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Lorenzo Reus
Lorenzo Reus
Associate Professor, Universidad Adolfo Ibañez
Verified email at uai.cl - Homepage
Title
Cited by
Cited by
Year
Dynamic allocations for currency futures under switching regimes signals
L Reus, JM Mulvey
European Journal of Operational Research 253 (1), 85-93, 2016
202016
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
102022
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
92016
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
82020
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
82018
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
Do it with a smile: Forecasting volatility with currency options
L Reus, JA Carrasco, P Pincheira
Finance Research Letters 34, 101251, 2020
32020
Multistage stochastic optimization for private equity investments
L Reus, JM Mulvey
Journal of Asset Management 16, 342-362, 2015
32015
Robust portfolio optimization with applications in currencies and private equity
LR Heredia
Princeton University, 2013
32013
Foreign exchange trading and management with the stochastic dual dynamic programming method
L Reus, GA Sepúlveda-Hurtado
Financial Innovation 9 (1), 23, 2023
22023
Need to meet investment goals? Track synthetic indexes with the SDDP method
L Reus, R Prado
Computational Economics 60 (1), 47-69, 2022
22022
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
Suboptimal investment behavior and welfare costs: A simulation based approach
P Castañeda, L Reus
Finance Research Letters 30 (September), 170-180, 2018
12018
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
Correction to: Robust Solutions to the Life-Cycle Consumption Problem
L Reus, FJ Fabozzi
Computational Economics 57, 501-502, 2021
2021
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