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Coherent risk measures in inventory problems

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  • Ahmed, Shabbir
  • Cakmak, Ulas
  • Shapiro, Alexander

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  • Ahmed, Shabbir & Cakmak, Ulas & Shapiro, Alexander, 2007. "Coherent risk measures in inventory problems," European Journal of Operational Research, Elsevier, vol. 182(1), pages 226-238, October.
    • Handle: RePEc:eee:ejores:v:182:y:2007:i:1:p:226-238
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    References listed on IDEAS

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    1. Yue, Jinfeng & Wang, Min-Chiang & Chen, Bintong, 2007. "Mean-range based distribution-free procedures to minimize "overage" and "underage" costs," European Journal of Operational Research, Elsevier, vol. 176(2), pages 1103-1116, January.
    2. Mokrane Bouakiz & Matthew J. Sobel, 1992. "Inventory Control with an Exponential Utility Criterion," Operations Research, INFORMS, vol. 40(3), pages 603-608, June.
    3. Louis Eeckhoudt & Christian Gollier & Harris Schlesinger, 1995. "The Risk-Averse (and Prudent) Newsboy," Management Science, INFORMS, vol. 41(5), pages 786-794, May.
    4. Keren, Baruch & Pliskin, Joseph S., 2006. "A benchmark solution for the risk-averse newsvendor problem," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1643-1650, November.
    5. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
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