Gerry Tsoukalas

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 6,912

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Top 6,912

in Total Papers Downloads

6,918

SSRN CITATIONS

34

CROSSREF CITATIONS

27

Scholarly Papers (11)

1.

Optimal Credit Swap Portfolios

Number of pages: 32 Posted: 03 Jul 2009 Last Revised: 20 Aug 2018
Kay Giesecke, Baeho Kim, Jack Kim and Gerry Tsoukalas
Stanford University - Management Science & Engineering, Korea University Business School (KUBS), Stanford University - Management Science & Engineering and University of Pennsylvania - The Wharton School
Downloads 1,219 (17,715)
Citation 2

Abstract:

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portfolio selection, credit swap, goal program, nested expectation

2.

On the Financing Benefits of Supply Chain Transparency and Blockchain Adoption

Management Science, Forthcoming.
Number of pages: 67 Posted: 06 Dec 2017 Last Revised: 03 Jul 2019
Boston College, Massachusetts Institute of Technology (MIT), University of Pennsylvania - The Wharton School, Digital Currency Initiative and MIT-IBM Watson AI Lab
Downloads 1,062 (21,808)
Citation 21

Abstract:

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Blockchain, Entrepreneurship

3.

Dynamic Portfolio Execution

Management Science, Forthcoming
Number of pages: 44 Posted: 24 Jun 2012 Last Revised: 01 Jul 2017
Gerry Tsoukalas, Jiang Wang and Kay Giesecke
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford University - Management Science & Engineering
Downloads 971 (24,846)
Citation 6

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4.

Does Crowdfunding Benefit Entrepreneurs and Venture Capital Investors?

Manufacturing & Service Operations Management --- Forthcoming
Number of pages: 40 Posted: 22 May 2017 Last Revised: 01 Aug 2019
Volodymyr Babich, Simone Marinesi and Gerry Tsoukalas
McDonough School of Business, Georgetown University, The Wharton School, University of Pennsylvania and University of Pennsylvania - The Wharton School
Downloads 893 (28,015)
Citation 14

Abstract:

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Crowdfunding, Entrepreneurship, Venture Capital, Operations and Finance Interface, Double-sided Moral Hazard, Bargaining Games

5.

Large-Scale Loan Portfolio Selection

Operations Research, 64, 1239-1255, 2016
Number of pages: 41 Posted: 08 Aug 2015 Last Revised: 03 Aug 2017
Justin Sirignano, Gerry Tsoukalas and Kay Giesecke
Imperial College London - Department of Mathematics, University of Pennsylvania - The Wharton School and Stanford University - Management Science & Engineering
Downloads 759 (35,104)
Citation 5

Abstract:

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loan portfolio optimization, loan, mortgage, loan portfolio, portfolio optimization, default, prepayment, machine learning, law of large numbers, central limit theorem

6.

Is Operating Flexibility Harmful under Debt?

Stanford University Graduate School of Business Research Paper No. 15-39
Number of pages: 64 Posted: 22 Jun 2015 Last Revised: 05 Sep 2017
Dan Iancu, Nikolaos Trichakis and Gerry Tsoukalas
Stanford Graduate School of Business, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - The Wharton School
Downloads 622 (45,926)
Citation 6

Abstract:

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Flexibility, covenants, risk shifting, inventory management

7.

Initial Coin Offerings, Speculation, and Asset Tokenization

Management Science
Number of pages: 49 Posted: 27 Mar 2019 Last Revised: 09 Jul 2020
Rowena J. Gan, Gerry Tsoukalas and Serguei Netessine
University of Pennsylvania - The Wharton School - Operations, Information and Decisions, University of Pennsylvania - The Wharton School and The Wharton School, University of Pennsylvania
Downloads 539 (55,293)
Citation 1

Abstract:

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Asset Tokenization, Blockchain, Crowdfunding, Cryptocurency, Initial Coin Offerings (ICOs), Moral Hazard, Security Token Offerings (STOs), Speculators, Tokenized Inventory

8.

Rethinking Crowdfunding Platform Design: Mechanisms to Deter Misconduct and Improve Efficiency

Management Science --- Forthcoming
Number of pages: 50 Posted: 01 May 2018 Last Revised: 05 Mar 2020
Elena Belavina, Simone Marinesi and Gerry Tsoukalas
Cornell SC Johnson College of Business, The Wharton School, University of Pennsylvania and University of Pennsylvania - The Wharton School
Downloads 435 (71,924)
Citation 8

Abstract:

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Crowdfunding, New Business Models, Online Platforms, Moral Hazard, Entrepreneurship

9.

Overbooking with Endogenous Demand

The Wharton School Research Paper
Number of pages: 54 Posted: 31 Jan 2019
Rowena J. Gan, Noah Gans and Gerry Tsoukalas
University of Pennsylvania - The Wharton School - Operations, Information and Decisions, University of Pennsylvania - Operations & Information Management Department and University of Pennsylvania - The Wharton School
Downloads 188 (174,391)

Abstract:

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airline revenue management, overbooking, strategic customers, auctions

10.

Token-Weighted Crowdsourcing

Management Science, Forthcoming.
Number of pages: 53 Posted: 14 Dec 2018 Last Revised: 05 Dec 2019
Gerry Tsoukalas and Brett Hemenway Falk
University of Pennsylvania - The Wharton School and University of Pennsylvania - Department of Computer and Information Science
Downloads 164 (196,538)
Citation 1

Abstract:

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blockchain, crowdsourcing, cryptocurrency, distributed ledger, tokenomics, token voting, information aggregation

11.

Supplier Diversification Under Buyer Risk

Management Science, Forthcoming
Number of pages: 53 Posted: 13 Feb 2019
Jiri Chod, Nikolaos Trichakis and Gerry Tsoukalas
Boston College, Massachusetts Institute of Technology (MIT) and University of Pennsylvania - The Wharton School
Downloads 66 (366,921)
Citation 3

Abstract:

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Supplier Diversification, Multi-Sourcing, Buyer Default Risk, Signaling