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Technical Note---A Risk-Averse Newsvendor Model Under the CVaR Criterion

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  1. Wang, Ruopeng & Wang, Jinting, 2018. "Procurement strategies with quantity-oriented reference point and loss aversion," Omega, Elsevier, vol. 80(C), pages 1-11.
  2. Bo Li & Antonio Arreola‐Risa, 2021. "On minimizing downside risk in make‐to‐stock, risk‐averse firms," Naval Research Logistics (NRL), John Wiley & Sons, vol. 68(2), pages 199-213, March.
  3. Bai, Tian & Wu, Meng & Zhu, Stuart X., 2019. "Pricing and ordering by a loss averse newsvendor with reference dependence," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 131(C), pages 343-365.
  4. Li, Yanhai & Ou, Jinwen, 2020. "Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure," European Journal of Operational Research, Elsevier, vol. 284(2), pages 538-549.
  5. Ye, Fei & Li, Yina & Lin, Qiang & Zhan, Yuanzhu, 2017. "Modeling of China's cassava-based bioethanol supply chain operation and coordination," Energy, Elsevier, vol. 120(C), pages 217-228.
  6. Qiaoming Han & Donglei Du & Luis F. Zuluaga, 2014. "Technical Note---A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula," Operations Research, INFORMS, vol. 62(3), pages 535-542, June.
  7. Li, Xiang & Qi, Xiangtong & Li, Yongjian, 2021. "On sales effort and pricing decisions under alternative risk criteria," European Journal of Operational Research, Elsevier, vol. 293(2), pages 603-614.
  8. Wensi Zhang & Jinlin Li & Ran Zhang & Yahong Chen, 2017. "Impact of Emergency Order in Price-Dependent Newsvendor Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(02), pages 1-20, April.
  9. Sungyong Choi & Andrzej Ruszczyński & Yao Zhao, 2011. "A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk," Operations Research, INFORMS, vol. 59(2), pages 346-364, April.
  10. Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
  11. Chunlin Luo & Xin Tian & Xiaobing Mao & Qiang Cai, 2018. "Coordinating Supply Chain with Buy-Back Contracts in the Presence of Risk Aversion," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(02), pages 1-19, April.
  12. 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).
  13. Rubio-Herrero, Javier & Baykal-Gürsoy, Melike, 2020. "Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand," European Journal of Operational Research, Elsevier, vol. 283(3), pages 942-953.
  14. 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.
  15. Wang, Weiqiao & Yang, Kai & Yang, Lixing & Gao, Ziyou, 2021. "Two-stage distributionally robust programming based on worst-case mean-CVaR criterion and application to disaster relief management," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 149(C).
  16. Liu, Zhongyi & Hua, Shengya & Zhai, Xin, 2020. "Supply chain coordination with risk-averse retailer and option contract: Supplier-led vs. Retailer-led," International Journal of Production Economics, Elsevier, vol. 223(C).
  17. Avinadav, Tal & Chernonog, Tatyana & Ben-Zvi, Tal, 2019. "The effect of information superiority on a supply chain of virtual products," International Journal of Production Economics, Elsevier, vol. 216(C), pages 384-397.
  18. Schur, Rouven & Gönsch, Jochen & Hassler, Michael, 2019. "Time-consistent, risk-averse dynamic pricing," European Journal of Operational Research, Elsevier, vol. 277(2), pages 587-603.
  19. Panos Kouvelis & Guang Xiao & Nan Yang, 2021. "Role of Risk Aversion in Price Postponement Under Supply Random Yield," Management Science, INFORMS, vol. 67(8), pages 4826-4844, August.
  20. Lucy Gongtao Chen & Daniel Zhuoyu Long & Georgia Perakis, 2015. "The Impact of a Target on Newsvendor Decisions," Manufacturing & Service Operations Management, INFORMS, vol. 17(1), pages 78-86, February.
  21. Xu, Xianhao & Chen, Cheng & Zou, Bipan & Wang, Hongwei & Li, Zhiwen, 2023. "Shipping before order making: Optimal shipping quantity and pricing decisions under uncertain demand," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 169(C).
  22. Choi, Tsan-Ming & Wen, Xin & Sun, Xuting & Chung, Sai-Ho, 2019. "The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 127(C), pages 178-191.
  23. 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.
  24. Li, Bo & An, Si-min & Song, Dong-ping, 2018. "Selection of financing strategies with a risk-averse supplier in a capital-constrained supply chain," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 118(C), pages 163-183.
  25. Fei Ye & Qiang Lin & Yina Li, 2020. "Coordination for contract farming supply chain with stochastic yield and demand under CVaR criterion," Operational Research, Springer, vol. 20(1), pages 369-397, March.
  26. Liao Wang & Jin Yao & Xiaowei Zhang, 2022. "How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model," Papers 2201.01026, arXiv.org, revised Jun 2023.
  27. Murray, Chase C. & Gosavi, Abhijit & Talukdar, Debabrata, 2012. "The multi-product price-setting newsvendor with resource capacity constraints," International Journal of Production Economics, Elsevier, vol. 138(1), pages 148-158.
  28. Lijing Zhu & Xiaohang Ren & Chulung Lee & Yumeng Zhang, 2017. "Coordination Contracts in a Dual-Channel Supply Chain with a Risk-Averse Retailer," Sustainability, MDPI, vol. 9(11), pages 1-21, November.
  29. Weisheng Deng & Lu Liu, 2019. "Comparison of Carbon Emission Reduction Modes: Impacts of Capital Constraint and Risk Aversion," Sustainability, MDPI, vol. 11(6), pages 1-30, March.
  30. Liao Wang & David D. Yao, 2021. "Risk Hedging for Production Planning," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1825-1837, June.
  31. Wang, Daao & Dimitrov, Stanko & Jian, Lirong, 2020. "Optimal inventory decisions for a risk-averse retailer when offering layaway," European Journal of Operational Research, Elsevier, vol. 284(1), pages 108-120.
  32. Wen Chen & Burcu Tan, 2022. "Dynamic procurement from multiple suppliers with random capacities," Annals of Operations Research, Springer, vol. 317(2), pages 509-536, October.
  33. 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.
  34. Hou, Pengwen & Wang, Jun & Zhang, Qian & Zhang, Shuhua, 2023. "Implications of risk aversion behavior on the green product promotion strategy under manufacturer encroachment," Applied Mathematics and Computation, Elsevier, vol. 447(C).
  35. Liu Shuren & Tang Pei, 2014. "The Stochastic Cash Balance Problem with Fixed Costs: The Risk-averse Case," Journal of Systems Science and Information, De Gruyter, vol. 2(6), pages 520-531, December.
  36. Lingxiu Dong & Guang Xiao & Nan Yang, 2023. "Supply diversification under random yield: The impact of price postponement," Production and Operations Management, Production and Operations Management Society, vol. 32(4), pages 1112-1132, April.
  37. Rahimian, Hamed & Bayraksan, Güzin & Homem-de-Mello, Tito, 2019. "Controlling risk and demand ambiguity in newsvendor models," European Journal of Operational Research, Elsevier, vol. 279(3), pages 854-868.
  38. Yu, Yugang & Zhou, Sijie & Shi, Ye, 2020. "Information sharing or not across the supply chain: The role of carbon emission reduction," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 137(C).
  39. Xinsheng Xu & Zhiqing Meng & Ping Ji & Chuangyin Dang & Hongwei Wang, 2016. "On the newsvendor model with conditional Value-at-Risk of opportunity loss," International Journal of Production Research, Taylor & Francis Journals, vol. 54(8), pages 2449-2458, April.
  40. Jochen Gönsch & Michael Hassler & Rouven Schur, 2018. "Optimizing conditional value-at-risk in dynamic pricing," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 40(3), pages 711-750, July.
  41. Ohmura, Shota & Matsuo, Hirofumi, 2016. "The effect of risk aversion on distribution channel contracts: Implications for return policies," International Journal of Production Economics, Elsevier, vol. 176(C), pages 29-40.
  42. Eskandarzadeh, Saman & Eshghi, Kourosh & Bahramgiri, Mohsen, 2016. "Risk shaping in production planning problem with pricing under random yield," European Journal of Operational Research, Elsevier, vol. 253(1), pages 108-120.
  43. Fan, Yinghua & Feng, Yi & Shou, Yongyi, 2020. "A risk-averse and buyer-led supply chain under option contract: CVaR minimization and channel coordination," International Journal of Production Economics, Elsevier, vol. 219(C), pages 66-81.
  44. Zhou, Yong-Wu & Li, Jicai & Zhong, Yuanguang, 2018. "Cooperative advertising and ordering policies in a two-echelon supply chain with risk-averse agents," Omega, Elsevier, vol. 75(C), pages 97-117.
  45. He, Juan & Ma, Chao & Pan, Kai, 2017. "Capacity investment in supply chain with risk averse supplier under risk diversification contract," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 255-275.
  46. Jianxin Chen & Yong-Wu Zhou, 2017. "A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(03), pages 1-20, June.
  47. 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.
  48. 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.
  49. Hua, Guowei & Zhang, Yi & Cheng, T.C.E. & Wang, Shouyang & Zhang, Juliang, 2020. "The newsvendor problem with barter exchange," Omega, Elsevier, vol. 92(C).
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