Costis Maglaras

Columbia University - Columbia Business School, Decision Risk and Operations

New York, NY

United States

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 12,807

SSRN RANKINGS

Top 12,807

in Total Papers Downloads

5,725

SSRN CITATIONS
Rank 7,907

SSRN RANKINGS

Top 7,907

in Total Papers Citations

77

CROSSREF CITATIONS

87

Scholarly Papers (22)

1.

Ride-Hailing Networks with Strategic Drivers: The Impact of Platform Control Capabilities on Performance

Rotman School of Management Working Paper No. 3120544, Columbia Business School Research Paper No. 18-19
Number of pages: 62 Posted: 12 Feb 2018 Last Revised: 31 Jan 2022
Philipp Afeche, Zhe Liu and Costis Maglaras
University of Toronto - Rotman School of Management, Imperial College Business School and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 1,406 (20,532)
Citation 57

Abstract:

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ride-hailing, control, network, matching, strategic drivers, demand imbalance

2.

Bayesian Social Learning from Consumer Reviews

Number of pages: 28 Posted: 13 Jul 2013 Last Revised: 21 Jan 2019
Bar Ifrach, Costis Maglaras, Marco Scarsini and Anna Zseleva
Uber Technologies Inc. - Uber Freight, Columbia University - Columbia Business School, Decision Risk and Operations, Luiss University Dipartimento di Economia e Finanza and Tel Aviv University
Downloads 567 (71,779)
Citation 19

Abstract:

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social learning, online reviews

3.

Monopoly Pricing in the Presence of Social Learning

Management Science 63, 3586–3608.
Number of pages: 50 Posted: 24 Nov 2011 Last Revised: 02 Jan 2018
Davide Crapis, Bar Ifrach, Costis Maglaras and Marco Scarsini
Columbia University - Columbia Business School, Decision Risk and Operations, Uber Technologies Inc. - Uber Freight, Columbia University - Columbia Business School, Decision Risk and Operations and Luiss University Dipartimento di Economia e Finanza
Downloads 516 (80,612)
Citation 28

Abstract:

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social learning, information aggregation, bounded rationality, optimal pricing

4.

Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model

Columbia Business School Research Paper No. 15-60
Number of pages: 37 Posted: 27 May 2015
Costis Maglaras, Ciamac C. Moallemi and Hua Zheng
Columbia University - Columbia Business School, Decision Risk and Operations, Columbia University - Columbia Business School, Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 491 (85,671)
Citation 9

Abstract:

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market impact, electronic limit order book, applied stochastic models, market microstructure

5.

A Deep Learning Approach to Estimating Fill Probabilities in a Limit Order Book

Number of pages: 23 Posted: 30 Aug 2021
Costis Maglaras, Ciamac C. Moallemi and Muye Wang
Columbia University - Columbia Business School, Decision Risk and Operations, Columbia University - Columbia Business School, Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 415 (104,718)

Abstract:

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Deep Learning, Limit Order Fill Probabilities, Market Microstructure

6.

Social Learning from Online Reviews with Product Choice

Columbia Business School Research Paper No. 18-17
Number of pages: 60 Posted: 22 Jan 2018 Last Revised: 29 Nov 2021
Columbia University - Columbia Business School, Decision Risk and Operations, Luiss University Dipartimento di Economia e Finanza, Hong Kong University of Science and Technology and Enel S.p.A.
Downloads 313 (142,538)
Citation 2

Abstract:

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social learning, information aggregation, bounded rationality, online reviews, online platforms

7.

Social Learning in a Competitive Market with Consumer Reviews

Columbia Business School Research Paper No. 16-52
Number of pages: 26 Posted: 04 Aug 2016
Stefano Vaccari, Marco Scarsini and Costis Maglaras
Enel S.p.A., Luiss University Dipartimento di Economia e Finanza and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 290 (154,267)
Citation 1

Abstract:

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dupoly, consumer reviews, social learning

8.

Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets

Columbia Business School Research Paper No. 14-13
Number of pages: 60 Posted: 05 Mar 2014
Costis Maglaras, Ciamac C. Moallemi and Hua Zheng
Columbia University - Columbia Business School, Decision Risk and Operations, Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 241 (185,605)
Citation 2

Abstract:

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9.

Dynamic Pricing with Financial Milestones: Feedback-Form Policies

Management Science, Forthcoming, Columbia Business School Research Paper No. 12-8
Number of pages: 42 Posted: 12 Jan 2012
Omar Besbes and Costis Maglaras
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 220 (202,452)
Citation 4

Abstract:

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Revenue management, dynamic pricing, market uncertainty, estimation, feedback, real estate, asymptotic analysis

10.

Optimal Price and Delay Differentiation in Queueing Systems

Number of pages: 37 Posted: 23 Jul 2013
Costis Maglaras, John Yao and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations, Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 194 (227,000)
Citation 18

Abstract:

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

11.

Dynamic Pricing Strategies for Multi-Product Revenue Management Problems

Columbia Business School Research Paper
Number of pages: 19 Posted: 30 Aug 2011
Costis Maglaras
Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 154 (276,121)
Citation 10

Abstract:

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revenue management, dynamic pricing, fluid approximations, multi-product, capacity controls

12.
Downloads 145 (289,937)
Citation 5

Monopoly Pricing with Limited Demand Information

Columbia Business School Research Paper
Number of pages: 35 Posted: 30 Aug 2011
Serkan Eren and Costis Maglaras
Independent and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 109 (359,828)
Citation 5

Abstract:

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Monopoly Pricing with Limited Demand Information

Journal of Revenue & Pricing Management, Vol. 9, pp. 23-48, 2008, Columbia Business School Research Paper
Number of pages: 35 Posted: 20 Oct 2011
Serkan Eren and Costis Maglaras
Independent and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 36 (637,155)

Abstract:

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13.

Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution

Columbia Business School Research Paper No. 19-4
Number of pages: 37 Posted: 20 Nov 2018
Seungki Min, Costis Maglaras and Ciamac C. Moallemi
Korea Advanced Institute of Science and Technology (KAIST), Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 135 (306,535)
Citation 3

Abstract:

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portfolio execution, optimal liquidation, price impact

14.

Revenue Optimization for a Make-to-Order Queue in an Uncertain Market Environment

Operations Research, Vol. 57, No. 6, pp. 1407-1450., November-December 2009, Columbia Business School Research Paper
Number of pages: 13 Posted: 19 Oct 2011
Omar Besbes and Costis Maglaras
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 125 (324,725)
Citation 1

Abstract:

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Design of an Aggregated Marketplace Under Congestion Effects: Asymptotic Analysis and Equilibrium Characterization

Columbia Business School Research Paper
Number of pages: 57 Posted: 30 Aug 2011
Ying-Ju Chen, Costis Maglaras and Gustavo Vulcano
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management, Columbia University - Columbia Business School, Decision Risk and Operations and Universidad Torcuato Di Tella - School of Business
Downloads 65 (492,697)
Citation 5

Abstract:

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aggregated marketplace, service competition, asymptotic analysis

Design of an Aggregated Marketplace Under Congestion Effects: Asymptotic Analysis and Equilibrium Characterization

Sharing Economy: Making Supply Meet Demand, edited by Ming. Hu., 2018, Columbia Business School Research Paper No. 18-42
Number of pages: 64 Posted: 08 Mar 2018
Ying-Ju Chen, Costis Maglaras and Gustavo Vulcano
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management, Columbia University - Columbia Business School, Decision Risk and Operations and Universidad Torcuato Di Tella - School of Business
Downloads 35 (643,464)

Abstract:

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aggregated marketplace, service competition, asymptotic analysis

A Maximum Entropy Joint Demand Estimation and Capacity Control Policy

Columbia Business School Research Paper
Number of pages: 34 Posted: 30 Aug 2011
Serkan Eren and Costis Maglaras
Independent and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 56 (530,876)
Citation 3

Abstract:

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Revenue management, censored demand, uncensoring, spiral down, maximum en- tropy distributions, stochastic approximations

A Maximum Entropy Joint Demand Estimation and Capacity Control Policy

Number of pages: 25 Posted: 26 Apr 2014
Costis Maglaras and Serkan Eren
Columbia University - Columbia Business School, Decision Risk and Operations and Independent
Downloads 36 (637,155)

Abstract:

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Revenue management, censored demand, uncensoring, maximum entropy distributions

17.

The Value of Knowing Drivers' Reservation Wage in Ride Sharing Systems

Number of pages: 51 Posted: 12 Oct 2021 Last Revised: 03 Nov 2021
Ran I Snitkovsky, Jim Dai and Costis Maglaras
Columbia Business School, affiliation not provided to SSRN and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 89 (407,748)

Abstract:

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18.

Cross-Selling in a Call Center with a Heterogeneous Customer Population

Operations Research, Vol. 57, No. 2, pp. 299-313, 2009, Columbia Business School Research Paper
Number of pages: 15 Posted: 20 Oct 2011
Itai Gurvich, Mor Armony and Costis Maglaras
Northwestern University, New York University (NYU) - Department of Information, Operations, and Management Sciences and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 64 (489,949)

Abstract:

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19.

Queueing Systems with Leadtime Constraints: A Fluid-Model Approach for Admission and Sequencing Control

European Journal of Operational Research 167 (2005) pp. 179-207
Number of pages: 29 Posted: 08 Feb 2013
Costis Maglaras and Jan A. Van Mieghem
Columbia University - Columbia Business School, Decision Risk and Operations and Northwestern University - Kellogg School of Management
Downloads 47 (563,119)

Abstract:

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queueing, scheduling, lead times, admission control, fluid models

20.

Product Design in a Market with Satisficing Customers

Columbia Business School Research Paper
Number of pages: 26 Posted: 30 Aug 2011
Matulya Bansal and Costis Maglaras
Columbia University - Columbia Business School and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 46 (568,119)

Abstract:

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21.

Dynamic Pricing When Customers Strategically Time Their Purchase

Journal of Revenue and Pricing Management, Vol. 8, No. 1, pp. 42-66, 2009 , Columbia Business School Research Paper
Number of pages: 29 Posted: 20 Oct 2011
Matulya Bansal and Costis Maglaras
Columbia University - Columbia Business School and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 44 (578,216)

Abstract:

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22.

Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective

Number of pages: 60 Posted: 18 Mar 2022
Seungki Min, Ciamac C. Moallemi and Costis Maglaras
Korea Advanced Institute of Science and Technology (KAIST), Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 31 (653,361)

Abstract:

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optimal execution, algorithmic trading, conditional value-at-risk, risk measure