Bernardo Pagnoncelli

Bernardo Pagnoncelli
Bernardo Pagnoncelli
Profesor Asociado
Área(s): OPERACIONES
ESCUELA DE NEGOCIOS
PH.D. IN APPLIED MATHEMATICS, PONTIFICIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, BRAZIL, 2009
E-mail: bernardo.pagnoncelli@uai.cl
Sede: SANTIAGO - PEÑALOLÉN
Edificio: C
Número de oficina: 533
Sitio Web: http://bernardokp.uai.cl/

RESUMEN

Profesor Asociado y jefe del grupo de Operaciones de la Escuela de Negocios desde 2015. Es Doctor en Matemáticas Aplicadas de la Pontificia Universidade Católica de Rio de Janeiro, Brasil, y tiene una licenciatura y un Magíster en Matemáticas de la misma institución. Su principal área de interés es en la optimización bajo incertidumbre, con aplicaciones en finanzas, recursos naturales y energía.

Ha publicado en prestigiosas revistas académicas, como Mathematical Programming, Journal of Optimization Theory and Applications and The Journal of Derivatives. Se unió a la UAI el año 2009 y desde entonces ha recibido el Premio Mejor Investigador de la Escuela de Negocios el año 2014. En 2016 recibió el premio de mejor Profesor del MBA International Programme, otorgado por los alumnos de la generación 2015-2016. En 2013 fundó GameLab, una empresa que desarrolla simulaciones digitales para ser utilizados en el aula, y cuyos juegos han sido utilizado en varias universidades alrededor del mundo.

Abstract

Associate Professor at Universidad Adolfo Ibáñez and Head of the Operations group since 2015. Holds a PhD in Applied Mathematics from the Pontifícia Universidade Católica, Rio de Janeiro, Brazil, and has a B.Sc. and a M.Sc in Mathematics from the same institution. His main research interest is in optimization under uncertainty, with applications in Finance, natural resources and energy. Dr. Pagnoncelli has published in prestigious journals such as Mathematical Programming, Journal of Optimization Theory and Applications, and The Journal of Derivatives. Dr. Pagnoncelli started working at UAI in 2009, and has received the Best Researcher Prize in the business school for the year 2014. In 2016 received the best Professor prize for the MBA International Programme, given by the students of the 2015-2016 generation. In 2013 he founded GameLab, a company that develops digital simulations to be used in the classroom, and whose games have been used in several universities around the globe.

Google Scholar: https://scholar.google.cl/citations?user=na3ScswAAAAJ&hl=en.

Research Gate: https://www.researchgate.net/profile/Bernardo_Pagnoncelli.


Artículos
2016 Chance-constrained problems and rare events: an importance sampling approach, Mathematical Programming, 157, 153-189
2015 Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective, European Journal of Operational Research, 249, 188-199
2015 The optimal harvesting problem under price uncertainty: The risk averse case, Annals of Operations Research, , 1-24
2012 A provisioning problem with stochastics payments, European Journal of Operational Research, 221, 445-453
2012 Risk-return trade-off with the scenario approach in practice: A case study in portfolio selection, Journal of Optimization Theory and Applications, 155, 707-722
2009 Revista Brasileira de Economia, 395-404, 63, Custos de transação em investimentos coletivos.
Review WoS (EX ISI)
2015 The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases., Journal of Economics, 115,
2014 The optimal harvesting problem under price uncertainty., Annals of Operations Research, 217,
2014 Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions., Finance Research Letters, 11,
2014 Demistifying credit risk derivatives and securitization: introducing the basic ideas to undergraduates., Journal of Derivatives, 22,