Steven Kou

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

ORCID: 0000-0003-4457-8384

Questrom School of Business, Boston University, Boston, Massachusetts 02215

Publications

• Dynamic Portfolio Selection Under Quantile Maximization — Management Science 2026
• A Theory of Credit Rating Criteria — Management Science 2025
• Dealership or Marketplace with Fulfillment Services: A Dynamic Comparison — Manufacturing & Service Operations Management 2024
• Does the Prohibition of Trade-Through Hurt Liquidity Demanders? — Operations Research 2023
• Leveraged Exchange-Traded Funds with Market Closure and Frictions — Management Science 2023
• Nonconcave Utility Maximization with Portfolio Bounds — Management Science 2022
• A Dynamic Mean-Variance Analysis for Log Returns — Management Science 2021
• Econometrics with Privacy Preservation — Operations Research 2019
• Asset Pricing with Spatial Interaction — Management Science 2018
• A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure — Management Science 2018
• Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis — Management Science 2017
• On the Measurement of Economic Tail Risk — Operations Research 2016
• A General Framework for Pricing Asian Options Under Markov Processes — Operations Research 2015
• Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model — Operations Research 2012
• Option Pricing Under a Mixed-Exponential Jump Diffusion Model — Management Science 2011
• Revenue Management of Callable Products — Management Science 2008
• Option Pricing Under a Double Exponential Jump Diffusion Model — Management Science 2004
• A Jump-Diffusion Model for Option Pricing — Management Science 2002