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Portfolio selection with qualitative input
Chiarawongse, Anant; Kiatsupaibul, Seksan; Tirapat, Sunti; … - In: Journal of banking & finance 36 (2012) 2, pp. 489-497
Persistent link: https://www.econbiz.de/10009818213
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ON PRICING CDOS WITH MEIXNER DISTRIBUTIONS
Nimmanunta, Kridsda; Chiarawongse, Anant; Tirapat, Sunti - In: The journal of fixed income 18 (2008) 1, pp. 86
Persistent link: https://www.econbiz.de/10008077960
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CONTROLLING STOCKS AND FLOWS TO PROMOTE QUALITY: THE ENVIRONMENT, WITH APPLICATIONS TO PHYSICAL AND HUMAN CAPITAL
Keohane, Nathaniel O.; Roy, Benjamin Van; Zeckhauser, … - 2000
Persistent link: https://www.econbiz.de/10006983807
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On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
de Farias, Daniela Pucci; Roy, Benjamin Van - In: Mathematics of operations research 29 (2004) 3, pp. 462-478
Persistent link: https://www.econbiz.de/10006417600
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Intermediated Blind Portfolio Auctions
Padilla, Michael; Van Roy, Benjamin - In: Management science : journal of the Institute for … 58 (2012) 9, pp. 1747-1761
Persistent link: https://www.econbiz.de/10010019952
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Approximation algorithms for dynamic resource allocation
Farias, Vivek F.; Van Roy, Benjamin - In: Operations research letters 34 (2006) 2, pp. 180-190
Persistent link: https://www.econbiz.de/10006809478
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Decentralized decision-making in a large team with local information
Rusmevichientong, Paat; Van Roy, Benjamin - In: Games and economic behavior 43 (2003) 2, pp. 266-295
Persistent link: https://www.econbiz.de/10008215578
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Dynamic Pricing with a Prior on Market Response
Farias, Vivek F.; Van Roy, Benjamin - In: Operations research : the journal of the Operations … 58 (2010) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10008380799
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Managing the quality of a resource with stock and flow controls
Keohane, Nathaniel; Van Roy, Benjamin; Zeckhauser, Richard - In: Journal of public economics 91 (2007) 3, pp. 541-570
Persistent link: https://www.econbiz.de/10007607137
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A Nonparametric Approach to Multiproduct Pricing
Rusmevichientong, Paat; Van Roy, Benjamin; Glynn, Peter W. - In: Operations research : the journal of the Operations … 54 (2006) 1, pp. 82-98
Persistent link: https://www.econbiz.de/10006416971