Concepedia
Statistics
Publications
26
Citations
2.3K
H-Index
19
Active since
1989
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
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
1–5 of 26