Newsvendor problems with VaR and CVaR consideration

International Series in Operations Research and Management Science

Volumn 176, Issue , 2012, Pages 197-216

  Jammernegg, Werner ^a   Kischka, Peter ^b  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

^b FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Convex combination; CVaR; Mean CVaR measure; Risk; Service and loss constraints; VaR

Indexed keywords

EID: 84867002018     PISSN: 08848289     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-1-4614-3600-3_8     Document Type: Chapter

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