Research output per year
Research output per year
- 19 results
Search results
-
2024
Merton portfolio allocation under stochastic dividends
Reus, L., 2024, (Accepted/In press) In: Optimization Letters.Research output: Contribution to journal › Article › peer-review
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The integral of the squared Gaussian process
Reus, L., Feb 2024, In: Chaos, Solitons and Fractals. 179, 114417.Research output: Contribution to journal › Article › peer-review
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2023
Foreign exchange trading and management with the stochastic dual dynamic programming method
Reus, L. & Sepúlveda-Hurtado, G. A., Dec 2023, In: Financial Innovation. 9, 1, 23.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
2022
Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP Method
Reus, L. & Prado, R., Jun 2022, In: Computational Economics. 60, 1, p. 47-69 23 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Speculative bubbles under supply constraints, background risk and investment fraud in the art market
Bernales, A., Reus, L. & Valdenegro, V., Dec 2022, In: Journal of Corporate Finance. 77, 101746.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
2021
Correction to: Robust Solutions to the Life-Cycle Consumption Problem (Computational Economics, (2021), 57, 2, (481-499), 10.1007/s10614-019-09964-1)
Reus, L. & Fabozzi, F. J., Feb 2021, In: Computational Economics. 57, 2, p. 501-502 2 p.Research output: Contribution to journal › Comment/debate
Open Access -
Robust Solutions to the Life-Cycle Consumption Problem
Reus, L. & Fabozzi, F. J., Feb 2021, In: Computational Economics. 57, 2, p. 481-499 19 p.Research output: Contribution to journal › Article › peer-review
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2020
Do it with a smile: Forecasting volatility with currency options
Reus, L., Carrasco, J. A. & Pincheira, P., May 2020, In: Finance Research Letters. 34, 101251.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Efficient selection of copper sales contracts for small- and medium-sized mining
Reus, L., 1 Jun 2020, In: Managerial and Decision Economics. 41, 4, p. 624-630 7 p.Research output: Contribution to journal › Article › peer-review
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English as a medium of instruction at a Chilean engineering school: Experiences in finance and industrial organization courses
Reus, L., Dec 2020, In: Studies in Educational Evaluation. 67, 100930.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
2019
Better management of production incidents in mining using multistage stochastic optimization
Reus, L., Pagnoncelli, B. & Armstrong, M., Oct 2019, In: Resources Policy. 63, 101404.Research output: Contribution to journal › Article › peer-review
11 Scopus citations -
Currency risk in foreign currency accounts for small and medium-sized businesses
Reus, L., Dec 2019, In: Journal of Risk. 22, 2, p. 59-78 20 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Optimizing the equity reassignment process: A novel application for family businesses
Reus, L., Jul 2019, In: Heliyon. 5, 7, e02050.Research output: Contribution to journal › Article › peer-review
Open Access -
Suboptimal investment behavior and welfare costs: A simulation based approach
Castañeda, P. & Reus, L., Sep 2019, In: Finance Research Letters. 30, p. 170-180 11 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
2018
Extraction planning under capacity uncertainty at the Chuquicamata underground mine
Reus, L., Belbèze, M., Feddersen, H. & Rubio, E., Nov 2018, In: Interfaces. 48, 6, p. 543-555 13 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
Retail consumers and risk in centralized energy auctions for indexed long-term contracts in Chile
Reus, L., Munoz, F. D. & Moreno, R., Mar 2018, In: Energy Policy. 114, p. 566-577 12 p.Research output: Contribution to journal › Article › peer-review
6 Scopus citations -
2016
Dynamic allocations for currency futures under switching regimes signals
Reus, L. & Mulvey, J. M., 16 Aug 2016, In: European Journal of Operational Research. 253, 1, p. 85-93 9 p.Research output: Contribution to journal › Article › peer-review
13 Scopus citations -
On the strategic behavior of large investors: A mean-variance portfolio approach
Villena, M. J. & Reus, L., 16 Oct 2016, In: European Journal of Operational Research. 254, 2, p. 679-688 10 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
2015
Multistage stochastic optimization for private equity investments
Reus, L. & Mulvey, J. M., 27 Sep 2015, In: Journal of Asset Management. 16, 5, p. 342-362 21 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations