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The newsvendor problem with convex risk
Working Papers
Overview
Classification
Overview
authors
CHARRON, JEAN PHILIPPE
BALBAS DE LA CORTE, ALEJANDRO
publication date
2016
series title
Working paper Business Economic Series
full text
http://hdl.handle.net/10016/23950
series number
16-06
Classification
keywords
news vendor problem; risk; convex risk measure; utility function; saddle point conditions