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A modified CTGAN-plus-features-based method for optimal asset allocation

Peña, José-Manuel; Suárez, Fernando; Larré, Omar; … - In: Quantitative finance 24 (2024) 3/4, pp. 465-479

Persistent link: https://www.econbiz.de/10014552083

Demystifying credit risk derivatives and securitization : introducing the basic ideas to undergraduates

Cifuentes, Arturo; Pagnoncelli, Bernardo K. - In: The journal of derivatives : the official publication … 22 (2014) 2, pp. 110-118

Persistent link: https://www.econbiz.de/10011311414

A two-step hybrid investment strategy for pension funds

Pagnoncelli, Bernardo K.; Cifuentes, Arturo; Denis, Gabriela - In: The North American journal of economics and finance : a … 42 (2017), pp. 574-583

Persistent link: https://www.econbiz.de/10011938202

Credit risk assessment of fixed income portfolios using explicit expressions

Pagnoncelli, Bernardo K.; Cifuentes, Arturo - In: Finance research letters 11 (2014) 3, pp. 224-230

Persistent link: https://www.econbiz.de/10010441865

Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty

Zhang, Weini; Rahimian, Hamed; Bayraksan, Güzin - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 385-404

Persistent link: https://www.econbiz.de/10011538952

Controlling risk and demand ambiguity in newsvendor models

Rahimian, Hamed; Bayraksan, Güzin; Homem-de-Mello, Tito - In: European journal of operational research : EJOR 279 (2019) 3, pp. 854-868

Persistent link: https://www.econbiz.de/10012102786

Experimentation Levels and Social Welfare under FDA's Flexible Approval Standards

Delshad, Saeid; Rahimian, Hamed; Khademi, Amin - 2023

The FDA sets a uniform hypothesis test's approval standard at the end of Phase III clinical trials for new drugs. We study the impact of flexible approval standards on experimentation and social welfare when pharmaceutical companies (firms) are strategic, especially in terms of the level of...

Persistent link: https://www.econbiz.de/10014356551

Mixed-model sequencing with stochastic failures : a case study for automobile industry

Yilmazlar, I. Ozan; Kurz, Mary E.; Rahimian, Hamed - In: European journal of operational research : EJOR 319 (2024) 1, pp. 206-221

Persistent link: https://www.econbiz.de/10015083572

A provisioning problem with stochastic payments

Pagnoncelli, Bernardo K.; Vanduffel, Steven - In: European journal of operational research : EJOR 221 (2012) 2, pp. 445-453

Persistent link: https://www.econbiz.de/10009557675

The stochastic Mitra-Wan forestry model : risk neutral and risk averse cases

Piazza, Adriana; Pagnoncelli, Bernardo K. - In: Journal of economics 115 (2015) 2, pp. 175-194

Persistent link: https://www.econbiz.de/10010532443