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John R. Birge

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Personal Details

First Name: John
Middle Name: R.
Last Name: Birge
Suffix:

RePEc Short-ID: pbi119

Email: [This author has chosen not to make the email address public]
Homepage: http://www.chicagogsb.edu/fac/john.birge
Postal Address:
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Affiliation

Booth School of Business
University of Chicago
Location: Chicago, Illinois (United States)
Homepage: http://www.chicagobooth.edu/
Email:
Phone:
Fax:
Postal: :1101 East 58th Street, Chicago, Illinois 60637
Handle: RePEc:edi:sbuchus (more details at EDIRC)

Works

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Working papers

  1. Chonawee Supatgiat & John R. Birge & Rachel Q. Zhang, 2002. "Optimal Bidding Strategies in Non-Sealed Bid Online Auctions of Common Products with Quantity Uncertainty," Game Theory and Information 0211005, EconWPA, revised 05 Mar 2003.
  2. Birge, John R. & Freund, Robert Michael., 1990. "Prior reduced fill-in in solving equations in interior point algorithms," Working papers 3186-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  3. Birge, J.R. & Dula, J., 1987. "Bounding the expectation of convex functions with limited distribution information," CORE Discussion Papers 1987033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Chavez-Bedoya, Luis & Birge, John, 2014. "Index tracking and enhanced indexation using a parametric approach," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 19(36), pages 19-44.
  2. Birge, John R. & Júdice, Pedro, 2013. "Long-term bank balance sheet management: Estimation and simulation of risk-factors," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4711-4720.
  3. Wu, Desheng Dash & Olson, David L. & Birge, John R., 2011. "Introduction to special issue on "Enterprise risk management in operations"," International Journal of Production Economics, Elsevier, vol. 134(1), pages 1-2, November.
  4. Desheng Dash Wu & David L. Olson & Luis A. Seco & John Birge, 2011. "Introduction To The Special Issue On "Operational Research And Asia Risk Management"," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages v-xi.
  5. Birge, John R. & Yang, Song, 2007. "A model for tax advantages of portfolios with many assets," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3269-3290, November.
  6. Grasman, Scott E. & Olsen, Tava Lennon & Birge, John R., 2005. "Finite buffer polling models with routing," European Journal of Operational Research, Elsevier, vol. 165(3), pages 794-809, September.
  7. Supatgiat, Chonawee & Zhang, Rachel Q & Birge, John R, 2001. "Equilibrium Values in a Competitive Power Exchange Market," Computational Economics, Society for Computational Economics, vol. 17(1), pages 93-121, February.
  8. John R. Birge, 2000. "Option Methods for Incorporating Risk into Linear Capacity Planning Models," Manufacturing & Service Operations Management, INFORMS, vol. 2(1), pages 19-31, August.
  9. John R. Birge & Charles H. Rosa, 1996. "Incorporating Investment Uncertainty into Greenhouse Policy Models," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 79-89.
  10. Birge, John R. & Rosa, Charles H., 1995. "Modeling investment uncertainty in the costs of global CO2 emission policy," European Journal of Operational Research, Elsevier, vol. 83(3), pages 466-488, June.
  11. John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
  12. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2002-11-18. Author is listed
  2. NEP-IND: Industrial Organization (1) 2002-11-18. Author is listed

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