Integrated risk management for newsvendors with value-at-risk constraints

Keyphrases

• At-risk 100%
• Newsvendor 100%
• Financial Hedging 100%
• Integrated Risk Management 100%
• Decision Maker 60%
• Not-for-profit 60%
• Risk Control 60%
• Financial Assets 40%
• Risk Aversion 40%
• Profit Maximization 40%
• Risk-averse 40%
• Inventory Decision 40%
• Confidence Level 20%
• Risk-neutral 20%
• Optimization Framework 20%
• Industrial Setting 20%
• Control Risk 20%
• Risk Management Practices 20%
• Profit-maximizing 20%
• Expected Utility 20%
• Risk Management 20%
• Financial Tools 20%
• Inventory Level 20%
• Newsvendor Problem 20%
• Risk Seeking 20%
• Mean-variance Utility 20%
• Tool Inventory 20%
• Profit Target 20%
• Profit Control 20%
• Utility Framework 20%
• Operational Tools 20%
• Risk Management Implementation 20%
• Risk Neutrality 20%

Economics, Econometrics and Finance

• Risk Management 100%
• Hedging 83%
• Risk Control 50%
• Profit Maximization 33%