• A maximum entropy approach to the newsvendor problem with partial information 

      Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan (Journal article; Peer reviewed, 2013)
      In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance ...
    • Callable risky perpetual debt with protection period 

      Mjøs, Aksel; Persson, Svein-Arne (Journal article; Peer reviewed, 2010)
      Issuances in the USD 260 Bn global market of perpetual risky debt are often motivated by capital requirements for financial institutions. We analyze callable risky perpetual debt emphasizing an initial protection (‘grace’) ...
    • Duopolistic competition under risk aversion and uncertainty 

      Chronopoulos, Michail; De Reyck, Bert; Siddiqui, Afzal S. (Journal article; Peer reviewed, 2014-07-16)
      A monopolist typically defers entry into an industry as both price uncertainty and the level of risk aversion increase. By contrast, the presence of a rival typically hastens entry under risk neutrality. Here, we examine ...
    • The impact of design uncertainty in engineer-to-order project planning 

      Vaagen, Hajnalka; Kaut, Michal; Wallace, Stein W. (Peer reviewed; Journal article, 2017)
      A major driver of planning complexity in engineer-to-order (ETO) projects is design uncertainty far into the engineering and production processes. This leads to uncertainty in technical information and will typically lead ...