Recent Placements

Feb. 2008

Omar Besbes(Tunisia/Denmark)
"Revenue Management under Model Uncertainty: A Joint Learning and Pricing Approach"
Advisor: Assaf Zeevi

 Oct. 2007

Ashish Jain (India)
"Essays on Volatility Derivatives and Portfolio Optimization"
Advisor: Mark Broadie

Sira Suchintabandid (Thailand)
"Pricing CDOs and Other Credit Derivatives in Multifactor Models"
Advisor: Paul Glasserman

Postdoctoral Fellowship

 

Nan Yang (China)
"Safeguarding Strategic Supplies: Planning for Disaster"
Advisor: Awi Federgruen

Wenqiang Xiao(China)
"Salesforce Incentives: Matching Supply and Demand under Information Asymmetry"
Advisor: Fangruo Chen

Qian Liu (China)
"Revenue Management with Customer Behavior"
Advisor: Garrett van Ryzin

Gad Allon (Israel)
"Competition in Service Industries"
Advisor: Awi Federgruen

Srinivas Krishnamoorthy (India)
"Competitive Revenue Management"
Advisor: Guillermo Gallego

Jingyi Li (China)
"Importance Sampling for Portfolio Credit Risk"
Advisor: Paul Glasserman

Joern Meissner (Germany)
"Multi-Item Supply Chain and Revenue Management Problems"
Advisors: Awi Federgruen &
Costis Maglaras

Lancaster University
Management School, UK

Carlo Marinelli (Italy)
"On Stochastic Modeling and Optimal Control in Advertising"
Advisor: Victor de la Pena & Sergei Savin

Ben Wang (China)
"Capacity Management In Stochastic Service Systems"
Advisor: Sergei Savin

Roy Mashal (Israel)
"Inferring Dependencies Between Financial Assets with Applications to Multi-Name Credit Derivatives"
Advisor: Assaf Zeevi

Bin Yu (China)
"Weighted Monte Carlo and Pricing American Options"
Advisor: Paul Glasserman

Jeremy Staum (USA)
"Early Stopping in Financial Simulations"
Advisor: Paul Glasserman

Fernando Bernstein (Argentina)
"Coordination Mechanisms and Equilibrium Performance in Supply Chains with Retailer Competition"
Advisor: Awi Federgruen

The Fuqua School of Business
Duke University

Itir Karaesmen (Turkey)
"Three Essays on Revenue Management"
Advisor: Garrett van Ryzin

Aeltus Investment Management Inc.

Yossi AVIV (Israel)
"Modeling And Assessing Stochastic Discount Factors"
Advisor: Awi Federgruen

Yan JIN (China)
"Modeling And Assessing Stochastic Discount Factors"
Advisor: Paul Glasserman

Rungson SAMROENGRAJA (Thailand)

Joao SOARES (Portugal)
"Disjunctive Convex Optimization"
Advisor: Sebastian Ceria

Aliza HECHING (USA)
"Retailer Profits in an un certain Environment"
Advisor: Awi Federgruen

Yashan WANG (China)
"Service Levels In Production-Inventory Networks: Bottlenecks And Trade-Offs"
Advisor: Paul Glasserman

Weiming ZHANG (China)
"Production-Inventory Networks With Constant Processing Times"
Advisor: Paul Zipkin

Noah GANS (USA)
"Optimal Control Of Flexible Service And Distribution System"
Advisor: Garrett van Ryzin

Tai-Wen LIU (Taiwan)
"The Analysis Of Capacitated Multistage Production- Inventory Systems Under A Base-Stock Policy"
Advisor: Paul Glasserman

Ziv KATALAN (Israel)
"Production And Service Management Under Setup Times And Uncertainties"
Advisor: Awi Federgruen

Israela KAMARA (Israel)

Yongjoo LEE (Korea)

Gur MOSHEIOV (Israel)

Deepak NARULA (India)

Shearson-Lehman Hutton

Shoshana ANILY (Israel)

Sang Bum LEE (Korea)
"Topics in Dynamic Lot-Sizing"

Henri GROENEVELT (Netherlands)