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"A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures ..."

Sungyong Choi, Andrzej Ruszczynski, Yao Zhao (2011)

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DOI: 10.1287/OPRE.1100.0896

access: closed

type: Journal Article

metadata version: 2020-10-26

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Sungyong Choi, Andrzej Ruszczynski, Yao Zhao:
A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk. Oper. Res. 59(2): 346-364 (2011)

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