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Sungyong Choi
Information about the author Sungyong Choi will soon be added to the site.
Found
3 papers
in total
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A multi‐product risk‐averse newsvendor with exponential utility function
2011
We consider a multi‐product newsvendor using an exponential utility function....
A Multiproduct Risk‐Averse Newsvendor with Law‐Invariant Coherent Measures of Risk
2011
We consider a multiproduct risk‐averse newsvendor under the...
A risk-averse newsvendor with law invariant coherent measures of risk
2008
For general law invariant coherent measures of risk, we derive an equivalent...
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