Multi-product newsvendor problem with value-at-risk considerations

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

Bivariate Exponential Distributions

E. J. Gumbel · Journal of the American Statistical Association · 1960 · 1.2K citations

Natural Sciences, Mathematics, Probability Theory +12

Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence

Maurice E. Schweitzer, Gérard P. Cachon · Management Science · 2000 · 1.1K citations

Business, Decision Sciences, Economics +17

The Risk-Averse (and Prudent) Newsboy

Louis Eeckhoudt, Christian Gollier, Harris Schlesinger · Management Science · 1995 · 506 citations

Business, Economics, Finance +13

Impact of Uncertainty and Risk Aversion on Price and Order Quantity in the Newsvendor Problem

Vipul Agrawal, Sridhar Seshadri · Manufacturing & Service Operations Management · 2000 · 470 citations

Management, Business Economics, Supply Chain Management +16