility Function (2010)A Multi-Product Risk-Averse N…A Stochastic Approximation Method (1951)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Frameworks and Results in Distributionally Robust Optimization (2022)Conditional value-at-risk for general loss distributions (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Quantitative Risk Management (2011)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)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)A JOINT ECONOMIC‐LOT‐SIZE MODEL FOR PURCHASER AND VENDOR (1986)Lot Sizing with Random Yields: A Review (1995)The single-period (news-vendor) problem: literature review and suggestions for future research (1999)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Evolutionary Game Theory (2011)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1945Theory of Games and Economic Behavior3,887 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1964Analysis of Inventory Systems.2,345 cited
  • 2010Stochastic Programming2,228 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2009Lectures on Stochastic Programming1,419 cited
  • 2002Stochastic Finance: An Introduction in Discrete Time1,190 cited
  • 2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence1,087 cited
  • 1988Decision Analysis: Practice and Promise770 cited

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Cited by

  • 2015Managing Underperformance Risk in Project Portfolio Selection122 cited
  • 2015Operations–finance interface models: A literature review and framework106 cited
  • 2011A multi-product risk-averse newsvendor with exponential utility function94 cited
  • 2018Push, Pull, and Supply Chain Risk‐Averse Attitude93 cited
  • 2014A risk-averse competitive newsvendor problem under the CVaR criterion90 cited
  • 2013The risk-averse newsvendor problem with random capacity80 cited
  • 2015Optimal decisions for the loss-averse newsvendor problem under CVaR65 cited
  • 2010A Multi-Product Risk-Averse Newsvendor with Exponential Utility Function63 cited
  • 2017Risk analysis and decision theory: A bridge59 cited
  • 2019Controlling risk and demand ambiguity in newsvendor models52 cited
  • 2020Multilocation Newsvendor Problem: Centralization and Inventory Pooling52 cited
  • 2015Robust newsvendor problem with autoregressive demand48 cited
  • 2021A consignment contract with revenue sharing between an app developer and a distribution platform44 cited
  • 2012The Multi-product Newsvendor Problem: Review, Extensions, and Directions for Future Research43 cited
  • 2010Kusuoka representation of higher order dual risk measures43 cited
  • 2015Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers40 cited