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Charles Tapiero

Professor, Finance & Risk Engineering

    1971 …2018

    Research output per year

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    Research Output

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    2018

    Fractional Randomness and the Brownian Bridge

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

    Research output: Contribution to journalArticle

    Merton's financial multi-agent consumption

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

    Research output: Contribution to journalArticle

    Randomness and fractional stable distributions

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

    Research output: Contribution to journalArticle

    2017

    Data science and intelligence

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

    Research output: Contribution to journalArticle

    Wealth and strategic financial consumption pricing

    Tapiero, C. S. & Kogan, K., Jan 1 2017, In : Risk and Decision Analysis. 6, 2, p. 187-191 5 p.

    Research output: Contribution to journalArticle

    2016

    Fractional randomness

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

    Research output: Contribution to journalArticle

    The price of granularity and fractional finance

    Tapiero, C. S., 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

    2015

    A financial CCAPM and economic inequalities

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

    Research output: Contribution to journalArticle

    2014

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

    Tapiero, C. S., Jan 1 2014, In : Risk and Decision Analysis. 5, 2-3, p. 113-127 15 p.

    Research output: Contribution to journalArticle

    2012

    CDO: A modeling prospective

    Tapiero, C. S. & Totouom-Tangho, D., Jan 18 2012, In : Risk and Decision Analysis. 3, 1-2, p. 75-88 14 p.

    Research output: Contribution to journalArticle

    Coordination of co-investments in supply chain infrastructure

    Kogan, K. & Tapiero, C. S., Dec 1 2012, In : Journal of Intelligent Manufacturing. 23, 6, p. 2471-2475 5 p.

    Research output: Contribution to journalArticle

    Insurance and finance: Competition and/or convergence

    Tapiero, C. S., Jan 18 2012, In : Risk and Decision Analysis. 3, 1-2, p. 19-35 17 p.

    Research output: Contribution to journalArticle

    2011

    Inter-temporal inventory competition and the effects of capacity constraints

    Kogan, K. & Tapiero, C., Jun 1 2011, In : International Journal of Production Economics. 131, 2, p. 682-688 7 p.

    Research output: Contribution to journalArticle

    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. S., Jan 2011, In : IMA Journal of Management Mathematics. 22, 1, p. 79-98 20 p.

    Research output: Contribution to journalArticle

    The price of quality claims

    Tapiero, C. S., May 1 2011, In : Applied Stochastic Models in Business and Industry. 27, 3, p. 342-347 6 p.

    Research output: Contribution to journalArticle

    2010

    Risk externalities and too big to fail

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

    Research output: Contribution to journalArticle

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

    Kogan, K., Lou, S., Tapiero, C. S. & Shnaiderman, M., Apr 1 2010, In : IEEE Transactions on Automation Science and Engineering. 7, 2, p. 197-207 11 p., 4745826.

    Research output: Contribution to journalArticle

    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. S., Dec 1 2010, In : Annals of Operations Research. 181, 1, p. 199-217 19 p.

    Research output: Contribution to journalArticle

    2009

    A claims persistence process and insurance

    Vallois, P. & Tapiero, C. S., Jun 1 2009, In : Insurance: Mathematics and Economics. 44, 3, p. 367-373 7 p.

    Research output: Contribution to journalArticle

    Energy consumption and environmental pollution: A stochastic model

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

    Research output: Contribution to journalArticle

    Optimal co-investment in supply chain infrastructure

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

    Research output: Contribution to journalArticle

    Quality, risk and the Taleb quadrants

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

    Research output: Contribution to journalArticle

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

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

    Research output: Contribution to journalArticle

    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. S., Dec 1 2008, In : Revue Francaise de Gestion. 186, 6, p. 163-182 20 p.

    Research output: Contribution to journalArticle

    Sustainable infrastructure investment with labor-only production

    Tapiero, C. S. & Kogan, K., Jun 1 2008, In : International Journal of Production Economics. 113, 2, p. 876-886 11 p.

    Research output: Contribution to journalArticle

    2007

    Consumers risk and quality control in a collaborative supply chain

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

    Research output: Contribution to journalArticle

    Memory-based persistence in a counting random walk process

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

    Research output: Contribution to journalArticle

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

    Research output: Contribution to journalArticle

    2006

    Strategic quality assurance

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

    Research output: Contribution to journalArticle

    Supply risk and inventory outsourcing

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

    Research output: Contribution to journalArticle

    2005

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

    Fruchter, G. E. & Tapiero, C. S., Jun 1 2005, In : International Game Theory Review. 7, 2, p. 137-150 14 p.

    Research output: Contribution to journalArticle

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

    Research output: Contribution to journalArticle

    Environmental quality control and environmental games

    Tapiero, C. S., Jan 1 2005, In : Environmental Modeling and Assessment. 9, 4, p. 201-206 6 p.

    Research output: Contribution to journalArticle

    Reliability design and RVaR

    Tapiero, C. S., Aug 1 2005, In : International Journal of Reliability, Quality and Safety Engineering. 12, 4, p. 347-353 7 p.

    Research output: Contribution to journalArticle

    Value at risk and inventory control

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

    Research output: Contribution to journalArticle

    2003

    Value at risk and inventory control

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

    Research output: Contribution to journalArticle

    2001

    The range inter-event process in a symmetric birth-death random walk

    Vallois, P. & Tapiero, C. S., Jul 1 2001, In : Applied Stochastic Models in Business and Industry. 17, 3, p. 293-306 14 p.

    Research output: Contribution to journalArticle

    Yield and control in a supplier-customer relationship

    Tapiero, C. S., May 10 2001, In : International Journal of Production Research. 39, 7, p. 1505-1515 11 p.

    Research output: Contribution to journalArticle

    2000

    Ex-post inventory control

    Tapiero, C. S., Apr 2000, In : International Journal of Production Research. 38, 6, p. 1397-1406 10 p.

    Research output: Contribution to journalArticle

    NBD repeat purchase process and M/G/∞ queues

    Tapiero, C. S., Jan 15 2000, In : International Journal of Production Economics. 63, 2, p. 141-145 5 p.

    Research output: Contribution to journalArticle

    Pension funds insurance individuation

    Tapiero, C. S. & Birati, A., Nov 2000, In : Mathematical Methods of Operations Research. 52, 2, p. 213-220 8 p.

    Research output: Contribution to journalArticle