Gerry Tsoukalas

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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in Total Papers Downloads

5,360

CITATIONS

36

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 1,213 (16,050)
Citation 2

Abstract:

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portfolio selection, credit swap, goal program, nested expectation

2.

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 950 (23,135)
Citation 2

Abstract:

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3.

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 744 (32,627)
Citation 2

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

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 659 (38,423)
Citation 8

Abstract:

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

5.

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 612 (42,424)
Citation 1

Abstract:

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Flexibility, covenants, risk shifting, inventory management

6.

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 557 (48,557)
Citation 11

Abstract:

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Blockchain, Entrepreneurship

7.

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

Number of pages: 50 Posted: 01 May 2018 Last Revised: 16 Aug 2019
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 264 (115,696)
Citation 5

Abstract:

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

8.

Inventory, Speculators and Initial Coin Offerings

The Wharton School Research Paper
Number of pages: 48 Posted: 27 Mar 2019 Last Revised: 19 Aug 2019
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 159 (185,038)

Abstract:

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Initial Coin Offering (ICO), Security Token Offering (STO), Inventory, Strategic Agents, Moral Hazard, Crowdfunding, Firm Operations

9.

Token-Weighted Crowdsourcing

The Wharton School Research Paper, 2018
Number of pages: 53 Posted: 14 Dec 2018 Last Revised: 17 Aug 2019
Gerry Tsoukalas and Brett Hemenway Falk
University of Pennsylvania - The Wharton School and University of Pennsylvania - Department of Computer and Information Science
Downloads 93 (276,322)

Abstract:

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

10.

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 65 (340,566)

Abstract:

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airline revenue management, overbooking, strategic customers, auctions

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 44 (406,953)
Citation 1

Abstract:

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