List View
 |   | 
   web
Author (up) Title Year Publication Volume Pages
Bernales, A; Reus, L.; Valdenegro, V. Speculative bubbles under supply constraints, background risk and investment fraud in the art market 2021 Journal of Corporate Finance to appear
Castaneda, P.; Reus, L. Suboptimal investment behavior and welfare costs: A simulation based approach 2019 Finance Research Letters 30 170-180
Reus, L. Efficient selection of copper sales contracts for small- and medium-sized mining 2020 Managerial And Decision Economics 41 624-630
Reus, L. English as a medium of instruction at a Chilean engineering school: Experiences in finance and industrial organization courses 2020 Studies in Educational Evaluation 67 100930
Reus, L. Optimizing the equity reassignment process: A novel application for family businesses 2019 Heliyon 5 e02050
Reus, L. Currency risk in foreign currency accounts for small and medium-sized businesses 2019 Journal of Risk 22 59-78
Reus, L.; Belbeze, M.; Feddersen, H.; Rubio, E. Extraction Planning Under Capacity Uncertainty at the Chuquicamata Underground Mine 2018 Interfaces 48 543-555
Reus, L.; Carrasco, J.A.; Pincheira, P. Do it with a smile: Forecasting volatility with currency options 2020 Finance Research Letters 34 10 pp
Reus, L.; Fabozzi, F.J. Robust Solutions to the Life-Cycle Consumption Problem 2021 Computational Economics to appear
Reus, L.; Mulvey, J.M. Dynamic allocations for currency futures under switching regimes signals 2016 European Journal Of Operational Research 253 85-93
Reus, L.; Munoz, F.D.; Moreno, R. Retail consumers and risk in centralized energy auctions for indexed long-term contracts in Chile 2018 Energy Policy 114 566-577
Reus, L.; Pagnoncelli, B.; Armstrong, M. Better management of production incidents in mining using multistage stochastic optimization 2019 Resources Policy 63 13 pp
Reus, L.; Prado, R. Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP Method 2021 Computational Economics Early Access
Villena, M.J.; Reus, L. On the strategic behavior of large investors: A mean-variance portfolio approach 2016 European Journal Of Operational Research 254 679-688