Multi-product newsvendor problem with value-at-risk considerations

International Journal of Production Economics

Volumn 117, Issue 2, 2009, Pages 244-255

  Özler, Aysun ^a   Tan, Bariş ^b   Karaesmen, Fikri ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b KOÇ UNIVERSITY   (Turkey)

Author keywords

Downside risk; Multi product newsvendor problem; Value at risk

Indexed keywords

APPROXIMATION THEORY; DISTRIBUTION FUNCTIONS; FUNCTIONS; MATHEMATICAL PROGRAMMING; RISKS; SIGNAL FILTERING AND PREDICTION; VALUE ENGINEERING;

APPROXIMATION METHODS; DOWNSIDE RISK; EXACT DISTRIBUTION FUNCTIONS; EXPECTED PROFITS; MULTI-PRODUCT NEWSVENDOR PROBLEM; NEW RESULTS; NEWSVENDOR; RISK MEASURES; SINGLE PERIODS; STOCHASTIC INVENTORIES; TWO PRODUCTS; VALUE-AT-RISK;

RISK ASSESSMENT;

EID: 59249101687     PISSN: 09255273     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijpe.2008.09.014     Document Type: Article

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