Hedging demand and supply risks in the newsvendor model

DOI10.1007/s00291-014-0385-4zbMath1311.90061OpenAlexW2025357654WikidataQ105787813 ScholiaQ105787813MaRDI QIDQ2018116

Fikri Karaesmen, H. K. Okyay, Süleyman Özekici

Publication date: 10 April 2015

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00291-014-0385-4

zbMATH Keywords

newsvendor modelminimum-variance portfoliorandom supplyrisk hedging

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Portfolio theory (91G10)

Related Items (3)

Financial hedging and competitive strategy for value-maximizing firms under quantity competition ⋮ Newsvendor models with dependent random supply and demand ⋮ Optimal inventory policy through dual sourcing

Cites Work

• Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations
• Newsvendor solutions via conditional value-at-risk minimization
• Coherent risk measures in inventory problems
• Optimal policies for inventory systems with finite capacity and partially observed Markov-modulated demand and supply processes
• Newsvendor models with dependent random supply and demand
• Operational Flexibility and Financial Hedging: Complements or Substitutes?
• Improving Supply Chain Performance and Managing Risk Under Weather-Related Demand Uncertainty
• Risk Aversion in Inventory Management
• Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem
• The Newsboy Problem under Alternative Optimization Objectives
• The Risk-Averse (and Prudent) Newsboy
• Optimal Control and Hedging of Operations in the Presence of Financial Markets

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