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Risk-averse multi-product selective newsvendor problem with different market entry scenarios under CVaR criterion.
Mohammad A. M. Abdel-Aal
Shokri Z. Selim
Published in:
Comput. Ind. Eng. (2017)
Keyphrases
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risk averse
risk neutral
risk aversion
portfolio management
utility function
risk measures
decision makers
stochastic programming
expected utility
decision making
multistage
risk sensitive
production planning
portfolio selection