Risk shaping in production planning problem with pricing under random yield
Year of publication: |
16 August 2016
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Authors: | Eskandarzadeh, Saman ; Eshghi, Kourosh ; Bahramgiri, Mohsen |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 253.2016, 1 (16.8.), p. 108-120
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Subject: | Risk management | Coherent risk measures | Conditional value at risk | Random yield | Risk shaping | Risikomanagement | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement |
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