Risk-averse order policies with random prices in complete market and retailers' private information

DOI10.1016/j.ejor.2008.03.022zbMath1163.90566OpenAlexW2135094401MaRDI QIDQ1027547

Konstantin Kogan, Charles S. Tapiero

Publication date: 30 June 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.03.022

zbMATH Keywords

retailingutility theoryrisk management

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items

Retail store operations: literature review and research directions, Research on two-level price-fluctuation supply chain ordering strategy problem, Optimizing a single-product production-inventory system under constant absolute risk aversion, Supply chain risk analysis with mean-variance models: a technical review

Cites Work

• Hedging quantity risks with standard power options in a competitive wholesale electricity market
• Risk and quality control in a supply chain: competitive and collaborative approaches
• Contingent Claims Contracting for Purchasing Decisions in Inventory Management