Lorenzo Reus

Lorenzo Reus

Doctorado en Investigación de Operaciones e Ingeniería Financiera
Profesor Hora
ESCUELA DE NEGOCIOS
CHILE
Stgo
Email: [email protected]

Lorenzo Reus

Doctorado en Investigación de Operaciones e Ingeniería Financiera
  • Doctorado en Investigación de Operaciones e Ingeniería Financiera, Universidad de Princeton (2013).
  • Ingeniero Civil Industrial, Universidad de Chile (2008)

Académico dedicado a la investigación en diversos temas de ingeniería financiera, principalmente en optimización de portfolios, gestión de riesgo, diseño de estrategias en FX entre otras. Cuenta con experiencia en consultorías a empresas financieras, como también en el sector de minería y energía.

Predictability beyond accuracy</>

Pincheira, P., Reus, L., Bentancor, A. & Flores, M., mar. 2026, In: PLoS ONE, 21, 3 March.

The Paradox Between Correlations and Sign Predictability</>

Pincheira, P., Bentancor, A. & Reus, L., mar. 2026, In: Mathematics, 14, 5.

Supporting financial and management decisions for insurance companies with the SDDP method</>

Reus, L., 2026, In: Annals of Operations Research.

The integral of the squared Gaussian process</>

Reus, L., feb. 2024, In: Chaos, Solitons and Fractals, 179.

A Near Optimal Portfolio Rule for the Life Cycle Merton Problem</>

Reus, L. & Castañeda, P., 2024, In: Computational Economics, 67, 1, p. 145-179.

Merton portfolio allocation under stochastic dividends</>

Reus, L., 2024, In: Optimization Letters, 19, 1, p. 21-40.

Foreign exchange trading and management with the stochastic dual dynamic programming method</>

Reus, L. & Sepúlveda-Hurtado, G., dic. 2023, In: Financial Innovation, 9, 1.

Correction to</>

Reus, L. & Fabozzi, F., feb. 2021, In: Computational Economics, 57, 2, p. 501-502.

Robust Solutions to the Life-Cycle Consumption Problem</>

Reus, L. & Fabozzi, F., feb. 2021, In: Computational Economics, 57, 2, p. 481-499.

Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP Method</>

Reus, L. & Prado, R., 2021, In: Computational Economics, 60, 1, p. 47-69.

English as a medium of instruction at a Chilean engineering school</>

Reus, L., dic. 2020, In: Studies in Educational Evaluation, 67.

Efficient selection of copper sales contracts for small- and medium-sized mining</>

Reus, L., jun. 2020, In: Managerial and Decision Economics, 41, 4, p. 624-630.

Do it with a smile</>

Reus, L., Carrasco, J. & Pincheira, P., may. 2020, In: Finance Research Letters, 34.

Speculative bubbles under supply constraints, background risk and investment fraud in the art market</>

Bernales, A., Reus, L. & Valdenegro, V., 2020, In: Journal of Corporate Finance, 77.

Currency risk in foreign currency accounts for small and medium-sized businesses</>

Reus, L., dic. 2019, In: Journal of Risk, 22, 2, p. 59-78.

Better management of production incidents in mining using multistage stochastic optimization</>

Reus, L., Pagnoncelli, B. & Armstrong, M., oct. 2019, In: Resources Policy, 63.

Suboptimal investment behavior and welfare costs</>

Castañeda, P. & Reus, L., sep. 2019, In: Finance Research Letters, 30, p. 170-180.

Optimizing the equity reassignment process</>

Reus, L., jul. 2019, In: Heliyon, 5, 7.

Extraction planning under capacity uncertainty at the Chuquicamata underground mine</>

Reus, L., Belbèze, M., Feddersen, H. & Rubio, E., nov. 2018, In: Interfaces, 48, 6, p. 543-555.

Retail consumers and risk in centralized energy auctions for indexed long-term contracts in Chile</>

Reus, L., Munoz, F. & Moreno, R., mar. 2018, In: Energy Policy, 114, p. 566-577.

On the strategic behavior of large investors</>

Villena, M. & Reus, L., oct. 2016, In: European Journal of Operational Research, 254, 2, p. 679-688.

Dynamic allocations for currency futures under switching regimes signals</>

Reus, L. & Mulvey, J., ago. 2016, In: European Journal of Operational Research, 253, 1, p. 85-93.

Multistage stochastic optimization for private equity investments</>

Reus, L. & Mulvey, J., sep. 2015, In: Journal of Asset Management, 16, 5, p. 342-362.