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

DOWNLOADS
Rank 23,456

SSRN RANKINGS

Top 23,456

in Total Papers Downloads

2,232

SSRN CITATIONS
Rank 13,177

SSRN RANKINGS

Top 13,177

in Total Papers Citations

49

CROSSREF CITATIONS

31

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 341 (96,181)
Citation 15

Abstract:

Loading...

Operations management, portfolio optimization, stochastic control, incomplete markets

2.

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 338 (97,131)
Citation 6

Abstract:

Loading...

3.

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 328 (100,464)
Citation 8

Abstract:

Loading...

optimal pricing, strategic consumers, demand uncertainty, robust optimization

4.

Robust Learning of Consumer Preferences

Number of pages: 76 Posted: 07 Aug 2018 Last Revised: 10 Feb 2020
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 318 (103,981)
Citation 1

Abstract:

Loading...

sequential learning, maximum selection, best arm identification, dynamic assortments, preference learning

5.

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 315 (105,050)
Citation 34

Abstract:

Loading...

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

6.

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 161 (201,114)
Citation 2

Abstract:

Loading...

Queueing, Bipartite Matching, Quadratic Programming

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 159 (203,277)
Citation 1

Abstract:

Loading...

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

8.

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 159 (203,277)

Abstract:

Loading...

Inventory Policies and Information Sharing: An Efficient Frontier Approach

NYU Stern School of Business
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 51 (425,434)

Abstract:

Loading...

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 6 (691,187)

Abstract:

Loading...

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 56 (401,121)

Abstract:

Loading...

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:

Loading...

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