Joint optimal ordering and weather hedging decisions: Mean-CVaR model

Flexible Services and Manufacturing Journal

Volumn 23, Issue 1, 2011, Pages 1-25

  Gao, Fei ^a   Chen, Frank Y ^a   Chao, Xiuli ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Mean CVaR; Newsvendor; Weather option; Weather risk hedging

Indexed keywords

HEDGING INVENTORY RISKS; JOINT DECISIONS; MEAN-CVAR; NEWSVENDORS; OPTIMAL ORDERING; ORDER QUANTITY; RISK MEASURES; SEASONAL PRODUCT; SEASONAL TEMPERATURE; WEATHER CONDITIONS; WEATHER DERIVATIVES; WEATHER INDEX; WEATHER OPTION; WEATHER RISK HEDGING;

INVESTMENTS; PROFITABILITY;

RISK ASSESSMENT;

EID: 79751536402     PISSN: 19366582     EISSN: 19366590     Source Type: Journal    
DOI: 10.1007/s10696-011-9078-3     Document Type: Article

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