Abstract Pioneered by Nobel laureate Harry Markowitz in the 1950s, the mean-variance
(MV) formulation is a fundamental theory for risk management in finance. Over the past …

In this paper, we review the contributions to date for the multi-product newsvendor problem
(MPNP). Our focus is on the current literature concerning the mathematical models and the …

This paper studies wholesale price contracts with risk constraints in a supply chain
consisting of a supplier and a capital-constrained retailer. A newsvendor-like retailer may …

This paper considers a cooperative advertising and ordering issue in a two-echelon supply
chain in which a risk-averse manufacturer sells a product through a risk-averse retailer. We …

The paper studies a two-echelon supply chain comprising of one manufacturer and two
competing retailers with sales price dependent demand and random arrival of the …

We study the effect of capacity uncertainty on the inventory decisions of a risk-averse
newsvendor. We consider two well-known risk criteria, namely Value-at-Risk (VaR) included …

We study a risk-averse retailer's optimal decision of introducing her store brand product by
using the mean–variance formulation. The effects of the substitution factor, the capital …

We model a maintenance system consisting of one repair facility, where repairables are kept
on inventory to serve assets to prevent downtime and increase availability. We seek optimal …

We study a newsvendor problem with profit risk control using value-at-risk (VaR) constraints.
When a firm's demand correlates with the price of a tradable financial asset, both financial …

Trade credit is a popular payment method in the supply chain. However, it may transfer the
market risk facing by the retailer to the manufacturer in the form of default risk. To reduce the …