| 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 | 456 | 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 | 65 | 2016 |
| 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 | 38 | 2016 |
| 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 | 33 | 2012 |
| The optimal harvesting problem under price uncertainty A Piazza, BK Pagnoncelli Annals of Operations Research, 2014 | 16* | 2014 |
| Uma Introduçaoa Otimizaçao sob Incerteza HJ Bortolossi, BK Pagnoncelli III Bienal da Sociedade Brasileira de Matemática, 2006 | 12 | 2006 |
| 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 | 10 | 2017 |
| Scenario reduction for stochastic programs with Conditional Value-at-Risk S Arpón, T Homem-de-Mello, B Pagnoncelli Mathematical Programming 170 (1), 327-356, 2018 | 9* | 2018 |
| The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases A Piazza, BK Pagnoncelli Journal of Economics 115 (2), 175-194, 2015 | 8 | 2015 |
| A provisioning problem with stochastic payments BK Pagnoncelli, S Vanduffel European journal of operational research 221 (2), 445-453, 2012 | 7 | 2012 |
| The optimal harvesting problem under risk aversion BK Pagnoncelli, A Piazza Available at www. optimization-online. org, 2012 | 7* | 2012 |
| 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 | 6 | 2019 |
| Credit risk assessment of fixed income portfolios using explicit expressions BK Pagnoncelli, A Cifuentes Finance Research Letters 11 (3), 224-230, 2014 | 6 | 2014 |
| Better management of production incidents in mining using multistage stochastic optimization L Reus, B Pagnoncelli, M Armstrong Resources Policy 63, 101404, 2019 | 5 | 2019 |
| Pension Funds in Mexico and Chile: A Risk-Reward Comparison H Schlechter, B Pagnoncelli, A Cifuentes Available at SSRN 3359920, 2019 | 5 | 2019 |
| An ADMM algorithm for two-stage stochastic programming problems S Arpón, T Homem-de-Mello, BK Pagnoncelli Annals of Operations Research 286 (1), 559-582, 2020 | 4 | 2020 |
| 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 | 4 | 2017 |
| Partially observable multistage stochastic programming O Dowson, DP Morton, BK Pagnoncelli Operations Research Letters 48 (4), 505-512, 2020 | 3 | 2020 |
| A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty F Delgado, R Trincado, BK Pagnoncelli Transportation Research Part E: Logistics and Transportation Review 131, 292-307, 2019 | 3 | 2019 |
| 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 | 2 | 2014 |
Tito Homem-de-MelloProfessor. School of Business. Universidad Adolfo Ibañez.Bestätigte E-Mail-Adresse bei uai.cl
