The loss-averse newsvendor problem with quantity-oriented reference point under CVaR criterion

DOI10.3934/jimo.2021085OpenAlexW3153326779MaRDI QIDQ2086939

Yanyan Li

Publication date: 26 October 2022

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2021085

zbMATH Keywords

loss aversionreference pointconditional value-at-risknewsvendor problem

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Consumer behavior, demand theory (91B42) Risk models (general) (91B05)

Cites Work

• Portfolio optimization under loss aversion
• Portfolio optimization with disutility-based risk measure
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• The newsvendor problem: review and directions for future research
• Advances in prospect theory: cumulative representation of uncertainty
• Equilibrium asset pricing with Epstein-Zin and loss-averse investors
• Stocking and pricing decisions under endogenous demand and reference point effects
• Coping with loss aversion in the newsvendor model
• Loss aversion and rationality in the newsvendor problem under recourse option
• A note on ``Prospect theory and the newsvendor problem
• The loss-averse newsvendor problem with random supply capacity
• The expectation-based loss-averse newsvendor
• The impact of alternative performance measures on single-period inventory policy
• Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
• Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence
• Prospect Theory: An Analysis of Decision under Risk
• Reducing the Cost of Demand Uncertainty Through Accurate Response to Early Sales

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