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Search: person:"Bensoussan, Alain"
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Bensoussan, Alain
33
Sethi, Suresh P.
10
Yam, Sheung Chi Phillip
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Hoe, SingRu
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Çakanyıldırım, Metin
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Chevalier-Roignant, Benoît
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Feng, Qi
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Operations research
4
Risk and decision analysis
3
Dynamic games and applications : DGA
2
Finance and stochastics
2
International journal of production research
2
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The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
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ECONIS (ZBW)
33
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1
A model for wind farm management with option interactions
Bensoussan, Alain
;
Chevalier-Roignant, Benoît
;
Rivera, …
- In:
Production and operations management : the flagship …
31
(
2022
)
7
,
pp. 2853-2871
Persistent link: https://www.econbiz.de/10013277118
Saved in:
2
Voluntary environmental effort under (s,S) inventory policy
Bensoussan, Alain
;
El Ouardighi, Fouad
- In:
International journal of production research
62
(
2024
)
1/2
,
pp. 522-535
Persistent link: https://www.econbiz.de/10014455155
Saved in:
3
Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
4
A risk extended version of Merton's optimal consumption and portfolio selection
Bensoussan, Alain
;
Hoe, SingRu
;
Kim, Joohyun
;
Yan, Zhongfeng
- In:
Operations research
70
(
2022
)
2
,
pp. 815-829
Persistent link: https://www.econbiz.de/10013365795
Saved in:
5
Inter-temporal mutual-fund management
Bensoussan, Alain
;
Cheung, Ka Chun
;
Li, Yiqun
;
Yam, …
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 825-877
Persistent link: https://www.econbiz.de/10013331049
Saved in:
6
Does performance-sensitive debt mitigate debt overhang?
Bensoussan, Alain
;
Chevalier-Roignant, Benoît
;
Rivera, …
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012818133
Saved in:
7
Mean-field-type games with jump and regime switching
Bensoussan, Alain
;
Djehiche, Boualem
;
Tembine, Hamidou
; …
- In:
Dynamic games and applications : DGA
10
(
2020
)
1
,
pp. 19-57
Persistent link: https://www.econbiz.de/10012226798
Saved in:
8
A mechanism design approach to vendor managed inventory
Kadiyala, Bharadwaj
;
Özer, Özalp
;
Bensoussan, Alain
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2628-2652
Persistent link: https://www.econbiz.de/10012254431
Saved in:
9
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
10
Sequential capacity expansion options
Bensoussan, Alain
;
Chevalier-Roignant, Benoît
- In:
Operations research
67
(
2019
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10012000789
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