Recursive expected conditional value at risk in the fleet renewal problem with alternative fuel vehicles.
(2016)
Journal Article
ANSARIPOOR, A.H., OLIVEIRA, F.S. and LIRET, A. 2016. Recursive expected conditional value at risk in the fleet renewal problem with alternative fuel vehicles. Transportation research part C: emerging technologies [online], 65, pages 156-171. Available from: https://doi.org/10.1016/j.trc.2015.12.010
We study the fleet portfolio management problem faced by a firm deciding which alternative fuel vehicles (AFVs) to choose for its fleet to minimise the weighted average of cost and risk, in a stochastic multi-period setting. We consider different typ... Read More about Recursive expected conditional value at risk in the fleet renewal problem with alternative fuel vehicles..