Rene Caldentey

University of Chicago - Booth School of Business

Professor Operations Management

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

http://www.chicagobooth.edu/faculty/directory/c/rene-caldentey

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 14,385

in Total Papers Citations

34

CROSSREF CITATIONS

29

Scholarly Papers (11)

1.

Optimal Control and Hedging of Operations in the Presence of Financial Markets

Number of pages: 26 Posted: 05 Oct 2003
Rene Caldentey and Martin Brendan Haugh
University of Chicago - Booth School of Business and Imperial College Business School
Downloads 339 (91,008)
Citation 13

Abstract:

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Operations management, portfolio optimization, stochastic control, incomplete markets

2.

Intertemporal Pricing under Minimax Regret

Number of pages: 47 Posted: 21 Nov 2013 Last Revised: 29 Apr 2015
Rene Caldentey, Ying Liu and Ilan Lobel
University of Chicago - Booth School of Business, New York University - Department of Information, Operations, and Management Sciences and New York University (NYU)
Downloads 320 (97,037)
Citation 6

Abstract:

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optimal pricing, strategic consumers, demand uncertainty, robust optimization

3.

Crowdvoting the Timing of New Product Introduction

Number of pages: 46 Posted: 27 Jan 2016
Victor F. Araman and Rene Caldentey
American University of Beirut - The Olayan School of Business and University of Chicago - Booth School of Business
Downloads 319 (97,359)
Citation 4

Abstract:

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4.

Dynamic Pricing for Non-Perishable Products with Demand Learning

Number of pages: 46 Posted: 26 Feb 2006
Victor F. Araman and Rene Caldentey
American University of Beirut - The Olayan School of Business and University of Chicago - Booth School of Business
Downloads 304 (102,623)
Citation 22

Abstract:

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Dynamic pricing, Bayesian demand learning, approximations, intensity control, non-homogeneous Poisson process, optimal stopping

5.

Learning Customer Preferences from Personalized Assortments

Number of pages: 54 Posted: 07 Aug 2018
Yifan Feng, Rene Caldentey and Christopher Thomas Ryan
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 233 (135,457)

Abstract:

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sequential learning, maximum selection, best arm identification, personalized assortment planning

6.

Insider Trading With Stochastic Valuation

Number of pages: 43 Posted: 16 May 2007
Rene Caldentey and Ennio Stacchetti
University of Chicago - Booth School of Business and Leonard N. Stern School of Business - Department of Economics
Downloads 157 (194,061)

Abstract:

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7.

Online Auction and List Price Revenue Management

NYU Working Paper No. 2451/14106
Number of pages: 45 Posted: 09 Oct 2008
Rene Caldentey and Gustavo Vulcano
University of Chicago - Booth School of Business and Universidad Torcuato Di Tella - School of Business
Downloads 156 (195,177)
Citation 1

Abstract:

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revenue management, strategic behavior, online auction, asymptotic, dual channel

8.

On the Optimal Design of a Bipartite Matching Queueing System

Number of pages: 59 Posted: 24 Mar 2019 Last Revised: 11 Nov 2019
Philipp Afeche, Rene Caldentey and Varun Gupta
University of Toronto - Rotman School of Management, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 114 (249,542)

Abstract:

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Queueing, Bipartite Matching, Quadratic Programming

Inventory Policies and Information Sharing: An Efficient Frontier Approach

Number of pages: 44 Posted: 04 Mar 2019
Rene Caldentey, Avi H. Giloni and Clifford M. Hurvich
University of Chicago - Booth School of Business, Yeshiva University - Syms School of Business and Stern School of Business, New York University
Downloads 36 (464,860)

Abstract:

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inventory control; supply chain management; information sharing; order smoothing

Inventory Policies and Information Sharing: an Efficient Frontier Approach

NYU Working Paper No. 2451/43902
Number of pages: 44 Posted: 04 Mar 2019
Rene Caldentey, Avi Giloni and Clifford M. Hurvich
University of Chicago - Booth School of Business, Independent and Stern School of Business, New York University
Downloads 4 (670,372)

Abstract:

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inventory control; supply chain management; information sharing; order smoothing

10.

Diffusion Approximations for a Class of Sequential Testing Problems

Number of pages: 47 Posted: 12 Nov 2019
Victor F. Araman and Rene Caldentey
American University of Beirut - The Olayan School of Business and University of Chicago - Booth School of Business
Downloads 35 (458,643)

Abstract:

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assortment selection, dynamic programming, Bayesian demand learning, experiment design, optimal stopping, sequential testing, crowdvoting

11.

An Overview of Pricing Models for Revenue Management

MIT Sloan Working Paper No. 4433-03
Posted: 26 Sep 2003
Gabriel R. Bitran and Rene Caldentey
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Booth School of Business

Abstract:

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Survey, Revenue Management, Pricing Policies, Perishable and Non-renewable Resources, Stochastic Demand Processes