David B. Brown

Duke University - Decision Sciences

Assistant Professor

Durham, NC 27708-0120

United States

  • Duke University - Decision Sciences

SCHOLARLY PAPERS

4

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11

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1

Scholarly Papers (4)

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1.

Aspirational Preferences and Their Representation by Risk Measures

Downloads 1,063 ( 20,938)
Citation 4

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
Downloads 970 (23,557)
Citation 4

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Representation of choice, risk measures, aspiration levels, decision theory paradoxes

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 93 (293,925)

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Representation of choice, risk measures, aspiration levels, decision theory paradoxes

2.

Dynamic Pricing of Relocating Resources in Large Networks

Number of pages: 94 Posted: 18 Jan 2019 Last Revised: 05 Dec 2019
Santiago Balseiro, David B. Brown and Chen Chen
Columbia Business School - Decision Risk and Operations, Duke University - Decision Sciences and Duke University, Fuqua School of Business
Downloads 197 (163,442)
Citation 4

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Dynamic Pricing, Resource Relocation, Hub-and-Spoke Networks, Lagrangian Relaxations, Asymptotic Optimality

3.

On the Scholes Liquidation Problem

Downloads 71 (342,596)

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 49 (417,706)

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Portfolio Choice, Liquidity, Distressed Liquidation, Deleveraging

On the Scholes Liquidation Problem

NBER Working Paper No. w15381
Number of pages: 39 Posted: 28 Sep 2009 Last Revised: 13 Jul 2010
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 22 (552,433)

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4.

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

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satisficing, aspiration levels, risk measures, coherent risk measures, convex risk measures, targets, portfolio optimization