Joint optimal ordering and weather hedging decisions: mean-CVaR model
From MaRDI portal
Publication:539482
DOI10.1007/s10696-011-9078-3zbMath1213.90049OpenAlexW2036867385MaRDI QIDQ539482
Xiuli Chao, Fei Gao, Youhua (Frank) Chen
Publication date: 30 May 2011
Published in: Flexible Services and Manufacturing Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10696-011-9078-3
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Assessing and hedging the cost of unseasonal weather: case of the apparel sector ⋮ Order allocation model in logistics service supply chain with demand updating and inequity aversion: a perspective of two option contracts comparison ⋮ Optimal decisions for contract farming under weather risk ⋮ Weather rebate contracts for different risk attitudes of supply chain members ⋮ Coordinating Supply Chain with Buy-Back Contracts in the Presence of Risk Aversion ⋮ Here comes the sun: fashion goods retailing under weather fluctuations ⋮ Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion ⋮ Joint optimal pricing and ordering decisions for seasonal products with weather-sensitive demand
Cites Work
- Unnamed Item
- Newsvendor solutions via conditional value-at-risk minimization
- Coherent risk measures in inventory problems
- Optimal procurement strategies for online spot markets.
- Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
- Coherent Measures of Risk
- Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
- Operational Flexibility and Financial Hedging: Complements or Substitutes?
- Improving Supply Chain Performance and Managing Risk Under Weather-Related Demand Uncertainty
- On the Integration of Production and Financial Hedging Decisions in Global Markets
- Risk Aversion in Inventory Management
- Hedging quantity risks with standard power options in a competitive wholesale electricity market
- The Newsboy Problem under Alternative Optimization Objectives
- Inventory Control with an Exponential Utility Criterion
- The Risk-Averse (and Prudent) Newsboy
- Optimal Control and Hedging of Operations in the Presence of Financial Markets
This page was built for publication: Joint optimal ordering and weather hedging decisions: mean-CVaR model
