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This course is a joint initiative between the School of Engineering and the College of Management to encourage and promote entrepreneurship and management skills, engineering design, hands-on experien
Introduction to the economics of information and its strategic ramifications. The main objectives are to use economic theory to understand strategic interactions in the presence of uncertainty, estima
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
This article analyzes the predictability of market betas concerning cryptocurrency assets and evaluates the efficiency of beta-hedged, market-neutral portfolios. We forecast 1-year-ahead market betas using various estimating methods, including ordinary lea ...
The parameters for determining the economic order quantity (EOQ) are often not well known or may change between order cycles in an unpredictable manner. We propose a distribution-free method to determine a relatively robust EOQ that guarantees optimal cost ...
For a general multicriteria decision problem with linear scalarization and unknown weights, we propose relatively robust decisions, which are Pareto-efficient and at the same time maximize a performance index. The latter measures the worst-case ratio, atta ...
