Dimitris Bertsimas

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

Professor of Management

E53-359

Cambridge, MA 02142

United States

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

    • Email
    • Tel: 617-253-4223
    • Fax: 617-258-7579
SCHOLARLY PAPERS

12

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26

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20

Scholarly Papers (12)

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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) - Laboratory for Financial Engineering
Downloads 1,933 (14,848)
Citation 12

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2.

Moneyball for Academics: Network Analysis for Predicting Research Impact

Bertsimas, D., Brynjolfsson, E., Reichman, S. and Silberholz, J., 2015. OR Forum—Tenure analytics: Models for predicting research impact. Operations Research, 63(6), pp.1246-1261.
Number of pages: 17 Posted: 05 Jan 2014 Last Revised: 21 Nov 2018
Dimitris Bertsimas, Erik Brynjolfsson, Shachar Reichman and John Silberholz
Massachusetts Institute of Technology (MIT) - Sloan School of Management, National Bureau of Economic Research (NBER), Tel Aviv University - Coller School of Management and University of Michigan, Stephen M. Ross School of Business
Downloads 1,586 (20,168)
Citation 5

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Citation analysis, Academic impact, Analytics, Networks

3.

Exact First-Choice Product Line Optimization

Operations Research, Forthcoming
Number of pages: 50 Posted: 21 Aug 2017 Last Revised: 29 Jun 2021
Dimitris Bertsimas and Velibor Mišić
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 496 (99,025)
Citation 11

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product line design, first-choice models, mixed-integer optimization, Benders decomposition

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 Voya Investment Management
Downloads 266 (197,164)

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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 Last Revised: 03 Apr 2022
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) - Laboratory for Financial Engineering
Downloads 156 (321,315)

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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 155 (323,058)
Citation 10

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

7.

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 114 (409,172)
Citation 3

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8.

COVID-19 Mortality Risk Assessment: An International Multi-Center Study

Number of pages: 36 Posted: 02 Oct 2020
Dimitris Bertsimas, Galit Lukin, Luca Mingardi, Omid Nohadani, Agni Orfanoudaki, Bartolomeo Stellato, Holly Wiberg, José Miguel Cisneros-Herreros, Sara Gonzalez-Garcia, Carlos Luis Parra-Calderón, The Hellenic COVID-19 Study Group, Kenneth Robinson, Michelle Schneider, Barry Stein, Alberto Estirado, Lia a Beccara, Rosario Canino, Martina Dal Bello, Federica Pezzetti and Angelo Pan
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Benefits Science Technologies, Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Operations Research Center, University of Seville - Institute of Biomedicine of Seville, University of Seville - Institute of Biomedicine of Seville, University of Seville - Institute of Biomedicine of Seville, Independent, Hartford HealthCare, Hartford HealthCare, Hartford HealthCare, HM Hospitals, ASST Ospedale di Cremona, ASST Ospedale di Cremona, Massachusetts Institute of Technology (MIT) - Physics of Living Systems, ASST Ospedale di Cremona and ASST Ospedale di Cremona
Downloads 59 (613,026)
Citation 1

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9.

Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery

MIT Sloan Research Paper No. 6858-23
Number of pages: 31 Posted: 25 Mar 2023 Last Revised: 16 Jun 2023
Joseph Barberio, Jacob Becraft, Zied Ben Chaouch, Dimitris Bertsimas, Tasuku Kitada, Michael Li, Andrew W. Lo, Kevin Shi and Qingyang Xu
Strand Therapeutics, Strand Therapeutics, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Strand Therapeutics, Massachusetts Institute of Technology (MIT), Operations Research Center, Students, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Strand Therapeutics and Massachusetts Institute of Technology (MIT) - Operations Research Center
Downloads 48 (667,613)
Citation 1

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Vaccines, mRNA, Megafund, Pandemics, Epidemics, Infectious Diseases, Healthcare Finance

10.

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 Voya Investment Management

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

11.

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) - Laboratory for Financial Engineering

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12.

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)

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