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Charles Tapiero

Professor, Finance & Risk Engineering

1971 …2018
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Research Output 1971 2018

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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

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
2014

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
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

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
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

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

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

Memory-based persistence in a counting random walk process

Vallois, P. & Tapiero, C., Dec 1 2007, In : Physica A: Statistical Mechanics and its Applications. 386, 1, p. 303-317 15 p.

Research output: Contribution to journalArticle

random walk
Persistence
Counting
Random walk
counting

Operational performances in manufacturing and service industries: Conceptual framework and research agenda

Grando, A., Tapiero, C. & Belvedere, V., 2007, In : International Journal of Business Performance Management. 9, 2, p. 110-126 17 p.

Research output: Contribution to journalArticle

Business performance
Service industries
Research agenda
Manufacturing industries
Conceptual framework

Optimal co-investment in supply chain infrastructure

Tapiero, C. & Kogan, K., 2007, In : European Journal of Operations Research.

Research output: Contribution to journalArticle

Preface

Tapiero, C. & Grando, A., 2007, In : International Journal of Risk Assessment and Management.

Research output: Contribution to journalArticle

Risk and quality control in a supply chain: Competitive and collaborative approaches

Tapiero, C. & Kogan, K., Nov 2007, In : Journal of the Operational Research Society. 58, 11, p. 1440-1448 9 p.

Research output: Contribution to journalArticle

Supply chains
Quality control
Inspection
Sampling
Risk control
2006

Strategic quality assurance

Tapiero, C., 2006, In : Journal of Business Economics and Management. 7, 1, p. 29-35 7 p.

Research output: Contribution to journalArticle

Quality assurance
Buyers
Strategic control
Quality control
Statistics

Supply risk and inventory outsourcing

Tapiero, C. & Grando, A., Jul 1 2006, In : Production Planning and Control. 17, 5, p. 534-539 6 p.

Research output: Contribution to journalArticle

Outsourcing
Linear programming
Agglomeration
Supply risk
Costs
2005

Dynamic online and offline channel pricing for heterogeneous customers in virtual acceptance

Fruchter, G. E. & Tapiero, C., Jun 2005, In : International Game Theory Review. 7, 2, p. 137-150 14 p.

Research output: Contribution to journalArticle

Pricing
Customers
Probability distributions
Costs
Economics

Environmental quality and satisficing games

Tapiero, C., 2005, In : HAIT Journal of Science and Engineering B. 2, 1-2, p. 7-30

Research output: Contribution to journalArticle

Environmental quality control: A queueing game

Tapiero, C., Feb 2005, In : Stochastic Environmental Research and Risk Assessment. 19, 1, p. 59-70 12 p.

Research output: Contribution to journalArticle

Queueing
Quality Control
environmental quality
quality control
Quality control

Environmental quality control and environmental games

Tapiero, C., Jan 2005, In : Environmental Modeling and Assessment. 9, 4, p. 201-206 6 p.

Research output: Contribution to journalArticle

environmental quality
quality control
Quality control
Pollution
Costs

Reliability design and RVaR

Tapiero, C., Aug 2005, In : International Journal of Reliability, Quality and Safety Engineering. 12, 4, p. 347-353 7 p.

Research output: Contribution to journalArticle

Contingent Claims
Value at Risk
Risk Measures
Costs
Finance

Value at risk and inventory control

Tapiero, C., Jun 16 2005, In : European Journal of Operational Research. 163, 3, p. 769-775 7 p.

Research output: Contribution to journalArticle

Inventory control
Inventory Control
Value at Risk
Values
Design Efficiency
2003

Value at risk and inventory control

Tapiero, C., 2003, In : European Journal of Operations Research.

Research output: Contribution to journalArticle