Gerry Tsoukalas

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

Boston University

595 Commonwealth Avenue

Boston, MA 02215

United States

Luohan Academy

No. 556, Xixi Road, Z Space

Xihu District

Hangzhou, Zhejiang 310013

China

  • University of Pennsylvania - The Wharton School

  • Boston University

  • Luohan Academy

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 5,263

SSRN RANKINGS

Top 5,263

in Total Papers Downloads

13,765

SSRN CITATIONS

234

CROSSREF CITATIONS

26

Scholarly Papers (20)

Actions:
Email selected abstracts
1.

Initial Coin Offerings, Speculation, and Asset Tokenization

Management Science
Number of pages: 49 Posted: 27 Mar 2019 Last Revised: 10 Mar 2021
Rowena Gan, Gerry Tsoukalas and Serguei Netessine
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM), University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 2,169 (12,413)
Citation 42

Abstract:

Loading...

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

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
Jiri Chod, Nikolaos Trichakis, Gerry Tsoukalas, Henry Aspegren and Mark Weber
Boston College, Massachusetts Institute of Technology (MIT), University of Pennsylvania - The Wharton School, Digital Currency Initiative and MIT-IBM Watson AI Lab
Downloads 1,743 (17,545)
Citation 87

Abstract:

Loading...

Blockchain, Entrepreneurship

3.

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 - Department of Management Science & Engineering, Korea University Business School (KUBS), Stanford University - Department of Management Science & Engineering and University of Pennsylvania - The Wharton School
Downloads 1,290 (27,570)
Citation 4

Abstract:

Loading...

portfolio selection, credit swap, goal program, nested expectation

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
Georgetown University - McDonough School of Business, The Wharton School, University of Pennsylvania and University of Pennsylvania - The Wharton School
Downloads 1,228 (29,637)
Citation 14

Abstract:

Loading...

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

5.

Dynamic Portfolio Execution

Management Science, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 44 Posted: 24 Jun 2012 Last Revised: 11 Aug 2020
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 - Department of Management Science & Engineering
Downloads 1,068 (36,231)
Citation 16

Abstract:

Loading...

6.

Large-Scale Loan Portfolio Selection

Operations Research, 64, 1239-1255, 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 41 Posted: 08 Aug 2015 Last Revised: 11 Aug 2020
Justin Sirignano, Gerry Tsoukalas and Kay Giesecke
Imperial College London - Department of Mathematics, University of Pennsylvania - The Wharton School and Stanford University - Department of Management Science & Engineering
Downloads 860 (49,038)
Citation 5

Abstract:

Loading...

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

7.

Pricing Control and Regulation on Online Service Platforms

Number of pages: 76 Posted: 08 Nov 2021 Last Revised: 24 Jun 2022
Gerard P Cachon, Tolga Dizdarer and Gerry Tsoukalas
The Wharton School - Operations, Information and Decisions Department, Boston College - Carroll School of Management and University of Pennsylvania - The Wharton School
Downloads 738 (60,285)
Citation 3

Abstract:

Loading...

blockchain, decentralized pricing, gig economy, platforms, revenue management, smart contracts

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 713 (63,136)
Citation 14

Abstract:

Loading...

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

9.

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 677 (67,464)
Citation 11

Abstract:

Loading...

Flexibility, covenants, risk shifting, inventory management

10.

When Bayes-Stein Meets Machine Learning: A Generalized Approach for Portfolio Optimization

FMA Europe 2023, 2022 Chinese Finance Annual Meeting (CFAM), 2023 University of Bristol Workshop in Data Science & Machine Learning in Finance, EFMA 2023, the 2022 Cardiff University Fintech Conference
Number of pages: 70 Posted: 30 Sep 2022 Last Revised: 21 Jul 2023
Dimitrios Gounopoulos, Emmanouil Platanakis, Gerry Tsoukalas and Haoran Wu
University of Bath - School of Management, University of Bath - School of Management, University of Pennsylvania - The Wharton School and University of Bath - School of Management
Downloads 589 (80,810)

Abstract:

Loading...

Bayes-Stein, Portfolio Optimization, 1/N, Machine Learning

11.

Overbooking with Endogenous Demand

The Wharton School Research Paper
Number of pages: 54 Posted: 31 Jan 2019
Rowena Gan, Noah Gans and Gerry Tsoukalas
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM), University of Pennsylvania - Operations & Information Management Department and University of Pennsylvania - The Wharton School
Downloads 498 (98,907)

Abstract:

Loading...

airline revenue management, overbooking, strategic customers, auctions

12.

Decentralized Platforms: Governance, Tokenomics, and ICO Design

Management Science (forthcoming)
Number of pages: 48 Posted: 01 Feb 2021 Last Revised: 13 Aug 2023
Rowena Gan, Gerry Tsoukalas and Serguei Netessine
Southern Methodist University (SMU) - Information Technology and Operations Management Department (ITOM), University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 444 (114,599)

Abstract:

Loading...

decentralized governance, blockchain, dApps, Information Aggregation, crowdsourcing, Voting

13.

Economics of NFTs: The Value of Creator Royalties

Number of pages: 38 Posted: 07 Dec 2022
Brett Hemenway Falk, Gerry Tsoukalas and Niuniu Zhang
University of Pennsylvania - Department of Computer and Information Science, University of Pennsylvania - The Wharton School and University of Pennsylvania - Department of Computer and Information Science
Downloads 431 (117,475)

Abstract:

Loading...

14.

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 314 (167,388)
Citation 9

Abstract:

Loading...

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

15.

Privacy-Preserving Network Analytics

Management Science
Number of pages: 63 Posted: 19 Oct 2020 Last Revised: 09 May 2022
Marcella Hastings, Brett Hemenway Falk and Gerry Tsoukalas
University of Pennsylvania - Department of Computer and Information Science, University of Pennsylvania - Department of Computer and Information Science and University of Pennsylvania - The Wharton School
Downloads 312 (167,991)
Citation 9

Abstract:

Loading...

Contagion; Data Privacy; Financial Networks; Financial Regulation; Financial Technologies; Secure Multi-party Computation (MPC); Network Reconstruction; Privacy Preservation; Stress Testing; Systemic Risk.

16.

Scaling Blockchains: Can Committee-Based Consensus Help?

Management Science, Forthcoming
Number of pages: 56 Posted: 01 Sep 2021 Last Revised: 18 Aug 2023
Alon Benhaim, Brett Hemenway Falk and Gerry Tsoukalas
University of Pennsylvania - Department of Mathematics, University of Pennsylvania - Department of Computer and Information Science and University of Pennsylvania - The Wharton School
Downloads 303 (173,131)
Citation 1

Abstract:

Loading...

Approval Voting, Blockchain Consensus Protocols, Blockchain Economics, Token Voting, Committee-Based Consensus, Delegated Proof of Stake, DPoS, Stake-Weighted Voting

17.

Balancing Power in Decentralized Governance: Quadratic Voting under Imperfect Information

Number of pages: 27 Posted: 24 Apr 2023
Alon Benhaim, Brett Hemenway Falk and Gerry Tsoukalas
University of Pennsylvania - Department of Mathematics, University of Pennsylvania - Department of Computer and Information Science and University of Pennsylvania - The Wharton School
Downloads 168 (302,991)

Abstract:

Loading...

decentralized governance, blockchain, dApps, Information Aggregation, crowdsourcing, Voting

18.

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 153 (327,960)
Citation 16

Abstract:

Loading...

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

19.

Automated Market Makers and the Value of Adaptive Fees

Number of pages: 28 Posted: 31 Oct 2023
David Cao, Brett Hemenway Falk and Gerry Tsoukalas
University of Pennsylvania - Department of Computer and Information Science, University of Pennsylvania - Department of Computer and Information Science and University of Pennsylvania - The Wharton School
Downloads 62 (595,981)

Abstract:

Loading...

automated market makers, decentralized exchanges, adverse selection, blockchain, cryptocurrency, transaction fees

20.

Crypto Wash Trading: Direct vs. Indirect Estimation

Number of pages: 41
Brett Hemenway Falk, Gerry Tsoukalas and Niuniu Zhang
University of Pennsylvania - Department of Computer and Information Science, University of Pennsylvania - The Wharton School and University of Pennsylvania - Department of Computer and Information Science
Downloads 5

Abstract:

Loading...

Cryptocurrency, Financial Fraud, Non-Fungible Tokens (NFTs), Wash Trading