Dynamic allocations for currency futures under switching regimes signals L Reus, JM Mulvey European Journal of Operational Research 253 (1), 85-93, 2016 | 24 | 2016 |
Better management of production incidents in mining using multistage stochastic optimization L Reus, B Pagnoncelli, M Armstrong Resources Policy 63, 101404, 2019 | 14 | 2019 |
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 | 13 | 2022 |
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 | 13 | 2020 |
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 | 11 | 2018 |
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 | 11 | 2016 |
Extraction planning under capacity uncertainty at the Chuquicamata underground mine L Reus, M Belbèze, H Feddersen, E Rubio Interfaces 48 (6), 543-555, 2018 | 5 | 2018 |
Foreign exchange trading and management with the stochastic dual dynamic programming method L Reus, GA Sepúlveda-Hurtado Financial Innovation 9 (1), 23, 2023 | 4 | 2023 |
Multistage stochastic optimization for private equity investments L Reus, JM Mulvey Journal of Asset Management 16, 342-362, 2015 | 4 | 2015 |
Do it with a smile: Forecasting volatility with currency options L Reus, JA Carrasco, P Pincheira Finance Research Letters 34, 101251, 2020 | 3 | 2020 |
Robust portfolio optimization with applications in currencies and private equity LR Heredia Princeton University, 2013 | 3 | 2013 |
Need to meet investment goals? Track synthetic indexes with the SDDP method L Reus, R Prado Computational Economics 60 (1), 47-69, 2022 | 2 | 2022 |
Suboptimal investment behavior and welfare costs: A simulation based approach P Castañeda, L Reus Finance Research Letters 30 (September), 170-180, 2018 | 2 | 2018 |
Efficient selection of copper sales contracts for small‐and medium‐sized mining L Reus Managerial and Decision Economics 41 (4), 624-630, 2020 | 1 | 2020 |
Currency risk in foreign currency accounts for small and medium-sized businesses L Reus Journal of Risk 22 (2), 2019 | 1 | 2019 |
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 |