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The impact of alternative performance measures on portfolio procurement with contingent option contracts
16 references·2 citing·38 second hop
The impact of alternative performance measures on portfolio procurement with contingent option contracts (2015)The impact of alternative performance mea…Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion (2009)Technical Note—A Risk-Averse …Competitive Options, Supply Contracting, and Electronic Markets (2005)Competitive Options, Supply C…A Portfolio Approach to Procurement Contracts (2005)A Portfolio Approach to Procu…Coordination and Flexibility in Supply Contracts with Options (2002)Coordination and Flexibility …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-…Probabilistic constrained optimization : methodology and applications (2000)Probabilistic constrained opt…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…Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty (1999)Flexible and Risk-Sharing Sup…Coherent Measures of Risk (1999)Coherent Measures of RiskThe Risk-Averse (and Prudent) Newsboy (1995)The Risk-Averse (and Prudent)…Stochastic Programming (1995)Stochastic ProgrammingStochastic programming (1995)Stochastic programmingTranslation of Gambles and Aspiration Level Effects in Risky Choice Behavior (1980)Translation of Gambles and As…The Newsboy Problem under Alternative Optimization Objectives (1980)The Newsboy Problem under Alt…Demand information sharing in a two‐echelon supply chain with a risk‐averse retailer: retail price decision versus retail quantity decision (2021)Demand information sharing in…Risk-Averse Portfolio Procurement Strategy Under Large-Scale Promotion Online (2020)Risk-Averse Portfolio Procure…Optimal Pricing and Return Policies for Perishable Commodities (1985)Reducing the Cost of Demand Uncertainty Through Accurate Response to Early Sales (1996)What is the Right Supply Chain for Your Product (1997)The effect of supply chain glitches on shareholder wealth (2003)An Empirical Analysis of the Effect of Supply Chain Disruptions on Long‐Run Stock Price Performance and Equity Risk of the Firm (2005)Association Between Supply Chain Glitches and Operating Performance (2005)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Rational Decision-Making in Business Organizations (1979)Prospect theory: An analysis of decision under risk (1988)Aspiration Level Adaptation: An Empirical Exploration (1992)Group decision making and communication technology (1992)Organizational Learning from Performance Feedback (2003)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)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)Impact of Uncertainty and Risk Aversion on Price and Order Quantity in the Newsvendor Problem (2000)The newsvendor problem: Review and directions for future research (2010)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)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)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)Risk Aversion in Inventory Management (2007)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)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Optimization under uncertainty: state-of-the-art and opportunities (2003)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1995Stochastic Programming1,539 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
  • 2002Coordination and Flexibility in Supply Contracts with Options572 cited
  • 1995The Risk-Averse (and Prudent) Newsboy485 cited
  • 1980The Newsboy Problem under Alternative Optimization Objectives384 cited
  • 1980Translation of Gambles and Aspiration Level Effects in Risky Choice Behavior342 cited
  • 2009Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion328 cited
  • 1999Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty274 cited
  • 1995Stochastic programming261 cited
  • 2000Probabilistic constrained optimization : methodology and applications257 cited
  • 2005A Portfolio Approach to Procurement Contracts226 cited
  • 2005

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Competitive Options, Supply Contracting, and Electronic Markets
224 cited

Cited by

  • 2021Demand information sharing in a two‐echelon supply chain with a risk‐averse retailer: retail price decision versus retail quantity decision14 cited
  • 2020Risk-Averse Portfolio Procurement Strategy Under Large-Scale Promotion Online14 cited