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Mean-variance analysis of the newsvendor model with stockout cost

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  1. Jörnsten, Kurt & Lise Nonås, Sigrid & Sandal, Leif & Ubøe, Jan, 2012. "Transfer of risk in the newsvendor model with discrete demand," Omega, Elsevier, vol. 40(3), pages 404-414.
  2. Jiahua Zhang & Shu-Cherng Fang & Yifan Xu, 2018. "Inventory centralization with risk-averse newsvendors," Annals of Operations Research, Springer, vol. 268(1), pages 215-237, September.
  3. Wu, Meng & Zhu, Stuart X. & Teunter, Ruud H., 2014. "A risk-averse competitive newsvendor problem under the CVaR criterion," International Journal of Production Economics, Elsevier, vol. 156(C), pages 13-23.
  4. Kevork, Ilias S., 2010. "Estimating the optimal order quantity and the maximum expected profit for single-period inventory decisions," Omega, Elsevier, vol. 38(3-4), pages 218-227, June.
  5. Kim, Kyoung-Kuk & Park, Kun Soo, 2014. "Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm," European Journal of Operational Research, Elsevier, vol. 237(2), pages 634-648.
  6. Dellino, Gabriella & Kleijnen, Jack P.C. & Meloni, Carlo, 2010. "Robust optimization in simulation: Taguchi and Response Surface Methodology," International Journal of Production Economics, Elsevier, vol. 125(1), pages 52-59, May.
  7. Wei Liu & Han Zhao & Shiji Song & Wenxuan He & Xiaochen Li, 2021. "Coping with Loss Aversion and Risk Management in the Supply Chain Coordination," Sustainability, MDPI, vol. 13(8), pages 1-18, April.
  8. Choi, Tsan-Ming & Chiu, Chun-Hung, 2012. "Mean-downside-risk and mean-variance newsvendor models: Implications for sustainable fashion retailing," International Journal of Production Economics, Elsevier, vol. 135(2), pages 552-560.
  9. Wen Zhang & Yi He, 2020. "Optimal advance selling discount strategy with future‐oriented consumers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(3), pages 308-320, April.
  10. Xiao, Tiaojun & Xu, Tiantian, 2014. "Pricing and product line strategy in a supply chain with risk-averse players," International Journal of Production Economics, Elsevier, vol. 156(C), pages 305-315.
  11. Li, Yanhai & Ou, Jinwen, 2022. "Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion," European Journal of Operational Research, Elsevier, vol. 297(3), pages 904-916.
  12. Yang, Honglin & Zhuo, Wenyan & Shao, Lusheng & Talluri, Srinivas, 2021. "Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: Trade credit financing vs. bank credit financing," European Journal of Operational Research, Elsevier, vol. 294(2), pages 525-542.
  13. Xue, Weili & Choi, Tsan-Ming & Ma, Lijun, 2016. "Diversification strategy with random yield suppliers for a mean–variance risk-sensitive manufacturer," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 90(C), pages 90-107.
  14. Sheikhzadeh, Mehdi & Elahi, Ehsan, 2013. "Product bundling: Impacts of product heterogeneity and risk considerations," International Journal of Production Economics, Elsevier, vol. 144(1), pages 209-222.
  15. Yuemeng Sun & Johannes Wissel & Peter Jackson, 2016. "Separation results for multi-product inventory hedging problems," Annals of Operations Research, Springer, vol. 237(1), pages 143-159, February.
  16. Chen, Liang-Hsuan & Chen, Ying-Che, 2010. "A multiple-item budget-constraint newsboy problem with a reservation policy," Omega, Elsevier, vol. 38(6), pages 431-439, December.
  17. Oberlaender, Michael, 2011. "Dual sourcing of a newsvendor with exponential utility of profit," International Journal of Production Economics, Elsevier, vol. 133(1), pages 370-376, September.
  18. Choi, Tsan-Ming, 2015. "Sustainable management of mining operations with accidents: A mean-variance optimization model," Resources Policy, Elsevier, vol. 46(P1), pages 116-122.
  19. Wu, Meng & Zhu, Stuart X. & Teunter, Ruud H., 2013. "The risk-averse newsvendor problem with random capacity," European Journal of Operational Research, Elsevier, vol. 231(2), pages 328-336.
  20. Xia Yan & Shaofu Du & Li Hu, 2020. "Supply chain performance for a risk inequity averse newsvendor," Annals of Operations Research, Springer, vol. 290(1), pages 897-921, July.
  21. Gabriella Dellino & Jack P. C. Kleijnen & Carlo Meloni, 2012. "Robust Optimization in Simulation: Taguchi and Krige Combined," INFORMS Journal on Computing, INFORMS, vol. 24(3), pages 471-484, August.
  22. Xu, Xinsheng & Wang, Hongwei & Dang, Chuangyin & Ji, Ping, 2017. "The loss-averse newsvendor model with backordering," International Journal of Production Economics, Elsevier, vol. 188(C), pages 1-10.
  23. Qiu, Ruozhen & Shang, Jennifer & Huang, Xiaoyuan, 2014. "Robust inventory decision under distribution uncertainty: A CVaR-based optimization approach," International Journal of Production Economics, Elsevier, vol. 153(C), pages 13-23.
  24. Wang, Ruopeng & Wang, Jinting, 2018. "Procurement strategies with quantity-oriented reference point and loss aversion," Omega, Elsevier, vol. 80(C), pages 1-11.
  25. Niu, Baozhuang & Jin, Delong & Pu, Xujin, 2016. "Coordination of channel members’ efforts and utilities in contract farming operations," European Journal of Operational Research, Elsevier, vol. 255(3), pages 869-883.
  26. Sayın, F. & Karaesmen, F. & Özekici, S., 2014. "Newsvendor model with random supply and financial hedging: Utility-based approach," International Journal of Production Economics, Elsevier, vol. 154(C), pages 178-189.
  27. Liu, Zugang & Nagurney, Anna, 2011. "Supply chain outsourcing under exchange rate risk and competition," Omega, Elsevier, vol. 39(5), pages 539-549, October.
  28. Ray, Pritee & Jenamani, Mamata, 2016. "Mean-variance analysis of sourcing decision under disruption risk," European Journal of Operational Research, Elsevier, vol. 250(2), pages 679-689.
  29. Tsan-Ming Choi, 2016. "Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations," Annals of Operations Research, Springer, vol. 237(1), pages 77-98, February.
  30. Rubio-Herrero, Javier & Baykal-Gürsoy, Melike, 2018. "On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations," European Journal of Operational Research, Elsevier, vol. 265(3), pages 962-974.
  31. Liu, Jian & Mantin, Benny & Wang, Haiyan, 2014. "Supply chain coordination with customer returns and refund-dependent demand," International Journal of Production Economics, Elsevier, vol. 148(C), pages 81-89.
  32. Yang, Shilei & Shi, Chunming Victor & Zhao, Xuan, 2011. "Optimal ordering and pricing decisions for a target oriented newsvendor," Omega, Elsevier, vol. 39(1), pages 110-115, January.
  33. Caliskan Demirag, Ozgun, 2013. "Performance of weather-conditional rebates under different risk preferences," Omega, Elsevier, vol. 41(6), pages 1053-1067.
  34. Deng, Shiming & Li, Wei & Wang, Tian, 2020. "Subsidizing mass adoption of electric vehicles with a risk-averse manufacturer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
  35. Raza, Syed Asif & Rathinam, Sivakumar, 2017. "A risk tolerance analysis for a joint price differentiation and inventory decisions problem with demand leakage effect," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 129-145.
  36. Sun, Qi & Dong, Yucheng & Xu, Weidong, 2013. "Effects of higher order moments on the newsvendor problem," International Journal of Production Economics, Elsevier, vol. 146(1), pages 167-177.
  37. Chahar, Kiran & Taaffe, Kevin, 2009. "Risk averse demand selection with all-or-nothing orders," Omega, Elsevier, vol. 37(5), pages 996-1006, October.
  38. Rufeng Wang & Xiongwei Zhou & Bo Li, 2022. "Pricing strategy of dual-channel supply chain with a risk-averse retailer considering consumers’ channel preferences," Annals of Operations Research, Springer, vol. 309(1), pages 305-324, February.
  39. Wu, Meng & Zhu, Stuart X. & Teunter, Ruud H., 2013. "Newsvendor problem with random shortage cost under a risk criterion," International Journal of Production Economics, Elsevier, vol. 145(2), pages 790-798.
  40. Wu, Jun & Wang, Shouyang & Chao, Xiuli & Ng, C.T. & Cheng, T.C.E., 2010. "Impact of risk aversion on optimal decisions in supply contracts," International Journal of Production Economics, Elsevier, vol. 128(2), pages 569-576, December.
  41. Indranil Biswas & Arnab Adhikari & Baidyanath Biswas, 2020. "Channel coordination of a risk-averse supply chain: a mean–variance approach," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 47(4), pages 415-429, December.
  42. Baozhuang Niu & Zongbao Zou, 2017. "Better Demand Signal, Better Decisions? Evaluation of Big Data in a Licensed Remanufacturing Supply Chain with Environmental Risk Considerations," Risk Analysis, John Wiley & Sons, vol. 37(8), pages 1550-1565, August.
  43. Yuemeng Sun & Johannes Wissel & Peter L. Jackson, 2016. "Separation results for multi-product inventory hedging problems," Annals of Operations Research, Springer, vol. 237(1), pages 143-159, February.
  44. Arcelus, F.J. & Kumar, Satyendra & Srinivasan, G., 2012. "Risk tolerance and a retailer's pricing and ordering policies within a newsvendor framework," Omega, Elsevier, vol. 40(2), pages 188-198, April.
  45. Hasuike, Takashi & Ishii, Hiroaki, 2009. "On flexible product-mix decision problems under randomness and fuzziness," Omega, Elsevier, vol. 37(4), pages 770-787, August.
  46. Tsan-Ming Choi, 2016. "Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations," Annals of Operations Research, Springer, vol. 237(1), pages 77-98, February.
  47. Khanra, Avijit & Soman, Chetan, 2014. "Heuristics for the multi-product satiating newsboy problem," IIMA Working Papers WP2014-01-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  48. Xinsheng, Xu & Zhiqing, Meng & Rui, Shen & Min, Jiang & Ping, Ji, 2015. "Optimal decisions for the loss-averse newsvendor problem under CVaR," International Journal of Production Economics, Elsevier, vol. 164(C), pages 146-159.
  49. Chunling Luo & Chin Hon Tan, 2020. "Almost Stochastic Dominance for Most Risk-Averse Decision Makers," Decision Analysis, INFORMS, vol. 17(2), pages 169-184, June.
  50. Liu, Zugang & Wang, Jia, 2019. "Supply chain network equilibrium with strategic financial hedging using futures," European Journal of Operational Research, Elsevier, vol. 272(3), pages 962-978.
  51. Chaolin Yang & Zhenyu Hu & Sean X. Zhou, 2021. "Multilocation Newsvendor Problem: Centralization and Inventory Pooling," Management Science, INFORMS, vol. 67(1), pages 185-200, January.
  52. Chun-Hung Chiu & Tsan-Ming Choi, 2016. "Supply chain risk analysis with mean-variance models: a technical review," Annals of Operations Research, Springer, vol. 240(2), pages 489-507, May.
  53. Doran Wood & Sıla Çetinkaya, 2024. "A comparative analysis of how to handle stockout scenarios: the impact of newsvendor’s risk attitude," Annals of Operations Research, Springer, vol. 338(2), pages 1187-1218, July.
  54. Choi, Tsan-Ming & Zhang, Ting, 2023. "Will being an angel bring more harm than good? Altruistic newsvendors with different risk attitudes," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1153-1165.
  55. Zhuo, Wenyan & Shao, Lusheng & Yang, Honglin, 2018. "Mean–variance analysis of option contracts in a two-echelon supply chain," European Journal of Operational Research, Elsevier, vol. 271(2), pages 535-547.
  56. Milena Bieniek, 2021. "Bartering: Price-Setting Newsvendor Problem with Barter Exchange," Sustainability, MDPI, vol. 13(12), pages 1-22, June.
  57. Poormoaied, Saeed & Atan, Zümbül, 2020. "A multi-attribute utility theory approach to ordering policy for perishable items," International Journal of Production Economics, Elsevier, vol. 225(C).
  58. Huang, Di & Zhou, Hong & Zhao, Qiu-Hong, 2011. "A competitive multiple-product newsboy problem with partial product substitution," Omega, Elsevier, vol. 39(3), pages 302-312, June.
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