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Broadie, Mark
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International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Computational Management Science : CMS
1
Finance and stochastics
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of computational finance
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ECONIS (ZBW)
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1
Practical nonparametric sampling strategies for quantile-based ordinal optimization
Shin, Dongwook
;
Broadie, Mark
;
Zeevi, Assaf
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013361348
Saved in:
2
Tractable sampling strategies for ordinal optimization
Shin, Dongwook
;
Broadie, Mark
;
Zeevi, Assaf
- In:
Operations research
66
(
2018
)
6
,
pp. 1693-1712
Persistent link: https://www.econbiz.de/10011972263
Saved in:
3
Numerical solutions to dynamic portfolio problems with upper bounds
Broadie, Mark
;
Shen, Weiwei
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10011710759
Saved in:
4
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
5
Risk estimation via regression
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Operations research
63
(
2015
)
5
,
pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
Saved in:
6
Assessing golfer performance on the PGA TOUR
Broadie, Mark
- In:
Interfaces : the INFORMS journal on the practice of …
42
(
2012
)
2
,
pp. 146-165
Persistent link: https://www.econbiz.de/10009550709
Saved in:
7
Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit
;
Broadie, Mark
;
Sundaresan, Suresh M.
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
Saved in:
8
Efficient risk estimation via nested sequential simulation
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac Cyrus
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1172-1194
Persistent link: https://www.econbiz.de/10009238212
Saved in:
9
General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm
Broadie, Mark
;
Cicek, Deniz
;
Zeevi, Assaf
- In:
Operations research
59
(
2011
)
5
,
pp. 1211-1224
Persistent link: https://www.econbiz.de/10010217832
Saved in:
10
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
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