Multi-product newsvendor problem with value-at-risk considerations
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References listed on IDEAS
- Luciano, Elisa & Peccati, Lorenzo & Cifarelli, Donato M., 2003. "VaR as a risk measure for multiperiod static inventory models," International Journal of Production Economics, Elsevier, vol. 81(1), pages 375-384, January.
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More about this item
KeywordsMulti-product newsvendor problem Value-at-risk Downside risk;
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