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Charles Tapiero

Professor, Finance & Risk Engineering

1971 …2018
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Research Output 1971 2018

2018

Fractional Randomness and the Brownian Bridge

Tapiero, C. & Vallois, P., Aug 1 2018, In : Physica A: Statistical Mechanics and its Applications. 503, p. 835-843 9 p.

Research output: Contribution to journalArticle

Brownian Bridge
Randomness
Fractional
Uniform distribution
finance

Global and risk finance

Nyambuu, U. & Tapiero, C., Apr 25 2018, Wiley Blackwell. 448 p.

Research output: Book/ReportBook

Finance
Globalization
Global finance
Pricing
Financial models
Stochastic control
Planning
Dynamic process
Breach
Systems approach
Planning
Stochastic control
Dynamic process
Time change
Business and management studies

Merton's financial multi-agent consumption

Kogan, K. & Tapiero, C., Jan 1 2018, In : Risk and Decision Analysis. 7, 3-4, p. 107-117 11 p.

Research output: Contribution to journalArticle

Multi-agent Model
Differential Games
Model-based
Optimization
Merton model

Randomness and fractional stable distributions

Tapiero, C. & Vallois, P., Dec 1 2018, In : Physica A: Statistical Mechanics and its Applications. 511, p. 54-60 7 p.

Research output: Contribution to journalArticle

Stable Distribution
Randomness
Fractional
finance
Brownian Bridge
2017

Data science and intelligence

Tapiero, C., Jan 1 2017, In : Risk and Decision Analysis. 6, 4, p. 291-298 8 p.

Research output: Contribution to journalArticle

Rationality
Data Complexity
Expert System
Long-run
Finance

Wealth and strategic financial consumption pricing

Tapiero, C. & Kogan, K., 2017, In : Risk and Decision Analysis. 6, 2, p. 187-191 5 p.

Research output: Contribution to journalArticle

Pricing
Financial Markets
Model
Wealth
Denote
2016

Fractional randomness

Tapiero, C. & Vallois, P., Nov 15 2016, In : Physica A: Statistical Mechanics and its Applications. 462, p. 1161-1177 17 p.

Research output: Contribution to journalArticle

Randomness
random variables
calculus
Fractional
Fractional Calculus

The price of granularity and fractional finance

Tapiero, C., Tapiero, O. J. & Jumarie, G., Jan 14 2016, In : Risk and Decision Analysis. 6, 1, p. 7-21 15 p.

Research output: Contribution to journalArticle

Risk Premium
Granularity
Finance
Fractional
Black-Scholes
2015

A financial CCAPM and economic inequalities

Tapiero, C., Mar 4 2015, In : Quantitative Finance. 15, 3, p. 521-534 14 p.

Research output: Contribution to journalArticle

Economic inequality
Wealth
Market price
Factors

Financial analytics and a binomial pricing model

Tapiero, C. & Qi, J., 2015, Future perspectives in risk models and finance. Springer New York LLC, Vol. 211. p. 287-313 27 p. (International Series in Operations Research and Management Science; vol. 211).

Research output: Chapter in Book/Report/Conference proceedingChapter

Pricing
Costs
Model

Financial modelling and memory: Mathematical system

Tapiero, C. & Vallois, P., 2015, Future perspectives in risk models and finance. Springer New York LLC, Vol. 211. p. 149-246 98 p. (International Series in Operations Research and Management Science; vol. 211).

Research output: Chapter in Book/Report/Conference proceedingChapter

Financial Modeling
Data storage equipment
Financial modeling
2014

Dynamic coordination of multiple agents in a class of differential games through a generalized linear reward scheme

Golany, B., Kogan, K. & Tapiero, C., 2014, International Series in Operations Research and Management Science. Springer New York LLC, Vol. 198. p. 183-201 19 p. (International Series in Operations Research and Management Science; vol. 198).

Research output: Chapter in Book/Report/Conference proceedingChapter

Differential Games
Reward
Decision making
Dynamic Problem
Dynamic Environment

Financial regulation, non-compliance risks and control: A statistical approach

Tapiero, C., 2014, In : Risk and Decision Analysis. 5, 2-3, p. 113-127 15 p.

Research output: Contribution to journalArticle

Noncompliance
Regulator
Financial Crisis
Globalization
Financial regulation

Future perspectives in risk models and finance

Bensoussan, A., Guegan, D. & Tapiero, C. S., 2014, Springer Verlag. 329 p. (International Series in Operations Research & Management Science; vol. 211)

Research output: Book/ReportBook

2013

Engineering risk and finance

Tapiero, C. S., 2013, New York: Springer. 516 p. (International Series in Operations Research & Management Science; vol. 188)

Research output: Book/ReportBook

Re-engineering risks and the future of finance

Tapiero, C., 2013, Risk management in financial institutions. Shojai, S. (ed.). London: EURO-MONEY Books, p. 233-250

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

2012

CDO: A modeling prospective

Tapiero, C. & Totouom-Tangho, D., 2012, In : Risk and Decision Analysis. 3, 1-2, p. 75-88 14 p.

Research output: Contribution to journalArticle

Modeling
CDOs

Coordination of co-investments in supply chain infrastructure

Kogan, K. & Tapiero, C., Dec 2012, In : Journal of Intelligent Manufacturing. 23, 6, p. 2471-2475 5 p.

Research output: Contribution to journalArticle

Supply chains
Profitability
Feedback

Insurance and finance: Competition and/or convergence

Tapiero, C., 2012, In : Risk and Decision Analysis. 3, 1-2, p. 19-35 17 p.

Research output: Contribution to journalArticle

Finance
Insurance
Contagion
Financial Crisis
Macroeconomics
2011

Inter-temporal inventory competition and the effects of capacity constraints

Kogan, K. & Tapiero, C., Jun 2011, In : International Journal of Production Economics. 131, 2, p. 682-688 7 p.

Research output: Contribution to journalArticle

Supply chains
Costs
Suppliers
Retailers
Capacity constraints

Introduction: Computational theories and techniques in finance

Tapiero, C. & Bensoussan, A., 2011, In : Risk and Decision Analysis. Special issue on computational theories and techniques

Research output: Contribution to journalArticle

Finance
Financial engineering
Asset pricing
Hedge
Risk management

Supplier-led outsourcing: An intertemporal hierarchical framework

Kogan, K. & Tapiero, C., 2011, In : IMA Journal of Management Mathematics. 22, 1, p. 79-98 20 p.

Research output: Contribution to journalArticle

Outsourcing
Lead
Game
Sales
Complement

The price of quality claims

Tapiero, C., May 2011, In : Applied Stochastic Models in Business and Industry. 27, 3, p. 342-347 6 p.

Research output: Contribution to journalArticle

Probability density function
Costs
Industry
Density Function
Thing

The price of safety and economic reliability

Tapiero, C. S., 2011, Springer Series in Reliability Engineering. Springer-Verlag London Ltd, Vol. 34. p. 55-76 22 p. (Springer Series in Reliability Engineering; vol. 34).

Research output: Chapter in Book/Report/Conference proceedingChapter

Economics
2010

Risk externalities and too big to fail

Taleb, N. N. & Tapiero, C., Sep 1 2010, In : Physica A: Statistical Mechanics and its Applications. 389, 17, p. 3503-3507 5 p.

Research output: Contribution to journalArticle

Externalities
economy
Second derivative
Business

Supply chain with inventory review and dependent demand distributions: Dynamic inventory outsourcing

Kogan, K., Lou, S., Tapiero, C. & Shnaiderman, M., Apr 2010, In : IEEE Transactions on Automation Science and Engineering. 7, 2, p. 197-207 11 p., 4745826.

Research output: Contribution to journalArticle

Outsourcing
Supply chains
Costs

The future of financial risk management

Tapiero, C., 2010, In : Journal of Financial Transformation (England).

Research output: Contribution to journalArticle

The future of financial risk management

Tapiero, C., 2010, Annual Conference of the Cass-Capco Institute Paper Series on Risk, Cass Business Schoo, City University London, April 19, 2010.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Water supply and consumption uncertainty: A conflict-equilibrium

Kogan, K. & Tapiero, C., Dec 2010, In : Annals of Operations Research. 181, 1, p. 199-217 19 p.

Research output: Contribution to journalArticle

Water
Water supply
Water consumption
Uncertainty
Municipalities
2009

A claims persistence process and insurance

Vallois, P. & Tapiero, C., Jun 2009, In : Insurance Mathematics and Economics. 44, 3, p. 367-373 7 p.

Research output: Contribution to journalArticle

Insurance
Persistence
Calculate
Probability generating function
Period of time

Energy consumption and environmental pollution: A stochastic model

Tapiero, C., 2009, In : IMA Journal of Management Mathematics. 20, 3, p. 263-273 11 p.

Research output: Contribution to journalArticle

Stochastic models
Pollution
Energy Consumption
Stochastic Model
Energy utilization

Optimal co-investment in supply chain infrastructure

Kogan, K. & Tapiero, C., Jan 1 2009, In : European Journal of Operational Research. 192, 1, p. 265-276 12 p.

Research output: Contribution to journalArticle

Supply Chain
Supply chains
Infrastructure
infrastructure
supply

Quality, risk and the Taleb quadrants

Kenett, R. S. & Tapiero, C., 2009, In : Risk and Decision Analysis. 1, 4, p. 231-246 16 p.

Research output: Contribution to journalArticle

Quadrant
Quality Management
Risk Management
Service Quality
Potential Problems

Rare and uncommon risks and the financial meltdown

Tapiero, C., 2009, In : Risk and Decision Analysis. 1, 3, p. 141-144 4 p.

Research output: Contribution to journalArticle

Risk and decision analysis

Bensoussan, A. & Tapiero, C., 2009, In : Risk and Decision Analysis. 1, 1, p. 1-2 2 p.

Research output: Contribution to journalArticle

Decision Analysis
Risk Analysis
Risk analysis
Decision analysis

Risk-averse order policies with random prices in complete market and retailers' private information

Tapiero, C. & Kogan, K., Jul 16 2009, In : European Journal of Operational Research. 196, 2, p. 594-599 6 p.

Research output: Contribution to journalArticle

Private Information
Ordering Policy
Profit
Profitability
Operations Management
2008

Analyse des risques et prise de décision dans la chaîne d'approvisionnement

Translated title of the contribution: Supply chains decisions and risk analysisTapiero, C., 2008, In : Revue Francaise de Gestion. 186, 6, p. 163-182 20 p.

Research output: Contribution to journalArticle

Supply chain
Risk analysis
Decision analysis
Inventory control
Managers
Demonstrations
Uncertainty
Commodities

Risk attitudes

Tapiero, C. & Munier, B., Jul 2008, Encyclopedia of quantitative risk assessment. Everitt, B. & Melnick, E. (eds.). Wiley

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Risks and supply chains

Tapiero, C. & Grando, A., Jul 2008, In : International Journal of Risk Assessment and Management. 9, 3, p. 199-212 14 p.

Research output: Contribution to journalArticle

Supply Chain
Operational Risk
Externalities
Technological Change
Supply chain

Sustainable infrastructure investment with labor-only production

Tapiero, C. & Kogan, K., Jun 2008, In : International Journal of Production Economics. 113, 2, p. 876-886 11 p.

Research output: Contribution to journalArticle

Personnel
Sustainable development
Taxation
Government
Sustainability
Supply chains
Costs
Deterioration
Pricing
Supply chain
volatility
Wiener Process
random walk
estimators
Volatility
2007

Consumers risk and quality control in a collaborative supply chain

Tapiero, C., Oct 16 2007, In : European Journal of Operational Research. 182, 2, p. 683-694 12 p.

Research output: Contribution to journalArticle

Consumer Risk
quality control
Quality Control
Supply Chain
Supply chains

Introduction

Grando, A., Tapiero, C. & Belvedere, V., 2007, In : International Journal of Business Performance Management. 9, 2, p. 107-109 3 p.

Research output: Contribution to journalArticle

Market pricing mutual insurance and the optimal dividend policy

Tapiero, C., 2007, Join ACC 2007, July 13-15.

Research output: Chapter in Book/Report/Conference proceedingConference contribution