Pages that link to "Item:Q1044126"
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The following pages link to The newsvendor problem under multiplicative background risk (Q1044126):
Displaying 14 items.
- Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- A note on pricing with risk aversion (Q421746) (← links)
- Risk averse selective newsvendor problems (Q947342) (← links)
- The newsvendor's optimal incentive contracts for multiple advertisers (Q1926719) (← links)
- Modeling a multi-attribute utility newsvendor with partial backlogging (Q1926807) (← links)
- The single-period (newsvendor) problem under interval grade uncertainties (Q1991278) (← links)
- Hedging demand and supply risks in the newsvendor model (Q2018116) (← links)
- Foreign exchange transaction exposure in a newsvendor setting (Q2253660) (← links)
- A multi-product risk-averse newsvendor with exponential utility function (Q2275627) (← links)
- A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (Q3098759) (← links)
- Risk Mitigation in Newsvendor Networks: Resource Diversification, Flexibility, Sharing, and Hedging (Q3116134) (← links)
- Downside risk-aversion analysis for a single-stage newsvendor problem (Q3610408) (← links)
- (Q4926257) (← links)