Michael N. Katehakis

Rutgers, The State University of New Jersey - Management Science & Information Systems

180 University Ave.

Newark, NJ 07102-1895

United States

SCHOLARLY PAPERS

9

DOWNLOADS

1,460

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Blockchain Design for Supply Chain Management

Number of pages: 35 Posted: 27 Dec 2018
Jasmine Chang, Michael N. Katehakis, Benjamin Melamed and Jim (Junmin) Shi
NJIT, Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and New Jersey Institute of Technology
Downloads 839 (54,057)
Citation 17

Abstract:

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Blockchain Design, Blockchain-Savvy Consumers, Supply Chain, Random Yields, Dynamic Pricing, Stochastic Monotonicity

2.

Valuation of Tax Loss Carryforwards and Carrybacks, and Its Implications for Dynamic Portfolio Selection

Number of pages: 32 Posted: 10 Mar 2015
Suresh Govindaraj, Michael N. Katehakis and Nilofar Varzgani
Rutgers University - Rutgers Business School - Newark and New Brunswick, Rutgers, The State University of New Jersey - Management Science & Information Systems and Rutgers Business School
Downloads 218 (255,952)

Abstract:

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tax-loss carryforwards; tax-loss carrybacks; valuation; valuation allowance; consumption- investment allocation, portfolio selection with taxes

3.

Inventory Control involving Fixed Setup Costs and Discrete Censored Demand

Number of pages: 81 Posted: 27 Jan 2021 Last Revised: 11 Aug 2022
Michael N. Katehakis, Ehsan Teymourian and Jian Yang
Rutgers, The State University of New Jersey - Management Science & Information Systems, James Madison University - College of Business and Rutgers University, Business School, Department of Management Science and Information Systems
Downloads 119 (425,799)

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Inventory Control; Fixed Setup Cost; Lost Sales; Demand Censoring; Ambiguity; Regret

4.

Cash-Flow Based Dynamic Inventory Management

Number of pages: 30 Posted: 21 Sep 2015 Last Revised: 07 Oct 2015
Michael N. Katehakis, Benjamin Melamed and Jim (Junmin) Shi
Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and New Jersey Institute of Technology
Downloads 105 (466,889)

Abstract:

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Inventory-finance decision, threshold variables, myopic policy

5.

Production-Inventory Systems with Lost-Sales and Compound Poisson Demands

J. Shi, M.N. Katehakis, B. Melamed, Y. Xia, “Optimal Continuous Replenishment for a Production-Inventory System with Compound Poisson Demands and Lost-sales”, Operations Research, 6 (5): 1048-1063, 2014
Number of pages: 43 Posted: 21 Sep 2015 Last Revised: 23 Sep 2015
Jim (Junmin) Shi, Michael N. Katehakis, Benjamin Melamed and Yusen Xia
New Jersey Institute of Technology, Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and Georgia State University - Robinson College of Business
Downloads 93 (506,544)
Citation 1

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6.

Optimal Replenishment Rate for Inventory Systems with Compound Poisson Demands and Lost-Sales: A Direct Treatment of Time-Average Cost

Annals of Operation Research, 2015
Number of pages: 39 Posted: 08 Oct 2015
Michael N. Katehakis, Benjamin Melamed and Jim (Junmin) Shi
Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and New Jersey Institute of Technology
Downloads 51 (699,035)

Abstract:

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Compound Poisson, continuous replenishment, integro-differential equation, production-inventory systems, lost-sales, replenishment rate, time-average cost

7.

Blockchain-empowered Newsvendor optimization

Chang, J., Katehakis, M. N., Shi, J., & Yan, Z. (2021). Blockchain-Empowered Newsvendor Optimization. International Journal of Production Economics, 108144.
Number of pages: 17 Posted: 10 Jun 2021
Jasmine Chang, Michael N. Katehakis, Jim (Junmin) Shi and Zhipeng Yan
NJIT, Rutgers, The State University of New Jersey - Management Science & Information Systems, New Jersey Institute of Technology and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 35 (809,214)
Citation 3

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Blockchain; Newsvendor; Tech-savvy consumers; Technology adoption; Stochastic monotonicity

8.

Martingale Methods for Pricing Inventory Penalties Under Continuous Replenishment and Compound Renewal Demands

Annals of Operation Research, Vol. 208, No. 1, 2013
Posted: 14 Oct 2015
Jim (Junmin) Shi, Michael N. Katehakis and Benjamin Melamed
New Jersey Institute of Technology, Rutgers, The State University of New Jersey - Management Science & Information Systems and Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department

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Inventory penalty functions, Martingale, Overage, Risk-neutral pricing, Underage

9.

On Confidence Intervals from Simulation of Finite Markov Chains

Mathematical Methods Of Operations Research, Vol. 46, No. 2 (1997)
Posted: 12 Feb 1998
Apostolos N. Burnetas and Michael N. Katehakis
Case Western Reserve University - Department of Operations and Rutgers, The State University of New Jersey - Management Science & Information Systems

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