Author Page for David B. Brown

1.

Aspirational Preferences and Their Representation by Risk Measures

Downloads 1,109 ( 26,930)

Citation 6

2

Aspirational Preferences and Their Representation by Risk Measures

Swiss Finance Institute Research Paper No. 09-19, U. of St. Gallen Law & Economics Working Paper No. 2009-07

Number of pages: 34 Posted: 22 May 2009 Last Revised: 23 Feb 2012

David B. Brown, Enrico G. De Giorgi and Melvyn Sim

Duke University - Decision Sciences, University of St. Gallen - SEPS: Economics and Political Sciences and National University of Singapore (NUS) - NUS Business School

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Citation 5

Abstract:

Aspirational Preferences and Their Representation by Risk Measures (Online Appendix)

Number of pages: 7 Posted: 15 Feb 2012

David B. Brown, Enrico G. De Giorgi and Melvyn Sim

Duke University - Decision Sciences, University of St. Gallen - SEPS: Economics and Political Sciences and National University of Singapore (NUS) - NUS Business School

Downloads 104 (347,394)

Abstract:

2.

Dynamic Pricing of Relocating Resources in Large Networks

Accepted by Management Science. Available at https://pubsonline.informs.org/doi/10.1287/mnsc.2020.3735

Number of pages: 97 Posted: 18 Jan 2019 Last Revised: 03 Nov 2020

Santiago Balseiro, David B. Brown and Chen Chen

Columbia University - Columbia Business School, Decision Risk and Operations, Duke University - Decision Sciences and University of Chicago - Booth School of Business

Downloads 410 (98,609)

Citation 9

Abstract:

3.

Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality

Number of pages: 73 Posted: 17 Dec 2020 Last Revised: 29 Jul 2021

David B. Brown and Jingwei Zhang

Duke University - Decision Sciences and Duke University - Decision Sciences

Downloads 171 (236,523)

Citation 1

Abstract:

4.

On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs

Number of pages: 46 Posted: 23 May 2021 Last Revised: 07 Feb 2022

David B. Brown and Jingwei Zhang

Duke University - Decision Sciences and Duke University - Decision Sciences

Downloads 138 (281,552)

Abstract:

5.

On the Scholes Liquidation Problem

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2

On the Scholes Liquidation Problem

INSEAD Working Paper No. 2009/57/DS

Number of pages: 41 Posted: 07 Nov 2009

David B. Brown, Miguel Sousa Lobo and Bruce I. Carlin

Duke University - Decision Sciences, INSEAD - Decision Sciences and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 51 (517,213)

Abstract:

On the Scholes Liquidation Problem

NBER Working Paper No. w15381

Number of pages: 39 Posted: 28 Sep 2009 Last Revised: 10 Jan 2022

David B. Brown, Bruce I. Carlin and Miguel Sousa Lobo

Duke University - Decision Sciences, University of California, Los Angeles (UCLA) - Anderson School of Management and INSEAD - Decision Sciences

Downloads 29 (637,793)

Abstract:

6.

Sequential Search with Acquisition Uncertainty

Number of pages: 66 Posted: 28 Jan 2022

David B. Brown and Cagin Uru

Duke University - Decision Sciences and Duke University - Decision Sciences

Downloads 73 (427,138)

Abstract:

7.

Satisficing Measures for Analysis of Risky Positions

Posted: 22 Jun 2007 Last Revised: 21 Sep 2008

David B. Brown and Melvyn Sim

Duke University - Decision Sciences and National University of Singapore (NUS) - NUS Business School

David B. Brown

Duke University - Decision Sciences

Assistant Professor

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Scholarly Papers (7)

Aspirational Preferences and Their Representation by Risk Measures

Aspirational Preferences and Their Representation by Risk Measures

Abstract:

Aspirational Preferences and Their Representation by Risk Measures (Online Appendix)

Abstract:

Dynamic Pricing of Relocating Resources in Large Networks

Abstract:

Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality

Abstract:

On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs

Abstract:

On the Scholes Liquidation Problem

On the Scholes Liquidation Problem

Abstract:

On the Scholes Liquidation Problem

Abstract:

Sequential Search with Acquisition Uncertainty

Abstract:

Satisficing Measures for Analysis of Risky Positions

Abstract: