Ciamac Moallemi

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4489-9260

Columbia University, New York, New York 10027

Publications

• Thompson Sampling with Information Relaxation Penalties — Management Science 2025
• Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution — Operations Research 2022
• Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets — Operations Research 2021
• Monopoly without a Monopolist: An Economic Analysis of the Bitcoin Payment System — The Review of Economic Studies 2021
• Near-Optimal A-B Testing — Management Science 2020
• Dynamic Portfolio Choice with Linear Rebalancing Rules — Journal of Financial and Quantitative Analysis 2017
• Hidden Illiquidity with Multiple Central Counterparties — Operations Research 2016
• Risk Estimation via Regression — Operations Research 2015
• Information Aggregation and Allocative Efficiency in Smooth Markets — Management Science 2014
• An Axiomatic Approach to Systemic Risk — Management Science 2013
• OR Forum—The Cost of Latency in High-Frequency Trading — Operations Research 2013
• Approximate Dynamic Programming via a Smoothed Linear Program — Operations Research 2012
• Pathwise Optimization for Optimal Stopping Problems — Management Science 2012
• Efficient Risk Estimation via Nested Sequential Simulation — Management Science 2011
• Resource Allocation via Message Passing — INFORMS Journal on Computing 2011