Search Results - "Tompaidis, Stathis"

Robust Financial Networks.

Authors: Hu, Feihong Mitchell, Daniel Tompaidis, Stathis

Source: Operations Research. Sep/Oct2024, Vol. 72 Issue 5, p1827-1842. 16p.

Choosing Scenarios to Estimate Resilience and Stress Test Financial Institutions.

Authors: Arora, Rohit Gao, Rui Tompaidis, Stathis

Source: Management Science (INFORMS). Apr2026, p1. 16p.

Introduction to the Special Section on Data-Driven Prescriptive Analytics.

Authors: Giesecke, Kay Liberali, Gui Nazerzadeh, Hamid et al.

Source: Management Science (INFORMS). Mar2022, Vol. 68 Issue 3, p1591-1594. 4p.

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.

Authors: Kaniel, Ron Tompaidis, Stathis Zhou, Ti

Source: Management Science (INFORMS). Jul2019, Vol. 65 Issue 7, p3174-3195. 22p.

Modeling Dependent Outages of Electric Power Plants.

Authors: Malladi, Vishwakant Mendoza-Arriaga, Rafael Tompaidis, Stathis

Source: Operations Research. Jan/Feb2020, Vol. 68 Issue 1, p1-15. 15p. 5 Charts, 1 Graph.

Efficient Computation of Hedging Parameters for Discretely Exercisable Options.

Authors: Kaniel, Ron Tompaidis, Stathis Zemlianov, Alexander

Source: Operations Research. Jul/Aug2008, Vol. 56 Issue 4, p811-826. 16p. 5 Charts, 2 Graphs.

Book review.

Authors: Tompaidis, Stathis¹ (AUTHOR)

Source: Quantitative Finance. Aug2006, Vol. 6 Issue 4, p279-280. 2p.

Energy futures prices: term structure models with Kalman filter estimation.

Authors: Manoliu, Mihaela Tompaidis, Stathis

Source: Applied Mathematical Finance. Mar2002, Vol. 9 Issue 1, p21-43. 23p.

Volume-weighted average price tracking: A theoretical and empirical study.

Authors: Mitchell, Daniel Białkowski, Jȩdrzej Tompaidis, Stathis

Source: IISE Transactions. Aug2020, Vol. 52 Issue 8, p864-889. 26p. 2 Diagrams, 2 Charts, 5 Graphs.

Hedging Commodity Price Risk.

Authors: Ghoddusi, Hamed Titman, Sheridan Tompaidis, Stathis

Source: Journal of Financial & Quantitative Analysis. May2023, Vol. 58 Issue 3, p1202-1229. 28p.

Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives.

Authors: Ben-Abdellatif, Malek Ben-Ameur, Hatem Chérif, Rim et al.

Source: Risks. Dec2024, Vol. 12 Issue 12, p183. 15p.

Valuation of Commodity-Based Swing Options.

Authors: Jaillet, Patrick Ronn, Ehud I. Tompaidis, Stathis

Source: Management Science (INFORMS). Jul2004, Vol. 50 Issue 7, p909-921. 13p. 5 Diagrams, 2 Charts, 2 Graphs.

Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption.

Authors: Baldick, Ross Kolos, Sergey Tompaidis, Stathis

Source: Operations Research. Jul/Aug2006, Vol. 54 Issue 4, p627-642. 16p. 4 Charts, 8 Graphs.

A dynamic partial equilibrium model of capital gains taxation.

Authors: Lenkey, Stephen L. Simin, Timothy T.

Source: Journal of Finance & Data Science. Nov2023, Vol. 9, p1-28. 28p.

Portfolio Tax Trading with Carryover Losses.

Authors: Ehling, Paul Gallmeyer, Michael Srivastava, Sanjay et al.

Source: Management Science (INFORMS). Sep2018, Vol. 64 Issue 9, p4156-4176. 21p. 1 Diagram, 10 Graphs.

Tax Management Strategies with Multiple Risky Assets.

Authors: Gallmeyer, Michael Kaniel, Ron Tompaidis, Stathis

Source: Working Papers -- Duke Fuqua School of Business. 1/1/2004, p1-58. 58p.

Toxic Asset Subsidies and the Early Redemption of TALF Loans.

Authors: Wilson, Linus¹ (AUTHOR) linuswilson@louisiana.edu

Source: International Journal of Financial Studies. Jun2022, Vol. 10 Issue 2, p23-23. 20p.

A New Look at the Swing Contract: From Linear Programming to Particle Swarm Optimization.

Authors: Behrndt, Tapio Chen, Ren-Raw

Source: Journal of Risk & Financial Management. Jun2022, Vol. 15 Issue 6, p246. 20p.

Acknowledgment to Guest Editors and Reviewers (2013).

Source: Manufacturing & Service Operations Management (M&SOM) (INFORMS). Spring2014, Vol. 16 Issue 2, p323-327. 5p.

The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets.

Authors: Ronn, Ehud I. Sayrak, Akin Tompaidis, Stathis

Source: Financial Review. Aug2009, Vol. 44 Issue 3, p405-436. 32p. 9 Charts, 4 Graphs.