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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
    Planning
    Stochastic control
    Dynamic process
    Time change
    Business and management studies
    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