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

17

DOWNLOADS
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SSRN RANKINGS

Top 7,426

in Total Papers Downloads

4,723

CITATIONS
Rank 9,016

SSRN RANKINGS

Top 9,016

in Total Papers Citations

49

Scholarly Papers (17)

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 1,163 (12,030)
Citation 20

Abstract:

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 429 (35,643)
Citation 1

Abstract:

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

3.

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 242 (73,983)
Citation 10

Abstract:

4.

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 239 (97,593)
Citation 2

Abstract:

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

5.

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 228 (45,746)
Citation 1

Abstract:

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

6.

Chasing Demand: Learning and Earning in a Changing Environment

Number of pages: 46 Posted: 04 Feb 2014
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 216 (68,343)

Abstract:

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

7.

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 198 (42,622)

Abstract:

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

8.

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
Northwestern University - Kellogg School of Management and Columbia Business School - Decision Risk and Operations
Downloads 164 (137,903)

Abstract:

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

9.

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: 04 Oct 2014
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 154 (115,029)
Citation 1

Abstract:

Revenue management, pricing, sequential estimation, exploration-exploitation

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 133 (143,805)
Citation 4

Abstract:

11.

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 120 (161,772)
Citation 2

Abstract:

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

12.

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
Stanford Graduate School of Business, Duke University - Fuqua School of Business and Columbia Business School - Decision Risk and Operations
Downloads 95 (179,881)
Citation 3

Abstract:

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

13.

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 93 (176,617)

Abstract:

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

14.

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 25 (277,150)
Citation 1

Abstract:

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

15.

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 25 (374,005)
Citation 2

Abstract:

16.

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 9 (470,794)

Abstract:

17.

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 affiliation not provided to SSRN
Downloads 7 (475,894)
Citation 2

Abstract: