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A utility adjusted newsvendor model with stochastic demand
16 references·1 citing·43 second hop
A utility adjusted newsvendor model with stochastic demand (2019)A utility adjusted newsvendor model with …Robust supply chain network design with service level against disruptions and demand uncertainties: A real-life case (2012)Robust supply chain network d…The newsvendor problem: Review and directions for future research (2010)The newsvendor problem: Revie…Mean-downside-risk and mean-variance newsvendor models: Implications for sustainable fashion retailing (2010)Mean-downside-risk and mean-v…Indifference Pricing (2008)Indifference PricingRisk Aversion in Inventory Management (2007)Risk Aversion in Inventory Ma…Hedging Inventory Risk Through Market Instruments (2005)Hedging Inventory Risk Throug…The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets (2000)The Minimal Entropy Martingal…Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence (2000)Decision Bias in the Newsvend…On the pricing of contingent claims under constraints (1996)On the pricing of contingent …On the minimal martingale measure and the möllmer-schweizer decomposition (1995)On the minimal martingale mea…Hedging of contingent claims under incomplete information (1990)Hedging of contingent claims …Optimal replication of contingent claims under transaction costs (1989)Optimal replication of contin…The Newsboy Problem under Alternative Optimization Objectives (1980)The Newsboy Problem under Alt…MATERIAL REQUIREMENTS PLANNING UNDER UNCERTAINTY (1976)MATERIAL REQUIREMENTS PLANNIN…Applying a New Device in the Optimization of Exponential Queuing Systems (1975)Applying a New Device in the …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Risk hedging for VaR-constrained newsvendors (2023)Risk hedging for VaR-constrai…Inventory management and production planning and scheduling (1999)Supply Chain Coordination with Contracts (2003)Supply Chain Coordination with Revenue-Sharing Contracts: Strengths and Limitations (2005)Optimal electric vehicle production strategy under subsidy and battery recycling (2017)A data-driven newsvendor problem: From data to decision (2019)Operational Research: methods and applications (2023)Robust Optimization of Large-Scale Systems (1995)Managing Risk To Avoid Supply-Chain Breakdown (2004)Perspectives in supply chain risk management (2006)Agribusiness supply chain risk management: A review of quantitative decision models (2017)Resilient and sustainable supply chain design: sustainability analysis under disruption risks (2018)Costs of resilience and disruptions in supply chain network design models: A review and future research directions (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)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)Martingales and arbitrage in multiperiod securities markets (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)A Guided Tour through Quadratic Hedging Approaches (2010)Numerical Solution of Stochastic Differential Equations with Jumps in Finance (2010)Supply chain risk analysis with mean-variance models: a technical review (2013)The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era (2019)Exponential Hedging and Entropic Penalties (2002)The cumulant process and Esscher's change of measure (2002)Option pricing and Esscher transform under regime switching (2005)Optimality of the shortest line discipline (1977)The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes (1984)Control Techniques for Complex Networks (2007)Option Replication in Discrete Time with Transaction Costs (1992)Optimal Investment and Consumption with Transaction Costs (1994)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence1,087 cited
  • 1990Hedging of contingent claims under incomplete information736 cited
  • 1975Applying a New Device in the Optimization of Exponential Queuing Systems713 cited
  • 1989Optimal replication of contingent claims under transaction costs605 cited
  • 2000The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets584 cited
  • 2010The newsvendor problem: Review and directions for future research484 cited
  • 2012Robust supply chain network design with service level against disruptions and demand uncertainties: A real-life case435 cited
  • 1980The Newsboy Problem under Alternative Optimization Objectives384 cited
  • 2007Risk Aversion in Inventory Management355 cited
  • 1995On the minimal martingale measure and the möllmer-schweizer decomposition321 cited
  • 1976MATERIAL REQUIREMENTS PLANNING UNDER UNCERTAINTY291 cited
  • 2005Hedging Inventory Risk Through Market Instruments234 cited
  • 2008Indifference Pricing191 cited
  • 1996On the pricing of contingent claims under constraints

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191 cited
  • 2010Mean-downside-risk and mean-variance newsvendor models: Implications for sustainable fashion retailing180 cited
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    • 2023Risk hedging for VaR-constrained newsvendors12 cited