𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A risk-averse newsvendor with law invariant coherent measures of risk

✍ Scribed by Sungyong Choi; Andrzej Ruszczyński


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
174 KB
Volume
36
Category
Article
ISSN
0167-6377

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Measures of risk aversion with expected
✍ Aldo Montesano 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 647 KB

In the expected utility case, the risk-aversion measure is given by the Arrow-Pratt index. Three proposals of a risk-aversion measure for the nonexpected utility case are examined. The first one sets "the second derivative of the acceptance frontier as a measure of local risk aversion." The second o

Combining price forecasting with hedging
✍ Matthew T. Holt; Jon A. Brandt 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 820 KB

I decade has exposed producers and processors to potentially large losses. Even though the agricultural environment has become more risky, livestock and crop produeers have shown great reluctance to use the futures market, in spite of substantial empirical evidence which suggests that price risk can