{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,16]],"date-time":"2025-06-16T17:28:39Z","timestamp":1750094919955,"version":"3.37.3"},"reference-count":19,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2016,1,23]],"date-time":"2016-01-23T00:00:00Z","timestamp":1453507200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100002551","name":"Seoul National University","doi-asserted-by":"publisher","award":["400-20150009"],"award-info":[{"award-number":["400-20150009"]}],"id":[{"id":"10.13039\/501100002551","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Optim Lett"],"published-print":{"date-parts":[[2017,1]]},"DOI":"10.1007\/s11590-016-1002-z","type":"journal-article","created":{"date-parts":[[2016,1,23]],"date-time":"2016-01-23T14:21:09Z","timestamp":1453558869000},"page":"153-163","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Distribution-robust loss-averse optimization"],"prefix":"10.1007","volume":"11","author":[{"given":"Kyungchul","family":"Park","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Kyungsik","family":"Lee","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2016,1,23]]},"reference":[{"key":"1002_CR1","doi-asserted-by":"crossref","first-page":"453","DOI":"10.1007\/s101070100286","volume":"92","author":"A Ben-Tal","year":"2002","unstructured":"Ben-Tal, A., Nemirovski, A.: Robust optimization\u2014methodology and applications. Math. Program. Ser. B 92, 453\u2013480 (2002)","journal-title":"Math. Program. Ser. B"},{"key":"1002_CR2","doi-asserted-by":"crossref","first-page":"580","DOI":"10.1287\/moor.1100.0445","volume":"35","author":"D Bertsimas","year":"2010","unstructured":"Bertsimas, D., Doan, X.V., Natarajan, K., Teo, C.-P.: Models for minimax stochastic linear optimization problems with risk aversion. Math. Oper. Res. 35, 580\u2013602 (2010)","journal-title":"Math. Oper. Res."},{"key":"1002_CR3","first-page":"288","volume-title":"Choices, Values, and Frames","author":"C Camerer","year":"2001","unstructured":"Camerer, C.: Prospect theory in the wild: evidence from the field. In: Kahneman, D., Tversky, A. (eds.) Choices, Values, and Frames, pp. 288\u2013300. Cambridge University Press, Cambridge (2001)"},{"key":"1002_CR4","doi-asserted-by":"crossref","first-page":"847","DOI":"10.1287\/opre.1110.0950","volume":"59","author":"L Chen","year":"2011","unstructured":"Chen, L., He, S., Zhang, S.: Tight bounds for some risk measures with applications to robust portfolio selection. Oper. Res. 59, 847\u2013865 (2011)","journal-title":"Oper. Res."},{"key":"1002_CR5","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1137\/100791488","volume":"50","author":"X Chen","year":"2012","unstructured":"Chen, X., Sun, P.: Optimal structural policies for ambiguity and risk averse inventory and pricing models. SIAM J. Control Optim. 50, 133\u2013146 (2012)","journal-title":"SIAM J. Control Optim."},{"key":"1002_CR6","doi-asserted-by":"crossref","first-page":"595","DOI":"10.1287\/opre.1090.0741","volume":"58","author":"E Delage","year":"2010","unstructured":"Delage, E., Ye, Y.: Distributionally robust optimization under moment uncertainty with application to data-driven problems. Oper. Res. 58, 595\u2013612 (2010)","journal-title":"Oper. Res."},{"key":"1002_CR7","doi-asserted-by":"crossref","first-page":"543","DOI":"10.1287\/opre.51.4.543.16101","volume":"51","author":"L Ghaoui El","year":"2003","unstructured":"El Ghaoui, L., Oks, M., Oustry, F.: Worst-case value-at-risk and robust portfolio optimization: a conic programming approach. Oper. Res. 51, 543\u2013556 (2003)","journal-title":"Oper. Res."},{"key":"1002_CR8","first-page":"116","volume":"67","author":"PC Fishburn","year":"1977","unstructured":"Fishburn, P.C.: Mean-risk analysis with risk associated with below-target returns. Am. Econ. Rev. 67, 116\u2013126 (1977)","journal-title":"Am. Econ. Rev."},{"key":"1002_CR9","doi-asserted-by":"crossref","first-page":"535","DOI":"10.1287\/opre.2014.1262","volume":"62","author":"Q Han","year":"2014","unstructured":"Han, Q., Du, D., Zuluaga, L.F.: Technical note\u2014a risk- and ambiguity-averse extension of the max-min newsvendor order formula. Oper. Res. 62, 535\u2013542 (2014)","journal-title":"Oper. Res."},{"key":"1002_CR10","doi-asserted-by":"crossref","first-page":"173","DOI":"10.1287\/opre.25.1.173","volume":"25","author":"R Jagannathan","year":"1977","unstructured":"Jagannathan, R.: Minimax procedure for a class of linear programs under uncertainty. Oper. Res. 25, 173\u2013177 (1977)","journal-title":"Oper. Res."},{"key":"1002_CR11","doi-asserted-by":"crossref","first-page":"558","DOI":"10.1287\/mnsc.1050.0486","volume":"52","author":"J Jarrow","year":"2006","unstructured":"Jarrow, J., Zhao, F.: Downside loss aversion and portfolio management. Manag. Sci. 52, 558\u2013566 (2006)","journal-title":"Manag. Sci."},{"key":"1002_CR12","doi-asserted-by":"crossref","first-page":"263","DOI":"10.2307\/1914185","volume":"47","author":"D Kahneman","year":"1979","unstructured":"Kahneman, D., Tversky, A.: Prospect theory: an analysis of decision under risk. Econometrica 47, 263\u2013291 (1979)","journal-title":"Econometrica"},{"key":"1002_CR13","volume-title":"Portfolio Select.","author":"HM Markowitz","year":"1959","unstructured":"Markowitz, H.M.: Portfolio Select. Wiley, New York (1959)"},{"key":"1002_CR14","volume-title":"Handbook of Integrated Risk Management in Global Supply Chains","author":"K Natarajan","year":"2011","unstructured":"Natarajan, K., Sim, M., Chung-Piaw, T.: Beyond risk: ambiguity in supply chains. In: Kouvelis, P., Dong, L., Boyabatli, O., Li, R. (eds.) Handbook of Integrated Risk Management in Global Supply Chains. Wiley, Hoboken (2011)"},{"key":"1002_CR15","doi-asserted-by":"crossref","first-page":"188","DOI":"10.1287\/opre.1070.0486","volume":"56","author":"G Perakis","year":"2008","unstructured":"Perakis, G., Roels, G.: Regret in the newsvendor model with partial information. Oper. Res. 56, 188\u2013203 (2008)","journal-title":"Oper. Res."},{"key":"1002_CR16","doi-asserted-by":"crossref","first-page":"98","DOI":"10.1287\/opre.1060.0353","volume":"55","author":"I Popescu","year":"2007","unstructured":"Popescu, I.: Mean-covariance solutions for stochastic optimization. Oper. Res. 55, 98\u2013112 (2007)","journal-title":"Oper. Res."},{"key":"1002_CR17","first-page":"11","volume":"36","author":"M Rabin","year":"1998","unstructured":"Rabin, M.: Psychology and economics. J. Econ. Liter. 36, 11\u201346 (1998)","journal-title":"J. Econ. Liter."},{"key":"1002_CR18","unstructured":"Scarf, H., Arrow, K.J., Karlin, S.: A min\u2013max solution of an inventory problem. In: Studies in the Mathematical Theory of Inventory and Production, pp. 201\u2013209. Stanford University Press, Stanford (1958)"},{"key":"1002_CR19","volume-title":"Microeconomic Analysis","author":"H Varian","year":"1992","unstructured":"Varian, H.: Microeconomic Analysis. W. W. Norton & Company, New York (1992)"}],"container-title":["Optimization Letters"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-016-1002-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11590-016-1002-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-016-1002-z","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-016-1002-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T13:11:44Z","timestamp":1559394704000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11590-016-1002-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,1,23]]},"references-count":19,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2017,1]]}},"alternative-id":["1002"],"URL":"https:\/\/doi.org\/10.1007\/s11590-016-1002-z","relation":{},"ISSN":["1862-4472","1862-4480"],"issn-type":[{"type":"print","value":"1862-4472"},{"type":"electronic","value":"1862-4480"}],"subject":[],"published":{"date-parts":[[2016,1,23]]}}}