Concepedia

Sid Browne

SB

26

Publications

2.3K

Citations

19

H-Index

1989

Active since

Affiliations

Columbia University(Current)

BP (United Kingdom)

Goldman Sachs (United States)

Tel Aviv University

AT&T (United States)

Sid Browne is an author at Columbia University specializing in engineering, business, and finance.

Top concepts

EngineeringBusinessFinanceEconomicsProbabilityComputer ScienceOperations ResearchAsset PricingQueuing TheorySystems Engineering

Publications per year

1989–2003

26

Publications

26

Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin

Sid Browne · Mathematics of Operations Research · 1995 · 613 citations

Financial Risk Management, Optimal Policy, Optimal Investment Decision +17

Scheduling Deteriorating Jobs on a Single Processor

Sid Browne, Uri Yechiali · Operations Research · 1990 · 474 citations

Mathematical Programming, Engineering, Computer Architecture +22

Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark

Sid Browne · Finance and Stochastics · 1999 · 205 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +11

Reaching goals by a deadline: digital options and continuous-time active portfolio management

Sid Browne · Advances in Applied Probability · 1999 · 123 citations

Optimal Investment Problems, Fixed Terminal Time, Portfolio Management +16

Portfolio choice and the Bayesian Kelly criterion

Sid Browne, Ward Whitt · Advances in Applied Probability · 1996 · 114 citations

Engineering, Rescaled Brownian Motion, Stochastic Phenomenon +17

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