Risk shaping in production planning problem with pricing under random yield
Saman Eskandarzadeh, Kourosh Eshghi, Mohsen Bahramgiri
| Year of publication: |
16 August 2016
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|---|---|
| Authors: | Eskandarzadeh, Saman ; Eshghi, Kourosh ; Bahramgiri, Mohsen |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 253.2016, 1 (16.8.), p. 108-120
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| Subject: | Risk management | Coherent risk measures | Conditional value at risk | Random yield | Risk shaping | Risikomaß | Risk measure | Risikomanagement | Risiko | Risk | Theorie | Theory | Produktionsplanung | Production planning | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.02.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011477376