Charles S. Tapiero

NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 4,412

SSRN RANKINGS

Top 4,412

in Total Papers Downloads

7,514

CITATIONS
Rank 25,492

SSRN RANKINGS

Top 25,492

in Total Papers Citations

10

Scholarly Papers (20)

1.

The Risk Externalities of Too Big to Fail

Physica A: Statistical Mechanics and its Applications 389 (17), 3503-3507
Number of pages: 8 Posted: 01 Nov 2009 Last Revised: 15 Feb 2014
Nassim Nicholas Taleb and Charles S. Tapiero
NYU-Tandon School of Engineering and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 2,811 (2,724)
Citation 3

Abstract:

banking crisis, risk management, too big to fail

2.

CDO and Structured Financial Products: A Modeling Perspective

NYU Poly Research Paper Forthcoming
Number of pages: 51 Posted: 13 Jul 2010
Charles S. Tapiero and Daniel Totouom
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and BNP Paribas
Downloads 857 (19,991)

Abstract:

credit derivatives, structured products, CDO, pricing, modeling

3.

The Future of Financial Risk Management

Third Annual Conference of the Cass-Capco Institute Paper Series on Risk, London, April 19, 2010
Number of pages: 20 Posted: 04 Mar 2010
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 807 (20,035)
Citation 1

Abstract:

4.

The Future of Financial Engineering

NYU Poly Research Paper
Number of pages: 23 Posted: 03 May 2013 Last Revised: 05 May 2013
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 639 (21,107)

Abstract:

5.

Quality, Risk and the Taleb Quadrants

IBM Quality & Productivity Research Conference, 2009
Number of pages: 20 Posted: 16 Jul 2009 Last Revised: 07 Oct 2009
Ron S. Kenett and Charles S. Tapiero
KPA Ltd. and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 632 (30,531)

Abstract:

6.

Energy Consumption and Environmental Pollution: A Stochastic Model

IMA Journal of Management Mathematics, Vol. 20, No. 3, pp. 263-273, 2009
Number of pages: 17 Posted: 17 Jul 2009
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 201 (93,147)

Abstract:

energy, pollution, eco-management, queueing

7.

Insurance and Finance: Competition and/or Convergence

Risk and Decision Analysis, Forthcoming, NYU Poly Research Paper
Number of pages: 24 Posted: 29 Dec 2010 Last Revised: 20 Mar 2011
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 146 (156,816)

Abstract:

8.

The Price of Safety and Economic Reliability

Safety and Reliability, Springer Verlag, Pham Hoang, Editor, Forthcoming
Number of pages: 26 Posted: 16 Jul 2009 Last Revised: 28 Aug 2010
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 113 (196,557)
Citation 2

Abstract:

9.

Market Pricing Orders Management with Price and Demand Uncertainty in Complete and Implied Complete Markets

International Journal of Production Economics, Vol. 115, No. 1, 2008
Number of pages: 14 Posted: 17 Jul 2009
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 104 (204,354)

Abstract:

market pricing, orders management, inventory, finance

10.

A Claims Persistence Process and Insurance

Insurance: Mathematics and Economics, Vol. 44, No. 3, 2009
Number of pages: 22 Posted: 16 Jul 2009
Charles S. Tapiero and Pierre Vallois
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and affiliation not provided to SSRN
Downloads 92 (224,639)
Citation 3

Abstract:

Random walk, Persistence, Insurance claims, Value at risk

11.

A Financial CCAPM and Economic Inequalities

Number of pages: 27 Posted: 25 May 2014
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 64 (244,656)

Abstract:

12.

Water Supply and Consumption Uncertainty: A Conflict-Equilibrium

Annals of Operation Research, Forthcoming
Number of pages: 28 Posted: 03 Mar 2010
Konstantin Kogan and Charles S. Tapiero
Bar-Ilan University - Department of Management and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 60 (274,445)

Abstract:

13.

The Price of Quality Claims

Number of pages: 17 Posted: 16 Jul 2009
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 54 (300,016)
Citation 1

Abstract:

14.

Strategic Naval Inspection for Port Safety and Security

Number of pages: 23 Posted: 31 Dec 2010
Kevin X. Li and Charles S. Tapiero
Hong Kong Polytechnic University - Department of Logistics and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 51 (305,182)

Abstract:

Inspection Policy, Maritime Controls, Safety, Regulation, Bi-Matrix Game, Random Payoff Games, Risk Analysis

15.

Inter-Temporal Inventory Competition and the Effects of Capacity Constraints

International Journal of Production Economics, Forthcoming
Number of pages: 7 Posted: 08 Mar 2011
Konstantin Kogan and Charles S. Tapiero
Bar-Ilan University - Department of Management and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 33 (355,615)

Abstract:

16.

Suppliers-Led Outsourcing: An Intertemporal Hierarchical Framework

IMA Journal of Management Mathematics, Forthcoming
Number of pages: 34 Posted: 03 Mar 2010
Konstantin Kogan and Charles S. Tapiero
Bar-Ilan University - Department of Management and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 30 (380,699)

Abstract:

17.

The Price of Granularity and Fractional Finance

NYU Poly Research Paper
Number of pages: 23 Posted: 27 Mar 2015
Charles S. Tapiero, Oren Tapiero and Guy Jumarie
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, Concordia University, Quebec - John Molson School of Business and University of Quebec at Montreal (UQAM)
Downloads 29 (259,752)

Abstract:

18.

Self-Serving Altruistic Consumption and International Prices

NYU Poly Research Paper
Number of pages: 17 Posted: 30 Jan 2015
Charles S. Tapiero and Unurjargal Nyambuu
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 12 (397,139)

Abstract:

International prices, altruism, trade, utility of consumption

19.

Water Supply Risk, Demand Uncertainty and the Implied Price of Water Shortfall

NYU Poly Research Paper
Posted: 03 Nov 2010
Mirela Ivan and Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering

Abstract:

Water Supply, Demand, Price, Certain Equivalent, Risk Neutral Pricing

20.

Too Big to Fail, Hidden Risks, and the Fallacy of Large Institutions

Posted: 05 May 2009
Charles S. Tapiero and Nassim Nicholas Taleb
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and NYU-Tandon School of Engineering

Abstract:

economies of scale, banking crisis, risk management, operational risk