The newsvendor problem under multiplicative background risk

DOI10.1016/J.EJOR.2009.01.038zbMath1177.91085OpenAlexW2078190870MaRDI QIDQ1044126

Benoît Sévi

Publication date: 10 December 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.2009.01.038

zbMATH Keywords

expected utilitynewsvendor problemmultiplicative background riskmultiplicative risk vulnerabilityderived utility function

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (4)

Comparative statics effects independent of the utility function. When do we act the same way under risk? ⋮ Ambiguity in risk preferences in robust stochastic optimization ⋮ The newsvendor's optimal incentive contracts for multiple advertisers ⋮ A note on pricing with risk aversion

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