John R. Birge

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

35

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CITATIONS
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24

Scholarly Papers (35)

Trade Credit, Risk Sharing, and Inventory Financing Portfolios

Forthcoming, Management Science
Number of pages: 50 Posted: 14 Mar 2016 Last Revised: 06 Mar 2018
S. Alex Yang and John R. Birge
London Business School and University of Chicago - Booth School of Business
Downloads 681 (35,586)
Citation 7

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operations-finance interface; trade credit; supply chain management; inventory management; supplier financing; cost of financial distress; capital structure; financial constraint

How Inventory Is (Should Be) Financed: Trade Credit in Supply Chains with Demand Uncertainty and Costs of Financial Distress

Number of pages: 37 Posted: 05 Jan 2011 Last Revised: 07 Sep 2016
S. Alex Yang and John R. Birge
London Business School and University of Chicago - Booth School of Business
Downloads 1,794 (8,247)
Citation 7

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trade credit, supply chain management, inventory management, newsvendor model, supplier financing, costs of financial distress, debt structure, financial constraint

2.

Supply Chain Network Structure and Firm Returns

Number of pages: 57 Posted: 27 Jan 2014 Last Revised: 06 Nov 2015
Jing Wu and John R. Birge
City University of Hong Kong College of Business and University of Chicago - Booth School of Business
Downloads 1,939 (7,370)
Citation 1

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Supply Chain, Lead-lag Effect, Network Centrality, Systematic Risk

3.

Joint Production and Financing Decisions: Modeling and Analysis

Number of pages: 29 Posted: 23 Jan 2005
Xiaodong Xu and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Downloads 1,084 (18,637)
Citation 8

Abstract:

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Production decisions, financial constraints, capital structure, debt capacity

4.

Firm Profitability, Inventory Volatility, and Capital Structure

Number of pages: 37 Posted: 23 Aug 2011
John R. Birge and Xiaodong Xu
University of Chicago - Booth School of Business and Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 660 (37,688)
Citation 1

Abstract:

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Production and capacity decisions, Capital structure

5.

Long-Term Bank Balance Sheet Management: Estimation and Simulation of Risk-Factors

Number of pages: 18 Posted: 22 Jun 2012 Last Revised: 01 Aug 2012
John R. Birge and Pedro Júdice
University of Chicago - Booth School of Business and Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE)
Downloads 630 (40,056)

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Balance sheet management, asset-liability management, long-term risk, interest rate risk, credit risk

6.

The Supply Chain Effects of Bankruptcy

Forthcoming in Management Science
Number of pages: 40 Posted: 10 Jun 2012 Last Revised: 11 Oct 2016
S. Alex Yang, John R. Birge and Rodney P. Parker
London Business School, University of Chicago - Booth School of Business and Indiana University Bloomington
Downloads 621 (40,852)

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operations-finance interface; supply chain interaction; operational competitiveness; bankruptcy; Chapter 11; reorganization; liquidation; externality

7.

Comparisons of Alternative Quasi-Monte Carlo Sequences for American Option Pricing

Number of pages: 17 Posted: 29 Dec 2004
Jennifer X.F. Jiang and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Downloads 620 (40,924)
Citation 1

Abstract:

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Quasi-Monte Carlo methods, numerical integration, option pricing, low discrepancy sequences

8.

Trade Credit in Supply Chains: Multiple Creditors and Priority Rules

Number of pages: 29 Posted: 15 May 2011 Last Revised: 10 Jun 2012
S. Alex Yang and John R. Birge
London Business School and University of Chicago - Booth School of Business
Downloads 534 (49,688)

Abstract:

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supply chain management, newsvendor model, trade credit, priority rules, bankruptcy, financial constraint

9.

Equity Valuation, Production, and Financial Planning: A Stochastic Programming Approach

Number of pages: 36 Posted: 23 Jan 2005
Xiaodong Xu and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Downloads 527 (50,535)
Citation 3

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Production planning, financial planning, stochastic programming, debt pricing, capital

10.

Operational Decisions, Capital Structure, and Managerial Compensation: A News Vendor Perspective

Number of pages: 28 Posted: 23 Jan 2005
Xiaodong Xu and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Downloads 501 (53,840)
Citation 2

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Production decisions, operational risk, financial constraints, managerial

11.

Portfolio Optimization Under Generalized Hyperbolic Skewed t Distribution and Exponential Utility

Number of pages: 33 Posted: 24 May 2009 Last Revised: 14 Jun 2014
John R. Birge and Luis Chavez-Bedoya
University of Chicago - Booth School of Business and Esan Graduate School of Business
Downloads 466 (59,007)

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Portfolio Optimization, asymmetrical distribution, utility maximization

Index Tracking and Enhanced Indexation Using a Parametric Approach

Number of pages: 57 Posted: 05 Apr 2009 Last Revised: 03 Nov 2009
Luis Chavez-Bedoya and John R. Birge
Esan Graduate School of Business and University of Chicago - Booth School of Business
Downloads 385 (73,571)

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Index Tracking, Enhanced Indexation

Index Tracking and Enhanced Indexation Using a Parametric Approach

Journal of Economics, Finance & Administrative Science, Vol. 19, No. 36, 2014
Number of pages: 26 Posted: 19 Jun 2014
Luis Chavez-Bedoya and John R. Birge
Esan Graduate School of Business and University of Chicago - Booth School of Business
Downloads 77 (308,208)

Abstract:

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Index tracking, Enhanced indexation, Parametric

13.

Dynamic Selling Mechanisms for Product Differentiation and Learning

Forthcoming in Operations Research
Number of pages: 64 Posted: 25 Nov 2014 Last Revised: 07 Oct 2018
N. Bora Keskin and John R. Birge
Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
Downloads 451 (61,428)

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Dynamic programming, self-selection, Bayesian learning, exploration-exploitation

14.

Credit Risk Propagation Along Supply Chains: Evidence from the CDS Market

Georgetown McDonough School of Business Research Paper No. 3078752
Number of pages: 60 Posted: 04 Dec 2017 Last Revised: 06 Jan 2019
Senay Agca, Volodymyr Babich, John R. Birge and Jing Wu
George Washington University - School of Business, Department of Finance, McDonough School of Business, Georgetown University, University of Chicago - Booth School of Business and City University of Hong Kong College of Business
Downloads 449 (61,766)

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Supply Chains, CDS Contagion, Multi-Tier Supply Networks, Credit Risk

15.

The Structural Impact of Renewable Portfolio Standards and Feed-in-Tariffs on Electricity Markets

Number of pages: 60 Posted: 01 Apr 2014
Ingmar Ritzenhofen, John R. Birge and Stefan Spinler
WHU - Otto Beisheim School of Management, University of Chicago - Booth School of Business and WHU-Otto Beisheim School of Management
Downloads 310 (95,043)

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Renewable portfolio standards, Feed-in-tariffs, Renewable energy, Power generation, Renewable energy support schemes, Capacity expansion

16.

When Customers Anticipate Liquidation Sales: Managing Operations under Financial Distress

Manufacturing & Service Operations Management, Forthcoming
Number of pages: 39 Posted: 30 Aug 2015 Last Revised: 16 Jan 2017
University of Chicago - Booth School of Business, Indiana University Bloomington, Massachusetts Institute of Technology (MIT) - Institute for Data, Systems, and Society (IDSS) and London Business School
Downloads 286 (103,649)

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financial distress; liquidation sale; strategic customers; inventory; pricing; deferred discount; rebate; deferred discount

17.

Optimal Investment and Production Across Markets with Stochastic Exchange Rates

Number of pages: 34 Posted: 23 Jan 2005 Last Revised: 27 Jul 2015
Umut Aytekin and John R. Birge
affiliation not provided to SSRN and University of Chicago - Booth School of Business
Downloads 271 (109,780)
Citation 1

Abstract:

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Production investment, capacity, foreign exchange, impulse control

18.

Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets

Forthcoming, Management Science
Number of pages: 67 Posted: 20 Oct 2015 Last Revised: 22 Oct 2017
Nur Sunar and John R. Birge
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Chicago - Booth School of Business
Downloads 246 (121,309)

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supply function equilibrium, renewable energy, supply uncertainty, day-ahead electricity market, reliability, demand uncertainty, production schedule, production quantity, penalty, subsidy

19.

Error Bounds for Quasi-Monte Carlo Methods in Option Pricing

Number of pages: 23 Posted: 29 Dec 2004
Jennifer X.F. Jiang and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Downloads 242 (123,346)

Abstract:

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Error bounds, numerical integration, Quasi-Monte Carlo methods, option pricing

20.

Risk Factors That Explain Stock Returns: A Non-Linear Factor Pricing Model

Number of pages: 35 Posted: 31 Oct 2017 Last Revised: 05 Sep 2018
John R. Birge and Yi Zhang
University of Chicago - Booth School of Business and Illinois Institute of Technology
Downloads 236 (126,538)

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Non-Linear Asset Pricing Model, Fama and Frech, Default Risk, Option, Daily stock returns

21.

Risk Sensitive Asset Management and Cascading Defaults

Forthcoming, Mathematics of Operations Research
Number of pages: 35 Posted: 20 Apr 2016 Last Revised: 22 Feb 2017
John R. Birge, Lijun Bo and Agostino Capponi
University of Chicago - Booth School of Business, University of Science and Technology of China (USTC) and Columbia University
Downloads 229 (130,393)

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risk-sensitive control, cascading defaults, contagion, asset management

22.

Robustness of Renewable Energy Support Schemes Facing Uncertainty and Regulatory Ambiguity

Number of pages: 38 Posted: 13 Sep 2014
Ingmar Ritzenhofen, John R. Birge and Stefan Spinler
WHU - Otto Beisheim School of Management, University of Chicago - Booth School of Business and WHU-Otto Beisheim School of Management
Downloads 217 (137,352)

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Renewable portfolio standards, Feed-in-tariffs, Power generation, Scenario reduction

23.

A Model for Tax Advantages of Portfolios with Many Assets

Journal of Banking and Finance, Vol. 31, No. 11, 2007
Number of pages: 25 Posted: 04 Sep 2005 Last Revised: 08 Jan 2015
John R. Birge and S. Alex Yang
University of Chicago - Booth School of Business and London Business School
Downloads 206 (144,289)

Abstract:

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Taxes, portfolio optimization

24.

Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market

Operations Research, Forthcoming
Number of pages: 42 Posted: 31 May 2015 Last Revised: 18 May 2017
John R. Birge, Ali Hortacsu and Michael Pavlin
University of Chicago - Booth School of Business, University of Chicago - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 202 (146,959)

Abstract:

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Inverse optimization, deregulated electricity markets

25.

Quality Management Using Data Analytics: An Application to Pharmaceutical Regulation

Number of pages: 54 Posted: 03 Jan 2016
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM), University of Chicago - Booth School of Business, University of Chicago Booth School of Business, University of Chicago - Pritzker School of Medicine and University of Virginia - School of Medicine
Downloads 170 (171,853)

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quality management; data analytics; FDA decision making

26.

Optimal Dynamic Product Development and Launch for a Network of Customers

Forthcoming in Operations Research
Number of pages: 82 Posted: 16 Nov 2016 Last Revised: 17 Oct 2018
Nur Sunar, John R. Birge and Sinit Vitavasiri
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, University of Chicago - Booth School of Business and Ericsson Inc.
Downloads 164 (177,236)

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optimal control, optimal stopping, dynamic product development, launch, product diffusion, graph

27.

Discrete-Time Optimization of Consumption and Investment Decisions Given Intolerance for a Decline in Standard of Living

Number of pages: 41 Posted: 19 Feb 2008
Amit V. Bhandari and John R. Birge
IEMS, Northwestern University and University of Chicago - Booth School of Business
Downloads 159 (182,004)

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consumption-portfolio choice, habit formation, alternative investments, hedge funds, stochastic dynamic programming

28.

Dynamic Learning and Market Making in Spread Betting Markets With Informed Bettors

Number of pages: 64 Posted: 07 Dec 2018
John R. Birge, Yifan Feng, N. Bora Keskin and Adam Schultz
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business, Duke University - Fuqua School of Business and Wealthfront, Inc.
Downloads 87 (283,462)

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spread betting market, market making, sequential learning, market manipulation, prediction markets, sports analytics

29.

Optimal Commissions and Subscriptions in Networked Markets

Stanford University Graduate School of Business Research Paper No. 18-48
Number of pages: 116 Posted: 26 Oct 2018 Last Revised: 07 May 2019
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business, University of Chicago Booth School of Business and Stanford Graduate School of Business
Downloads 72 (317,051)

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Pricing and Revenue Management; Two-sided Market; Buyer-seller Networks; Sharing Economy

30.

Local Discontinuous Galerkin Method for Portfolio Optimization with Transaction Costs

Number of pages: 43 Posted: 15 Oct 2015
John R. Birge and Zhen Liu
University of Chicago - Booth School of Business and Numerix
Downloads 70 (322,020)

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Portfolio optimization, transaction cost, local discontinuous Galerkin, finite element method, partial differential equation.

31.

Assessing the Long-Term Effects of Bank Policies

Number of pages: 32 Posted: 28 May 2014
John R. Birge and Pedro Júdice
University of Chicago - Booth School of Business and Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE)
Downloads 66 (332,312)

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32.

An Approximation Approach for Response Adaptive Clinical Trial Design

SMU Cox School of Business Research Paper No. 18-26
Number of pages: 48 Posted: 01 Aug 2018 Last Revised: 09 Jan 2019
Vishal Ahuja and John R. Birge
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM) and University of Chicago - Booth School of Business
Downloads 63 (340,382)

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Adaptive Clinical Trials, Markov Decision Process, Grid-Based Approximation, Adaptive Sampling, Approximate Dynamic Programming

33.

Online Appendix to 'When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress'

Number of pages: 24 Posted: 12 Jan 2017
University of Chicago - Booth School of Business, Indiana University Bloomington, Massachusetts Institute of Technology (MIT) - Institute for Data, Systems, and Society (IDSS) and London Business School
Downloads 28 (466,219)

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34.

Online Appendix for Credit Risk Propagation along Supply Chains: Evidence from the CDS Market

Georgetown McDonough School of Business Research Paper No. 3309206
Number of pages: 40 Posted: 14 Jan 2019
Senay Agca, Volodymyr Babich, John R. Birge and Jing Wu
George Washington University - School of Business, Department of Finance, McDonough School of Business, Georgetown University, University of Chicago - Booth School of Business and City University of Hong Kong College of Business
Downloads 27 (471,261)

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Supply Chains, CDS Contagion, Multi-Tier Supply Networks, Credit Risk

35.

Response-Adaptive Designs for Clinical Trials: Simultaneous Learning from Multiple Patients

European Journal of Operational Research 248 (2016) 619–633.
Posted: 10 Aug 2012 Last Revised: 01 Jan 2016
Vishal Ahuja and John R. Birge
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM) and University of Chicago - Booth School of Business

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OR in health services; Adaptive clinical trials; Markov decision process; Bayesian learning; Stents.