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Notice of Retraction
Conditional Value-at-Risk in a newsvendor model with underage loss and overage penalty

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3 Author(s)
Weimin Ma ; School of economics and management, Tongji University, Shanghai, China ; Ningfang Dong ; Yingying Wang

Notice of Retraction

After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE's Publication Principles.

We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

Conditional Value-at-Risk is widely applied in finance, which can measure the expected profit that is below mean profit of quantile η(0 <; η ≤ 1). The paper uses an extended newsvendor model in this framework to study the retailer's choice in the event of the retailer who charges underage loss or overage penalty cost, discusses the impact brought by overage penalty and examines how the degree of risk aversion affects retailer's order quantity under this situation.

Published in:

Emergency Management and Management Sciences (ICEMMS), 2010 IEEE International Conference on

Date of Conference:

8-10 Aug. 2010