Assaf Zeevi

Columbia Business School - Decision Risk and Operations

Assistant Professor

New York, NY

United States

http://www.gsb.columbia.edu/faculty/azeevi/

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 8,156

SSRN RANKINGS

Top 8,156

in Total Papers Downloads

7,353

SSRN CITATIONS
Rank 4,075

SSRN RANKINGS

Top 4,075

in Total Papers Citations

183

CROSSREF CITATIONS

150

Scholarly Papers (22)

1.

Beyond Correlation: Extreme Co-Movements between Financial Assets

Number of pages: 48 Posted: 15 Jul 2002
Assaf Zeevi and Roy Mashal
Columbia Business School - Decision Risk and Operations and Lehman Brothers, New York
Downloads 1,317 (19,249)
Citation 83

Abstract:

Loading...

asset returns, extreme co-movements, copulas, dependence modeling, hypothesis testing, international markets, pseudo-likelihood, portfolio models, risk management

2.

On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning

Columbia Business School Research Paper No. 12-5
Number of pages: 34 Posted: 12 Jan 2012 Last Revised: 11 Mar 2014
Omar Besbes and Assaf Zeevi
Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 963 (30,472)
Citation 32

Abstract:

Loading...

model misspecification, inference, price optimization, revenue management, myopic pricing

3.

Non-Stationary Stochastic Optimization

Operations Research. 2015, Vol. 63 (5), Pages 1227-1244.
Number of pages: 18 Posted: 20 Jul 2013 Last Revised: 15 Nov 2015
Omar Besbes, Yonatan Gur and Assaf Zeevi
Columbia Business School - Decision Risk and Operations, Stanford Graduate School of Business and Columbia Business School - Decision Risk and Operations
Downloads 710 (46,307)
Citation 16

Abstract:

Loading...

stochastic approximation, non-stationary, minimax regret, online convex optimization

4.

Optimization in Online Content Recommendation Services: Beyond Click-Through Rates

Manufacturing & Service Operations Management. 2016, Vol. 18 (1), Pages 15-33. , Columbia Business School Research Paper No. 14-33
Number of pages: 19 Posted: 01 Aug 2014 Last Revised: 02 Feb 2016
Omar Besbes, Yonatan Gur and Assaf Zeevi
Columbia Business School - Decision Risk and Operations, Stanford Graduate School of Business and Columbia Business School - Decision Risk and Operations
Downloads 686 (48,482)
Citation 8

Abstract:

Loading...

online services, dynamic assortment selection, data-driven optimization, recommendation systems, content marketing, digital marketing, path data.

5.

Chasing Demand: Learning and Earning in a Changing Environment

Mathematics of Operations Research, Vol. 42, No. 2, May 2017, pp. 277-307
Number of pages: 52 Posted: 04 Feb 2014 Last Revised: 07 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 479 (76,338)
Citation 17

Abstract:

Loading...

Revenue management, pricing, sequential estimation, exploration-exploitation, regret

6.

Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms

Operations Research, Vol. 57, No. 6, pp. 1407-1420, November-December 2009, Columbia Business School Research Paper
Number of pages: 14 Posted: 19 Oct 2011
Omar Besbes and Assaf Zeevi
Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 451 (82,053)
Citation 31

Abstract:

Loading...

7.

Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies

Operations Research, Vol. 62, No. 5, September-October 2014, pp. 1142-1167, Columbia Business School Research Paper No. 14-30
Number of pages: 52 Posted: 03 Feb 2014 Last Revised: 01 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 405 (93,042)
Citation 30

Abstract:

Loading...

Revenue management, pricing, sequential estimation, exploration-exploitation

8.

Optimal Exploration-Exploitation in a Multi-Armed-Bandit Problem with Non-Stationary Rewards

Stochastic Systems 9 (4), 319-337 (2019)
Number of pages: 30 Posted: 15 May 2014 Last Revised: 02 Jan 2020
Omar Besbes, Yonatan Gur and Assaf Zeevi
Columbia Business School - Decision Risk and Operations, Stanford Graduate School of Business and Columbia Business School - Decision Risk and Operations
Downloads 323 (119,965)
Citation 20

Abstract:

Loading...

Multi-armed bandit, exploration/exploitation, non-stationary, minimax regret

9.

Portfolio Credit Risk with Extremal Dependence

Number of pages: 31 Posted: 15 Jul 2005
Achal Bassamboo, Sandeep Juneja and Assaf Zeevi
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS), Tata Institute of Fundamental Research (TIFR) and Columbia Business School - Decision Risk and Operations
Downloads 259 (151,019)
Citation 3

Abstract:

Loading...

Portfolio, credit, asymptotics, simulation, importance sampling, rare events, risk management

10.

Testing the Validity of a Demand Model: An Operations Perspective

Manufacturing & Service Operations Management, Vol. 12, No. 1, pp. 162-183, Winter 2010 , Columbia Business School Research Paper No. 11-18
Number of pages: 22 Posted: 19 Oct 2011
Omar Besbes, Robert Phillips and Assaf Zeevi
Columbia Business School - Decision Risk and Operations, Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 254 (153,970)
Citation 2

Abstract:

Loading...

11.

Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution

Management Science, Vol. 58, No. 3, March 2012, pp. 570-586
Number of pages: 34 Posted: 03 Feb 2014 Last Revised: 07 Oct 2018
Stanford Graduate School of Business, Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 228 (171,004)
Citation 19

Abstract:

Loading...

Revenue management, pricing, estimation, Bayesian learning, exploration-exploitation

12.

On the Minimax Complexity of Pricing in a Changing Environment

Operations Research, Vol. 59, No. 1, pp. 66-79, 2011, Columbia Business School Research Paper No. 12-6
Number of pages: 14 Posted: 12 Jan 2012
Omar Besbes and Assaf Zeevi
Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 191 (201,524)
Citation 4

Abstract:

Loading...

pricing, nonstationary demand, estimation, detection, change-point, price experimentation

13.

On the Relationship between Price and Capacity Decisions in Inventory Systems with Stochastic Demand

Number of pages: 27 Posted: 11 Jun 2006
Gad Allon and Assaf Zeevi
University of Pennsylvania - The Wharton School and Columbia Business School - Decision Risk and Operations
Downloads 186 (206,322)

Abstract:

Loading...

price, capacity, decisions, inventory, systems, stochastic, demand

14.

Optimal Price and Delay Differentiation in Queueing Systems

Number of pages: 37 Posted: 23 Jul 2013
Costis Maglaras, John Yao and Assaf Zeevi
Columbia Business School - Decision Risk and Operations, Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 185 (207,347)
Citation 18

Abstract:

Loading...

service differentiation, pricing, revenue management, damaged goods, queueing games, many-server limits

15.

Blind Network Revenue Management

Operations Research, 2012, 60(6):1537-1550
Number of pages: 49 Posted: 12 Dec 2014
Omar Besbes and Assaf Zeevi
Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 146 (253,096)
Citation 16

Abstract:

Loading...

revenue management; network; pricing; nonparametric estimation; minimax; learning; asymptotic optimality; curse of dimensionality

16.

On Incomplete Learning and Certainty-Equivalence Control

Operations Research, Vol. 66, No. 4, July-August 2018, pp. 1136-1167, Columbia Business School Research Paper No. 17-63
Number of pages: 57 Posted: 12 Jun 2017 Last Revised: 01 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 115 (302,889)
Citation 3

Abstract:

Loading...

Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning

17.

Online Ordinal Optimization under Model Misspecification

Number of pages: 57 Posted: 09 Jun 2021
Dohyun Ahn, Dongwook Shin and Assaf Zeevi
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Hong Kong University of Science and Technology and Columbia Business School - Decision Risk and Operations
Downloads 82 (377,090)

Abstract:

Loading...

Ordinal optimization, misspecification, dynamic sampling, best-system identification

18.

Product Quality and Information Sharing in the Presence of Reviews

Number of pages: 40 Posted: 09 Aug 2021
Dongwook Shin and Assaf Zeevi
Hong Kong University of Science and Technology and Columbia Business School - Decision Risk and Operations
Downloads 43 (515,311)

Abstract:

Loading...

information sharing; product quality, product reviews

19.

On a Data-Driven Method for Staffing Large Call Centers

Operations Research 57, no. 3: 417-726.
Number of pages: 13 Posted: 21 Oct 2011
Achal Bassamboo and Assaf Zeevi
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) and Columbia Business School - Decision Risk and Operations
Downloads 38 (539,400)
Citation 2

Abstract:

Loading...

20.

Pointwise Stationary Fluid Models for Stochastic Processing Networks

Manufacturing & Service Operations Management, Vol. 11, No. 1, pp. 70-89, Winter 2009
Number of pages: 20 Posted: 21 Oct 2011
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS), Stanford Graduate School of Business and Columbia Business School - Decision Risk and Operations
Downloads 21 (641,875)

Abstract:

Loading...

21.

Woodroofe's One-Armed Bandit Problem Revisited

Annals of Applied Probability, Vol. 19, No. 4, pp. 1603-1633, 2009
Number of pages: 31 Posted: 21 Oct 2011
Assaf Zeevi and Alexander Goldenshluger
Columbia Business School - Decision Risk and Operations and National Research University Higher School of Economics
Downloads 13 (700,909)
Citation 2

Abstract:

Loading...

22.

Dynamic Pricing with Online Reviews

Management Science
Number of pages: 76 Posted: 23 Aug 2019
Dongwook Shin, Stefano Vaccari and Assaf Zeevi
Hong Kong University of Science and Technology, Enel S.p.A. and Columbia Business School - Decision Risk and Operations
Downloads 258

Abstract:

Loading...

dynamic pricing, online reviews, social learning, dynamic control