Liquid asset allocation using ``newsvendor models with convex shortage costs

DOI10.1016/S0167-6687(96)00018-2zbMath0911.62095MaRDI QIDQ1381154

Yigal Gerchak, Shaun S. Wang

Publication date: 3 May 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

generalized newsvendor modelliquid asset

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

A New Generalized Newsvendor Model with Random Demand and Cost Misspecification ⋮ Non-parametric generalised newsvendor model ⋮ Conditions that cause risk pooling to increase inventory

Cites Work

• Unnamed Item
• Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval
• On the Effect of Demand Randomness on Inventories and Costs
• The Risk-Averse (and Prudent) Newsboy

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