Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "14434"
#_source: array:26 [
"id" => "14434"
"slug" => "14434-optimal-newsvendor-irm-with-downside-risk"
"yearMonth" => "2023-07"
"year" => "2023"
"title" => "Optimal Newsvendor IRM with Downside Risk"
"description" => "GUIOTTO, P. et RONCORONI, A. (2023). Optimal Newsvendor IRM with Downside Risk. <i>Foundations and Trends in Technology, Information and Operations Management</i>, 16(3–4), pp. 193-213. 
GUIOTTO, P. et RONCORONI, A. (2023). Optimal Newsvendor IRM with Downside Risk. <i>Foundations and T "
"authors" => array:2 [
0 => array:3 [
"name" => "RONCORONI Andrea"
"bid" => "B00006589"
"slug" => "roncoroni-andrea"
]
1 => array:1 [
"name" => "GUIOTTO Paolo"
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "Supply Chain Management"
1 => " Capacity Planning"
2 => " Information Systems Development: Risk Management"
3 => " Derivatives: Financial Engineering"
4 => " Financial markets: Portfolio Theory"
]
"updatedAt" => "2023-09-28 01:00:43"
"publicationUrl" => "http://dx.doi.org/10.1561/0200000106-2"
"publicationInfo" => array:3 [
"pages" => "193-213"
"volume" => "16"
"number" => "3–4"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We analyze the way behavioral preferences featuring downside risk aversion influence the optimal integrated risk management (IRM) of newsvendor revenues. Under the stylized assumption of perfectly correlated demand with financial hedge’s underlying, we show two remarkable facts. First, the simultaneous presence of a standard and a downside risk aversion blurs the relevance of an integrated approach to risk management under a conventional expected utility framework. Second, a generalized disappointment aversion utility represents an appropriate decision making setup for devising IRM strategies whose financial hedging component exhibits a relevant effect on the operational handling term. We analyze the way behavioral preferences featuring downside risk aversion influence the optimal int "
"en" => "We analyze the way behavioral preferences featuring downside risk aversion influence the optimal integrated risk management (IRM) of newsvendor revenues. Under the stylized assumption of perfectly correlated demand with financial hedge’s underlying, we show two remarkable facts. First, the simultaneous presence of a standard and a downside risk aversion blurs the relevance of an integrated approach to risk management under a conventional expected utility framework. Second, a generalized disappointment aversion utility represents an appropriate decision making setup for devising IRM strategies whose financial hedging component exhibits a relevant effect on the operational handling term. We analyze the way behavioral preferences featuring downside risk aversion influence the optimal int "
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-03-15T06:21:40.000Z"
"docTitle" => "Optimal Newsvendor IRM with Downside Risk"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/roncoroni-andrea">RONCORONI Andrea</a>, GUIOTTO Paolo"
"docDescription" => "<span class="document-property-authors">RONCORONI Andrea, GUIOTTO Paolo</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2023</span> <span class="document-property-authors">RONCORONI Andrea, GUIOTTO Paolo</span><br><span class="docum "
"keywordList" => "<a href="#">Supply Chain Management</a>, <a href="#"> Capacity Planning</a>, <a href="#"> Information Systems Development: Risk Management</a>, <a href="#"> Derivatives: Financial Engineering</a>, <a href="#"> Financial markets: Portfolio Theory</a> <a href="#">Supply Chain Management</a>, <a href="#"> Capacity Planning</a>, <a href="#"> Informatio "
"docPreview" => "<b>Optimal Newsvendor IRM with Downside Risk</b><br><span>2023-07 | Articles </span>"
"docType" => "research"
"publicationLink" => "<a href="http://dx.doi.org/10.1561/0200000106-2" target="_blank">Optimal Newsvendor IRM with Downside Risk</a> <a href="http://dx.doi.org/10.1561/0200000106-2" target="_blank">Optimal Newsvendor IRM with Downsid "
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.651585
+"parent": null
}
