Dimitris Bertsimas

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Professor of Management

E53-359

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 11,105

SSRN RANKINGS

Top 11,105

in Total Papers Downloads

3,310

CITATIONS
Rank 12,604

SSRN RANKINGS

Top 12,604

in Total Papers Citations

31

Scholarly Papers (9)

1.

When Is Time Continuous?

MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98
Number of pages: 51 Posted: 02 Sep 1998
Dimitris Bertsimas, Leonid Kogan and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,781 (6,215)
Citation 25

Abstract:

2.

Moneyball for Academics: Network Analysis for Predicting Research Impact

Number of pages: 17 Posted: 05 Jan 2014
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Operations Research Center
Downloads 812 (13,972)

Abstract:

Citation analysis, Academic impact, Analytics, Networks

3.

Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Method: Part Ii, the Multi-Station Case

Economics Working Paper No. 314
Number of pages: 35 Posted: 11 Nov 1998
Dimitris Bertsimas and José Niño Mora
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 96 (214,581)
Citation 3

Abstract:

4.

Dynamic Pricing and Inventory Control for Multiple Products

Journal of Revenue & Pricing Management 3, 303-319 (January 2005)
Number of pages: 20 Posted: 01 Mar 2014 Last Revised: 03 Mar 2014
Dimitris Bertsimas and Sanne De Boer
Massachusetts Institute of Technology (MIT) - Sloan School of Management and QS Investors
Downloads 83 (169,223)
Citation 2

Abstract:

dynamic pricing, inventory control, multiple products, joint pricing, inventory control

5.

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model

NBER Working Paper No. w6250
Number of pages: 64 Posted: 16 Jul 2000
Dimitris Bertsimas, Leonid Kogan and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 81 (242,301)
Citation 1

Abstract:

6.

An Analysis of the Guaranteed Withdrawal Benefits for Life Option

Number of pages: 35 Posted: 08 Dec 2008 Last Revised: 29 Sep 2010
Premal Shah and Dimitris Bertsimas
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 80 (222,227)

Abstract:

GWB for life, Variable Annuities, stochastic interest rate, stochastic volatility, pension, risk neutrl pricing, insurance

7.

Simulation-Based Booking Limits for Airline Revenue Management

Operations Research, Volume 53, Issue 1, January-February 2005, pp. 90-106
Posted: 01 Mar 2014
Dimitris Bertsimas and Sanne De Boer
Massachusetts Institute of Technology (MIT) - Sloan School of Management and QS Investors

Abstract:

simulation, optimization,inventory control, revenue management, booking limits, airline

8.

Optimal Control of Execution Costs

LFE-1025-96
Posted: 30 Jun 1998
Dimitris Bertsimas and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

9.

Stability Conditions for Multiclass Fluid Queueing Networks

Sloan Working Paper No. 3790
Posted: 05 May 1998
Dimitris Bertsimas, David Gamarnik and John Tsitsiklis
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)

Abstract: