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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Cheung, Wang Chi"
~person:"Glasserman, Paul"
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Cheung, Wang Chi
Glasserman, Paul
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
Saved in:
2
Hedging the drift : learning to optimize under nonstationarity
Cheung, Wang Chi
;
Simchi-Levi, David
;
Zhu, Ruihao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1696-1713
Persistent link: https://www.econbiz.de/10013260035
Saved in:
3
Inventory balancing with online learning
Cheung, Wang Chi
;
Ma, Will
;
Simchi-Levi, David
;
Wang, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1776-1807
Persistent link: https://www.econbiz.de/10013260109
Saved in:
4
Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino
;
Glasserman, Paul
;
Weber, Marko
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
Saved in:
5
Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
Saved in:
6
Submodular risk allocation
Ghamami, Samim
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
Saved in:
7
Capacity allocation in flexible production networks : theory and applications
Lyu, Guodong
;
Cheung, Wang Chi
;
Chou, Mabel C.
;
Teo, …
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5091-5109
Persistent link: https://www.econbiz.de/10012125887
Saved in:
8
Nonstationary reinforcement learning : the blessing of (more) optimism
Cheung, Wang Chi
;
Simchi-Levi, David
;
Zhu, Ruihao
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5722-5739
Persistent link: https://www.econbiz.de/10014392977
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