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  • 2020

    A path-following method

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 309-324 16 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Applications

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 257-273 17 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Comment

    Watson, M. W., Jan 1 2020, NBER Macroeconomics Annual. 1 ed. University of Chicago Press, p. 183-193 11 p. (NBER Macroeconomics Annual; vol. 34, no. 1).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Convex analysis

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 159-169 11 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Convex programming

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 433-443 11 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Data science applications

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 187-213 27 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Degeneracy

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 27-42 16 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Duality theory

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 59-88 30 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Efficiency of the simplex method

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 43-58 16 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Financial applications

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 215-226 12 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Game theory

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 171-185 15 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Implementation issues

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 333-349 17 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Implementation issues

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 123-147 25 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Integer programming

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 389-414 26 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Linear programming: Foundations and extensions

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 1-465 465 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Scopus citations
  • Network flow problems

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 229-256 28 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Problems in general form

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 149-158 10 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Quadratic programming

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 415-431 17 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Sensitivity and parametric analyses

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 109-121 13 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Structural optimization

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 275-291 17 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The affine-scaling method

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 351-364 14 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The central path

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 295-307 13 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The homogeneous self-dual method

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 365-385 21 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The KKT system

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 325-331 7 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The simplex method

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 11-25 15 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The simplex method in matrix notation

    Vanderbei, R. J., 2020, International Series in Operations Research and Management Science. Springer, p. 89-108 20 p. (International Series in Operations Research and Management Science; vol. 285).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • 2019

    Household debt and recession in Brazil

    Garber, G., Mian, A., Ponticelli, J. & Sufi, A., Jan 1 2019, Handbook of US Consumer Economics. Elsevier, p. 97-119 23 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Scopus citations
  • 2017

    More choice is always better

    Blinder, A. S., Jan 1 2017, Economic Ideas You Should Forget. Springer International Publishing, p. 29-30 2 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Optimizing a portfolio of liquid and illiquid assets

    Mulvey, J. M., Kim, W. C. & Lin, C., 2017, International Series in Operations Research and Management Science. Springer New York LLC, p. 151-175 25 p. (International Series in Operations Research and Management Science; vol. 245).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Scopus citations
  • 2016

    1999: How the economy came to resemble the model

    Blinder, A. S., Apr 8 2016, The Best of Business Economics: Highlights from the First Fifty Years. Palgrave Macmillan, p. 255-270 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Approaches to High-Dimensional Covariance and Precision Matrix Estimations

    Fan, J., Liao, Y. & Liu, H., Apr 29 2016, Financial Signal Processing and Machine Learning. Wiley-IEEE Press, p. 100-134 35 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Scopus citations
  • Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics

    Stock, J. H. & Watson, M. W., 2016, Handbook of Macroeconomics, 2016. Taylor, J. B. & Uhlig, H. (eds.). Elsevier B.V., p. 415-525 111 p. (Handbook of Macroeconomics; vol. 2).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    66 Scopus citations
  • Macro, Money, and Finance: A Continuous-Time Approach

    Brunnermeier, M. K. & Sannikov, Y., Jan 1 2016, Handbook of Macroeconomics, 2016. Taylor, J. B. & Uhlig, H. (eds.). Elsevier B.V., p. 1497-1545 49 p. (Handbook of Macroeconomics; vol. 2).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    8 Scopus citations
  • Quantitative Models of Sovereign Debt Crises

    Aguiar, M., Chatterjee, S., Cole, H. & Stangebye, Z., Jan 1 2016, Handbook of Macroeconomics, 2016. Taylor, J. B. & Uhlig, H. (eds.). Elsevier B.V., p. 1697-1755 59 p. (Handbook of Macroeconomics; vol. 2).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    12 Scopus citations
  • Stochastic Volatility: Modeling and Asymptotic Approaches to Option Pricing and Portfolio Selection

    Lorig, M. & Sircar, R., Apr 29 2016, Financial Signal Processing and Machine Learning. Wiley-IEEE Press, p. 135-161 27 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Scopus citations
  • The Macroeconomics of Time Allocation

    Aguiar, M. & Hurst, E., Jan 1 2016, Handbook of Macroeconomics, 2016. Taylor, J. B. & Uhlig, H. (eds.). Elsevier B.V., p. 203-253 51 p. (Handbook of Macroeconomics; vol. 2).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    3 Scopus citations
  • Who Bears the Cost of Recessions? The Role of House Prices and Household Debt

    Mian, A. & Sufi, A., Jan 1 2016, Handbook of Macroeconomics, 2016. Taylor, J. B. & Uhlig, H. (eds.). Elsevier B.V., p. 255-296 42 p. (Handbook of Macroeconomics; vol. 2).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    10 Scopus citations
  • Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises

    Gertler, M., Kiyotaki, N. & Prestipino, A., Jan 1 2016, Handbook of Macroeconomics, 2016. Taylor, J. B. & Uhlig, H. (eds.). Elsevier B.V., p. 1345-1425 81 p. (Handbook of Macroeconomics; vol. 2).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    21 Scopus citations
  • 2015

    Local modeling: Density estimation and nonparametric regression

    Fan, J. & Li, R., Jan 1 2015, Advanced Medical Statistics. World Scientific Publishing Co., p. 1125-1171 47 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Long-short versus long-only commodity funds

    Mulvey, J. M., Jan 1 2015, Commodities. CRC Press, p. 459-467 9 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • The valuation of clean spread options: Linking electricity, emissions and fuels

    Carmona, R., Coulon, M. & Schwarz, D., Jan 1 2015, Commodities. CRC Press, p. 645-666 22 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Time Series: Cycles

    Watson, M. W., Mar 26 2015, International Encyclopedia of the Social & Behavioral Sciences: Second Edition. Elsevier Inc., p. 331-336 6 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • 2014

    A survey of commodity markets and structural models for electricity prices

    Carmona, R. A. & Coulon, M., Jan 1 2014, Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets. Springer New York, p. 41-83 43 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    49 Scopus citations
  • Game theory models in finance

    Allen, F. & Morris, S. E., Jan 1 2014, International Series in Operations Research and Management Science. Springer New York LLC, p. 17-41 25 p. (International Series in Operations Research and Management Science; vol. 194).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    3 Scopus citations
  • Sovereign Debt

    Aguiar, M. A. & Amador, M., Jan 1 2014, Handbook of International Economics. Elsevier B.V., p. 647-687 41 p. (Handbook of International Economics; vol. 4).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    50 Scopus citations
  • 2013

    Being there: An intellectual journey

    Blinder, A. S., Jan 1 2013, Eminent Economists II: Their Life and Work Philosophies. Cambridge University Press, p. 14-29 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Bubbles, Financial Crises, And Systemic Risk

    Brunnermeier, M. K. & Oehmke, M., 2013, Handbook of the Economics of Finance. PB ed. Elsevier B.V., p. 1221-1288 68 p. (Handbook of the Economics of Finance; vol. 2, no. PB).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    77 Scopus citations
  • 2012

    Dynamic Factor Models

    Stock, J. H. & Watson, M. W., Sep 18 2012, The Oxford Handbook of Economic Forecasting. Oxford University Press

    Research output: Chapter in Book/Report/Conference proceedingChapter

    15 Scopus citations
  • Likelihood-Based Volatility Estimators in the Presence of Market Microstructure Noise

    Aït-Sahalia, Y. & Xiu, D., Mar 27 2012, Handbook of Volatility Models and Their Applications. John Wiley and Sons, p. 347-361 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    5 Scopus citations
  • Tangent models as a mathematical framework for dynamic calibration

    Carmona, R. A. & Nadtochiy, S., Jan 1 2012, Finance at fields. World Scientific Publishing Co., p. 151-180 30 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter