Lorenzo Reus

According to our database, Lorenzo Reus authored at least 4 papers between 2016 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Merton portfolio allocation under stochastic dividends.

Lorenzo Reus

Optim. Lett., January, 2025

2018

Extraction Planning Under Capacity Uncertainty at the Chuquicamata Underground Mine.

Lorenzo Reus, Mathias Belbèze, Hans Feddersen, Enrique Rubio

Interfaces, 2018

2016

On the strategic behavior of large investors: A mean-variance portfolio approach.

Marcelo J. Villena, Lorenzo Reus

Eur. J. Oper. Res., 2016

Dynamic allocations for currency futures under switching regimes signals.

Lorenzo Reus, John M. Mulvey

Eur. J. Oper. Res., 2016