12 search results - page 1 / 3 » Risk Aversion in Inventory Management |
IOR
2007
13 years 5 months ago
2007
EOR
2007
13 years 5 months ago
2007
We analyze an extension of the classical multi-period, single-item, linear cost inventory problem where the objective function is a coherent risk measure. Properties of coherent r...
HICSS
2005
IEEE
13 years 11 months ago
2005
IEEE
As we progress, society must intelligently address the following question: How much risk is acceptable? How we answer this question could have important consequences for the futur...
CONTEXT
2007
Springer
13 years 12 months ago
2007
Springer
Mechanisms that underlie the inductive reasoning process in risk contexts are investigated. Experimental results indicate that people rate the same inductive reasoning argument dif...
COR
2008
13 years 5 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...