This paper studies the pricing and ordering policy of a two-echelon supply chain with a risk-neutral supplier and
a risk-averse retailer, and the risk aversion of the retailer is measured by conditionally value-at-risk. The research shows that
when the supplier is uncertain about the risk aversion factor of the retailer, its expected profit must be less than that in the
certain case, which also implies the value of information. As the risk aversion factor is uniformly distributed, the supplier
expects that the ordering quantity of the retailer is exactly the expectation of the truncated random variable of the demand.