John R. Birge

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

29

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CITATIONS
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SSRN RANKINGS

Top 15,359

in Total Papers Citations

23

Scholarly Papers (29)

Trade Credit, Risk Sharing, and Inventory Financing Portfolios

Number of pages: 50 Posted: 14 Mar 2016 Last Revised: 08 Feb 2017
S. Alex Yang and John R. Birge
London Business School and University of Chicago - Booth School of Business
Downloads 282 (86,610)
Citation 6

Abstract:

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 1,481 (8,856)
Citation 6

Abstract:

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

2.

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 744 (19,087)
Citation 8

Abstract:

Production decisions, financial constraints, capital structure, debt capacity

3.

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 611 (10,924)
Citation 1

Abstract:

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

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 544 (34,188)
Citation 1

Abstract:

Production and capacity decisions, Capital structure

5.

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 520 (37,787)
Citation 1

Abstract:

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

6.

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 480 (43,531)
Citation 2

Abstract:

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

7.

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 439 (47,171)
Citation 2

Abstract:

Production decisions, operational risk, financial constraints, managerial

8.

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 436 (40,094)

Abstract:

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

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 374 (62,538)

Abstract:

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 60 (299,362)

Abstract:

Index tracking, Enhanced indexation, Parametric

10.

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 408 (38,688)

Abstract:

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

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 355 (55,035)

Abstract:

Portfolio Optimization, asymmetrical distribution, utility maximization

12.

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 312 (55,852)
Citation 1

Abstract:

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

13.

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) - Edwin L. Cox School of Business and University of Chicago - Booth School of Business

Abstract:

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

14.

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 228 (94,722)
Citation 1

Abstract:

Production investment, capacity, foreign exchange, impulse control

15.

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 221 (108,087)

Abstract:

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

16.

Dynamic Selling Mechanisms for Product Differentiation and Learning

Number of pages: 46 Posted: 25 Nov 2014 Last Revised: 08 Aug 2016
N. Bora Keskin and John R. Birge
Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
Downloads 181 (77,208)

Abstract:

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

17.

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 181 (93,967)

Abstract:

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

18.

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 181 (124,476)

Abstract:

Taxes, portfolio optimization

19.

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 137 (158,416)

Abstract:

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

20.

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 135 (130,551)

Abstract:

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

21.

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 40 (303,032)

Abstract:

22.

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
John R. Birge, Rodney P. Parker, Xiao Wu and S. Alex Yang
University of Chicago - Booth School of Business, Indiana University Bloomington, Washington State University and London Business School
Downloads 26 (115,468)

Abstract:

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

23.

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 11 (208,399)

Abstract:

Inverse optimization, deregulated electricity markets

24.

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

Number of pages: 24 Posted: 12 Jan 2017
John R. Birge, Rodney P. Parker, Xiao Wu and S. Alex Yang
University of Chicago - Booth School of Business, Indiana University Bloomington, Washington State University and London Business School
Downloads 0 (448,397)

Abstract:

25.

Optimal Dynamic Product Development and Launch for a Network of Customers

Number of pages: 47 Posted: 16 Nov 2016
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 0 (308,245)

Abstract:

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

26.

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 0 (166,751)

Abstract:

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

27.

Quality Management Using Data Analytics: An Application to Pharmaceutical Regulation

Number of pages: 54 Posted: 03 Jan 2016
Southern Methodist University (SMU) - Edwin L. Cox School of Business, 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 0 (208,399)

Abstract:

quality management; data analytics; FDA decision making

28.

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

Number of pages: 47 Posted: 20 Oct 2015
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 0 (161,206)

Abstract:

variable renewable energy, commitment to a production schedule, supply uncertainty, demand uncertainty, the day-ahead electricity market, system reliability, production quantity, penalty, subsidy

29.

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 0 (295,461)

Abstract:

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