The single-period inventory model with spectral risk measures / / Johannes Fichtinger.
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...
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| Superior document: | Forschungsergebnisse der Wirtschaftsuniversität Wien ; Band 49 |
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| VerfasserIn: | |
| Place / Publishing House: | Frankfurt am Main : : Peter Lang International Academic Publishing Group,, 2012. |
| Year of Publication: | 2012 |
| Language: | English |
| Series: | Forschungsergebnisse der Wirtschaftsuniversität Wien ;
Band 49. |
| Physical Description: | 1 online resource (viii, 124 pages) :; illustrations. |
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| Summary: | 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. |
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| Bibliography: | Includes bibliographical references. |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Johannes Fichtinger. |