Add to ORKGFor general law invariant coherent measures of risk, we derive an equivalent representation of a risk-averse newsvendor problem as a mean–risk model. We prove that the higher the weight of the risk functional, the smaller the order quantity. Our theoretical results are confirmed by sample-based optimization
A coherent risk measure with a proper continuity condition cannot be defined on a large set of rando...
Aone-to-one correspondence is drawnbetween lawinvariant risk measures and divergences,which we defin...
We define a coherent risk measures as set-valued maps satisfying some axioms. We show that this defi...
We consider a multi-product risk-averse newsvendor under the law-invariant coherent measures of risk...
We consider a multi-product risk-averse newsvendor under the law-invariant coherent measures of risk...
This dissertation examines a generalization of the selective newsvendor problem that accounts for ri...
As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant co...
We analyze an extension of the classical multi-period, single-item, linear cost inventory problem wh...
The classical newsvendor model in economics and decision theory treats losses and gains equally like...
The class of law invariant coherent risk measures contains many risk measures that one would encount...
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity...
Kusuoka (2001) has obtained explicit representation theorems for comonotone risk measures and, more ...
Note: Pre-published version entitled: A Note on Mean-variance Analysis of the Newsvendor Model with ...
We provide a representation theorem for risk measures satisfying (i) monotonicity; (ii) positive hom...
We apply the mean-variance approach to analyze the risk-averse newsvendor problem with stockout cost...
A coherent risk measure with a proper continuity condition cannot be defined on a large set of rando...
Aone-to-one correspondence is drawnbetween lawinvariant risk measures and divergences,which we defin...
We define a coherent risk measures as set-valued maps satisfying some axioms. We show that this defi...
We consider a multi-product risk-averse newsvendor under the law-invariant coherent measures of risk...
We consider a multi-product risk-averse newsvendor under the law-invariant coherent measures of risk...
This dissertation examines a generalization of the selective newsvendor problem that accounts for ri...
As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant co...
We analyze an extension of the classical multi-period, single-item, linear cost inventory problem wh...
The classical newsvendor model in economics and decision theory treats losses and gains equally like...
The class of law invariant coherent risk measures contains many risk measures that one would encount...
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity...
Kusuoka (2001) has obtained explicit representation theorems for comonotone risk measures and, more ...
Note: Pre-published version entitled: A Note on Mean-variance Analysis of the Newsvendor Model with ...
We provide a representation theorem for risk measures satisfying (i) monotonicity; (ii) positive hom...
We apply the mean-variance approach to analyze the risk-averse newsvendor problem with stockout cost...
A coherent risk measure with a proper continuity condition cannot be defined on a large set of rando...
Aone-to-one correspondence is drawnbetween lawinvariant risk measures and divergences,which we defin...
We define a coherent risk measures as set-valued maps satisfying some axioms. We show that this defi...