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Reza Valimoradi

University of Ottawa - Telfer School of Management

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Scholarly Papers (1)

1.

Reconciling Risk-Aversion Paradoxes in the Distribution-Free Newsvendor Problem: Scarf's Rule Meets Dual Utility

Number of pages: 23 Posted: 23 Jul 2025
Jonathan Yu-Meng Li, Tiantian Mao and Reza Valimoradi
Telfer School of Management, University of Ottawa, University of Science and Technology of China (USTC) - Department of Statistics and Finance and University of Ottawa - Telfer School of Management
Downloads 15 (1,500,778)

Abstract:

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Distribution-Free Newsvendor, Risk-Averse Newsvendor, Distributionally Robust Optimization, Distortion Functionals