Articoli correlati a The Single-Period Inventory Model With Spectral Risk...
Sinossi
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. Although many useful insights in operational problems can be obtained by such an approach, it is well understood that incorporating attitudes toward risk is an important lever for building new theories in other fields such as economics and finance. In this work spectral risk measures are applied to the price-setting newsvendor problem and optimal policies are derived. This allows to unify results obtained so far in the literature under the common concept of spectral risk measures for the case of zero and non-zero shortage penalty cost.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull'autore
Johannes Fichtinger is a Lecturer in Logistics and Supply Chain Management at Cranfield University (UK). He holds a doctoral degree in Social Science from Vienna University of Econonomics and Business. Currently, he lives and works in England.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per The Single-Period Inventory Model With Spectral Risk...
Immagini fornite dal venditore
The Single-Period Inventory Model with Spectral Risk Measures
Editore:
Peter Lang Ltd. International Academic Publishers Nov 2011, 2011
ISBN 10: 3631615736
ISBN 13: 9783631615737
Nuovo
Rilegato
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. Although many useful insights in operational problems can be obtained by such an approach, it is well understood that incorporating attitudes toward risk is an important lever for building new theories in other fields such as economics and finance. In this work spectral risk measures are applied to the price-setting newsvendor problem and optimal policies are derived. This allows to unify results obtained so far in the literature under the common concept of spectral risk measures for the case of zero and non-zero shortage penalty cost. 132 pp. Englisch. Codice articolo 9783631615737
Compra nuovo
EUR 43,60
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
The Single-Period Inventory Model with Spectral Risk Measures
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Although many useful insights in operational problems can be obtained by such an approach, it is well understood that incorporating attitudes toward risk is an important lever for building new theories in other fields such as economics and finance. In this work spectral risk measures are applied to the price-setting newsvendor problem and optimal policies are derived. This allows to unify results obtained so far in the literature under the common concept of spectral risk measures for the case of zero and non-zero shortage penalty cost.; Dissertationsschrift. Codice articolo 9783631615737
Compra nuovo
EUR 43,60
Spedizione EUR 35,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili