Bernardo Pagnoncelli
Bernardo Pagnoncelli
Associate Professor, Business School, Universidad Adolfo Ibáñez
Verified email at uai.cl - Homepage
TitleCited byYear
Sample average approximation method for chance constrained programming: theory and applications
BK Pagnoncelli, S Ahmed, A Shapiro
Journal of optimization theory and applications 142 (2), 399-416, 2009
354*2009
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective
T Homem-de-Mello, BK Pagnoncelli
European Journal of Operational Research 249 (1), 188-199, 2016
442016
Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
BK Pagnoncelli, D Reich, MC Campi
Journal of Optimization Theory and Applications 155 (2), 707-722, 2012
252012
Chance-constrained problems and rare events: an importance sampling approach
J Barrera, T Homem-de-Mello, E Moreno, BK Pagnoncelli, G Canessa
Mathematical Programming 157 (1), 153-189, 2016
222016
The optimal harvesting problem under price uncertainty
A Piazza, BK Pagnoncelli
Annals of Operations Research, 2014
15*2014
Uma introdução à Otimização sob Incerteza
HJ Bortolossi, BK Pagnoncelli
III Bienal da Sociedade Brasileira de Matemática, 2006
122006
Credit risk assessment of fixed income portfolios using explicit expressions
BK Pagnoncelli, A Cifuentes
Finance Research Letters 11 (3), 224-230, 2014
52014
A provisioning problem with stochastic payments
BK Pagnoncelli, S Vanduffel
European journal of operational research 221 (2), 445-453, 2012
52012
A risk averse approach to the capacity allocation problem in the airline cargo industry
M Wada, F Delgado, BK Pagnoncelli
Journal of the Operational Research Society 68 (6), 643-651, 2017
42017
The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases
A Piazza, BK Pagnoncelli
Journal of Economics 115 (2), 175-194, 2015
42015
The optimal harvesting problem under risk aversion
BK Pagnoncelli, A Piazza
Available at www. optimization-online. org, 2012
4*2012
A two-step hybrid investment strategy for pension funds
BK Pagnoncelli, A Cifuentes, G Denis
The North American Journal of Economics and Finance 42, 574-583, 2017
32017
Demystifying credit risk derivatives and securitization: Introducing the basic ideas to undergraduates
A Cifuentes, BK Pagnoncelli
The Journal of Derivatives 22 (2), 110-118, 2014
22014
Designing coalition-based fair and stable pricing mechanisms under private information on consumers’ reservation prices
H Le Cadre, B Pagnoncelli, T Homem-De-Mello, O Beaude
European Journal of Operational Research 272 (1), 270-291, 2019
12019
Scenario reduction for risk-averse stochastic programs
S Arpón, T Homem-de Mello, B Pagnoncelli
Optimization Online http://www. optimization-online. org/DB_HTML/2018/03 …, 2018
12018
Better management of production incidents in mining using multistage stochastic optimization
L Reus, B Pagnoncelli, M Armstrong
Resources Policy 63, 101404, 2019
2019
Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?
T Gutierrez, B Pagnoncelli, D Valladão, A Cifuentes
Insurance: Mathematics and Economics 86, 134-144, 2019
2019
An algorithm for binary linear chance-constrained problems using IIS
G Canessa, JA Gallego, L Ntaimo, BK Pagnoncelli
Computational Optimization and Applications 72 (3), 589-608, 2019
2019
Pension Funds in Mexico and Chile: A Risk-Reward Comparison
H Schlechter, B Pagnoncelli, A Cifuentes
Available at SSRN 3359920, 2019
2019
The Effect of Regularization in Portfolio Selection Problems
F Del Canto, B Pagnoncelli, A Cifuentes
Available at SSRN 3247366, 2018
2018
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