The single-period inventory model with spectral risk measures
Inventory management and pricing decisions based on quantitative models both in industrial practice and academic works often rely on minimizing expected cost, which refers to the concept of risk-neutrality of the decision maker. In this title, spectral risk measures are applied to price-setting news...
| Otros Autores: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Frankfurt am Main :
Peter Lang International Academic Publishing Group
2012.
|
| Colección: | Forschungsergebnisse der Wirtschaftsuniversität Wien ;
Band 49. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009740943706719 |
| Sumario: | Inventory management and pricing decisions based on quantitative models both in industrial practice and academic works often rely on minimizing expected cost, which refers to the concept of risk-neutrality of the decision maker. In this title, spectral risk measures are applied to price-setting newsvendor problem and optimal policies are derived. |
|---|---|
| Descripción Física: | 1 online resource (viii, 124 pages) : illustrations |
| Bibliografía: | Includes bibliographical references. |
