Optimal decisions for the loss-averse newsvendor problem under CVaR
Xu Xinsheng; Meng Zhiqing; Shen Rui; Jiang Min; Ji Ping
| Year of publication: |
2015
|
|---|---|
| Authors: | Xu, Xinsheng ; Meng, Zhiqing ; Shen, Rui ; Jiang, Min ; Ji, Ping |
| Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 164.2015, p. 146-159
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| Subject: | Newsvendor problem | Conditional Value-at-Risk (CVaR) | Loss aversion | Optimal order quantity | Lagerhaltungsmodell | Inventory model | Risikomaß | Risk measure | Risikoaversion | Risk aversion | Operations Research | Operations research | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011289811