John R. Birge

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

47

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21,430

SSRN CITATIONS
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Top 5,558

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145

CROSSREF CITATIONS

99

Scholarly Papers (47)

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 873 (33,520)
Citation 30

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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 1,983 (9,639)
Citation 31

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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
The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Chicago - Booth School of Business
Downloads 2,504 (6,753)
Citation 17

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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 1,272 (19,724)
Citation 97

Abstract:

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Production decisions, financial constraints, capital structure, debt capacity

4.

The Impact of COVID-19 on Supply Chain Credit Risk

Number of pages: 54 Posted: 01 Jul 2020 Last Revised: 13 Jun 2021
Senay Agca, John R. Birge, Zi'ang Wang and Jing Wu
George Washington University - School of Business, Department of Finance, University of Chicago - Booth School of Business, The Chinese University of Hong Kong (CUHK) - CUHK Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 1,167 (22,551)

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Supply Chains, Credit Risk, CDS, COVID-19, Pandemic

5.

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

Forthcoming in Management Science
Number of pages: 71 Posted: 04 Dec 2017 Last Revised: 20 Jul 2021
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 The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 966 (29,543)
Citation 16

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supply chains, credit risk, CDS, propagation, supply networks

6.

Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-57
Number of pages: 57 Posted: 06 May 2020 Last Revised: 30 Nov 2020
John R. Birge, Ozan Candogan and Yiding Feng
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Microsoft Corporation - Microsoft Research New England
Downloads 845 (35,619)
Citation 20

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7.

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 Montepio Bank
Downloads 702 (45,908)
Citation 4

Abstract:

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

8.

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 698 (46,192)
Citation 6

Abstract:

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Production and capacity decisions, Capital structure

9.

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 689 (47,000)

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

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 687 (47,178)
Citation 12

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

11.

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 642 (51,560)
Citation 10

Abstract:

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

12.

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 542 (63,916)
Citation 10

Abstract:

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

13.

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 519 (67,465)
Citation 4

Abstract:

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Production decisions, operational risk, financial constraints, managerial

14.

Dynamic Selling Mechanisms for Product Differentiation and Learning

Operations Research, Vol. 67, No. 4, July-August 2019, pp. 1069-1089
Number of pages: 64 Posted: 25 Nov 2014 Last Revised: 10 Jun 2021
N. Bora Keskin and John R. Birge
Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
Downloads 512 (68,638)
Citation 4

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

15.

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 487 (73,013)
Citation 2

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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 394 (92,956)

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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 90 (351,725)

Abstract:

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Index tracking, Enhanced indexation, Parametric

17.

Optimal Commissions and Subscriptions in Networked Markets

Forthcoming in Manufacturing & Service Operations Management
Number of pages: 118 Posted: 26 Oct 2018 Last Revised: 14 Sep 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 399 (92,409)
Citation 5

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

18.

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

Number of pages: 81 Posted: 07 Dec 2018 Last Revised: 20 Apr 2020
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 380 (97,852)
Citation 3

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sequential learning, dynamic pricing, strategic agent, market manipulation, spread betting market, prediction market, market making, sports analytics

19.

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 347 (108,314)
Citation 6

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

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 321 (118,014)

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

21.

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 316 (120,096)
Citation 5

Abstract:

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

22.

Disruption and Rerouting in Supply Chain Networks

Number of pages: 65 Posted: 12 Sep 2020 Last Revised: 01 Jun 2021
John R. Birge, Agostino Capponi and Peng-Chu Chen
University of Chicago - Booth School of Business, Columbia University and The University of Hong Kong
Downloads 301 (126,880)
Citation 1

Abstract:

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supply chain networks, disruption risk, contingent rerouting, secondary markets, systemic risk.

23.

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 279 (136,865)
Citation 8

Abstract:

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Production investment, capacity, foreign exchange, impulse control

24.

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 276 (138,485)
Citation 1

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

25.

Enhancing Regulatory Decision-Making for Postmarket Drug Safety

Management Science (forthcoming), SMU Cox School of Business Research Paper No. 20-05
Number of pages: 49 Posted: 03 Jan 2016 Last Revised: 12 Mar 2021
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM), Texas Tech University - Health Science Center, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 275 (139,486)
Citation 1

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Pharmaceutical regulation; Decision-making; Healthcare; Diabetes.

26.

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 270 (141,595)
Citation 9

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

27.

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 254 (150,518)

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

28.

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 240 (159,129)
Citation 6

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Inverse optimization, deregulated electricity markets

29.

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 239 (159,795)
Citation 1

Abstract:

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

30.

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 237 (161,082)
Citation 2

Abstract:

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Taxes, portfolio optimization

31.

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 218 (174,500)
Citation 6

Abstract:

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

32.

Markdown Policies for Demand Learning with Forward-looking Customers

Number of pages: 70 Posted: 15 Dec 2018 Last Revised: 07 Aug 2019
John R. Birge, Hongfan Chen and N. Bora Keskin
University of Chicago - Booth School of Business, University of Chicago Booth School of Business and Duke University - Fuqua School of Business
Downloads 189 (198,948)

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markdown pricing, model uncertainty, Bayesian learning, exploration-exploitation, forward-looking customer behavior

33.

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 167 (221,436)

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

34.

Trade Credit Late Payment and Industry Structure

Number of pages: 35 Posted: 12 Oct 2020
Jing Wu, Hsiao-Hui Lee and John R. Birge
The Chinese University of Hong Kong (CUHK) - CUHK Business School, National Chengchi University (NCCU) - Department of Management Information Systems and University of Chicago - Booth School of Business
Downloads 158 (233,363)

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Trade Credit; Late Payment; Market Power; Downstream Cost Shifting

35.

Dynamic Pricing of Fashionable Products with C2C Marketplaces and Strategic Consumers

Number of pages: 40 Posted: 08 Dec 2018 Last Revised: 21 Jul 2020
University at Buffalo, Massachusetts Institute of Technology (MIT) - Institute for Data, Systems, and Society (IDSS) and University of Chicago - Booth School of Business
Downloads 140 (256,126)

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secondary market; online C2C marketplaces; fashionable products; strategic consumer behavior; revenue management; game theory

36.

An Approximation Approach for Response Adaptive Clinical Trial Design

SMU Cox School of Business Research Paper No. 18-26, Forthcoming, INFORMS Journal on Computing
Number of pages: 53 Posted: 01 Aug 2018 Last Revised: 15 Jan 2020
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 128 (274,258)

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

37.

Foundations and Trends at the Interface of Finance, Operations, and Risk Management

Number of pages: 150 Posted: 04 Nov 2020 Last Revised: 23 Feb 2021
Volodymyr Babich and John R. Birge
McDonough School of Business, Georgetown University and University of Chicago - Booth School of Business
Downloads 127 (275,865)

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operations and finance interface, tutorial

38.

Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks

Number of pages: 51 Posted: 23 Mar 2020 Last Revised: 17 May 2021
University of Chicago - Booth School of Business, University of Toronto, Mechanical and Industrial Engineering Department, Wilfrid Laurier University - School of Business & Economics and University of Toronto - Department of Mechanical and Industrial Engineering
Downloads 106 (313,759)
Citation 1

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Commodity and Energy Operations, Price Integration, Spatial Price Equilibrium, Supply Chain Management, Network Disruptions, Congestion, Time Series Analysis, Mixed Integer Programming

39.

Dynamic Learning in Strategic Pricing Games

Number of pages: 36 Posted: 12 May 2020
Matt Stern and John R. Birge
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and University of Chicago - Booth School of Business
Downloads 89 (351,242)

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Revenue Management, Sequential Estimation, Dynamic Pricing, Learning, Competition

40.

Interface of Operations and Finance: A Tutorial

Babich V, Birge J (2021) Interface of Operations and Finance: A Tutorial. In: Babich V, Birge J, Hilary G (eds) Innovative Technology at the interface of Finance and Operations. Springer Series in Supply Chain Management, Springer Nature, Forthcoming, Georgetown McDonough School of Business Research Paper No. 3762038
Number of pages: 60 Posted: 18 Feb 2021
Volodymyr Babich and John R. Birge
McDonough School of Business, Georgetown University and University of Chicago - Booth School of Business
Downloads 85 (361,289)
Citation 2

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interface of operations and finance, iFORM

41.

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 80 (374,623)

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

42.

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 Montepio Bank
Downloads 73 (394,528)

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43.

To Interfere or Not To Interfere: Information Revelation and Price-Setting Incentives in a Multiagent Learning Environment

Number of pages: 80 Posted: 11 Jun 2021
John R. Birge, Hongfan Chen, N. Bora Keskin and Amy Ward
University of Chicago - Booth School of Business, University of Chicago Booth School of Business, Duke University - Fuqua School of Business and The University of Chicago Booth School of Business
Downloads 62 (430,004)
Citation 1

Abstract:

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sharing economy, two-sided platforms, pricing, revenue management, sequential estimation, exploration-exploitation, regret

44.

Modeling Investment Behavior and Risk Propagation in Financial Networks

Number of pages: 16 Posted: 18 May 2021
John R. Birge
University of Chicago - Booth School of Business
Downloads 59 (440,605)
Citation 2

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systematic risk, structural estimation, capital requirements

45.

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 35 (543,719)
Citation 1

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46.

George Bernard Dantzig: The Pioneer of Linear Optimization

Management and Business Review, Vol. 1, No. 1, Winter 2021
Number of pages: 3 Posted: 02 Sep 2021
John R. Birge
University of Chicago - Booth School of Business
Downloads 8 (727,075)

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47.

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.