RISK IN INVENTORY MODELS - REVIEW AND IMPLEMENTATION

被引：6

作者：

ANVARI, M

KUSY, M

机构：

[1] Faculty of Commerce and Administration, Concordia University, Montreal

来源：

ENGINEERING COSTS AND PRODUCTION ECONOMICS | 1990年 / 19卷 / 1-3期

关键词：

D O I：

10.1016/0167-188X(90)90051-I

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In the recent past increasing attention has been shown in incorporating a measure of risk in mathematical inventory models. In particular, three criteria have been closely examined: (1) maximization of a linear function of expected benefits and variance of benefits, (2) maximization of the probability of achieving a certain profit target, and (3) maximization of a market determined risk adjusted measure of benefits. This paper reviews the literature pertaining to the treatment of the newsboy problem when the risk of the inventory investment is explicitly considered. It also presents a comparison of the results obtained under different criteria and addresses the issues involved in implementing these models. © 1990.

引用

页码：267 / 272

页数：6

共 9 条

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[2]

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[3]

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[4]

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[5]

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[6]

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[7]

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[8]

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[9]

Haugen, Modern Investment thery, (1986)

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