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Lorenzo Reus
Lorenzo Reus
Associate Professor, Universidad Adolfo Ibañez
在 uai.cl 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Dynamic allocations for currency futures under switching regimes signals
L Reus, JM Mulvey
European Journal of Operational Research 253 (1), 85-93, 2016
242016
Better management of production incidents in mining using multistage stochastic optimization
L Reus, B Pagnoncelli, M Armstrong
Resources Policy 63, 101404, 2019
142019
Speculative bubbles under supply constraints, background risk and investment fraud in the art market
A Bernales, L Reus, V Valdenegro
Journal of Corporate Finance 77, 101746, 2022
132022
English as a medium of instruction at a Chilean engineering school: Experiences in finance and industrial organization courses
L Reus
Studies in Educational Evaluation 67, 100930, 2020
132020
Retail consumers and risk in centralized energy auctions for indexed long-term contracts in Chile
L Reus, FD Munoz, R Moreno
Energy policy 114, 566-577, 2018
112018
On the strategic behavior of large investors: A mean-variance portfolio approach
MJ Villena, L Reus
European Journal of Operational Research 254 (2), 679-688, 2016
112016
Extraction planning under capacity uncertainty at the Chuquicamata underground mine
L Reus, M Belbèze, H Feddersen, E Rubio
Interfaces 48 (6), 543-555, 2018
52018
Foreign exchange trading and management with the stochastic dual dynamic programming method
L Reus, GA Sepúlveda-Hurtado
Financial Innovation 9 (1), 23, 2023
42023
Multistage stochastic optimization for private equity investments
L Reus, JM Mulvey
Journal of Asset Management 16, 342-362, 2015
42015
Do it with a smile: Forecasting volatility with currency options
L Reus, JA Carrasco, P Pincheira
Finance Research Letters 34, 101251, 2020
32020
Robust portfolio optimization with applications in currencies and private equity
LR Heredia
Princeton University, 2013
32013
Need to meet investment goals? Track synthetic indexes with the SDDP method
L Reus, R Prado
Computational Economics 60 (1), 47-69, 2022
22022
Suboptimal investment behavior and welfare costs: A simulation based approach
P Castañeda, L Reus
Finance Research Letters 30 (September), 170-180, 2018
22018
Efficient selection of copper sales contracts for small‐and medium‐sized mining
L Reus
Managerial and Decision Economics 41 (4), 624-630, 2020
12020
Currency risk in foreign currency accounts for small and medium-sized businesses
L Reus
Journal of Risk 22 (2), 2019
12019
Merton portfolio allocation under stochastic dividends
L Reus
Optimization Letters, 1-20, 2024
2024
The integral of the squared Gaussian process
L Reus
Chaos, Solitons & Fractals 179, 114417, 2024
2024
Speculative bubbles under supply constraints, background risk and investment fraud in the art market
L Reus
2023
Better management of production incidents in mining using multistage stochastic optimization
B Pagnoncelli, L Reus
2023
Suboptimal investment behavior and welfare costs: A simulation based approach
L Reus, P Castañeda
2021
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