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Persistent link: https://www.econbiz.de/10011935391
We consider a multi-product newsvendor under the law-invariant coherent risk measures. We first establish a few fundamental properties of the model regarding the convexity of the problem, the symmetry of the solution and the impact of risk aversion. Specifically, we show that for identical...
Persistent link: https://www.econbiz.de/10014200015