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Michail Chronopoulos
Michail Chronopoulos
Senior Lecturer at City, University of London
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Optimal investment under operational flexibility, risk aversion, and uncertainty
M Chronopoulos, B De Reyck, A Siddiqui
European Journal of Operational Research 213 (1), 221-237, 2011
832011
An options approach to cybersecurity investment
M Chronopoulos, E Panaousis, J Grossklags
IEEE Access 6, 12175-12186, 2017
672017
Sequential investment in renewable energy technologies under policy uncertainty
LH Sendstad, M Chronopoulos
Energy Policy 137, 111152, 2020
562020
Stepwise green investment under policy uncertainty
M Chronopoulos, V Hagspiel, SE Fleten
The Energy Journal 37 (4), 87-108, 2016
442016
When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty
M Chronopoulos, A Siddiqui
Annals of Operations Research 235, 177-201, 2015
342015
Optimal regime switching under risk aversion and uncertainty
M Chronopoulos, S Lumbreras
European Journal of Operational Research 256 (2), 543-555, 2017
332017
Duopolistic competition under risk aversion and uncertainty
M Chronopoulos, B De Reyck, A Siddiqui
European Journal of Operational Research 236 (2), 643-656, 2014
312014
Stepwise investment and capacity sizing under uncertainty
M Chronopoulos, V Hagspiel, SE Fleten
OR spectrum 39, 447-472, 2017
272017
The value of capacity sizing under risk aversion and operational flexibility
M Chronopoulos, B De Reyck, A Siddiqui
IEEE Transactions on Engineering Management 60 (2), 272-288, 2012
242012
Real options valuation applied to transmission expansion planning
S Lumbreras, DW Bunn, A Ramos, M Chronopoulos
Quantitative Finance 16 (2), 231-246, 2016
122016
Optionality and policymaking in re-transforming the British power market
M Chronopoulos, D Bunn, A Siddiqui
Economics of Energy & Environmental Policy 3 (2), 79-100, 2014
112014
Optimal risk adoption and capacity investment in technological innovations
LH Sendstad, M Chronopoulos, V Hagspiel
IEEE Transactions on Engineering Management 70 (2), 576-589, 2021
92021
Systematic analysis of the evolution of electricity and carbon markets under deep decarbonisation
W Blyth, DW Bunn, M Chronopoulos, J Munoz
NHH Dept. of Business and Management Science Discussion Paper, 2014
72014
A bi-level model for optimal capacity investment and subsidy design under risk aversion and uncertainty
M Tsiodra, M Chronopoulos
Journal of the Operational Research Society 73 (8), 1787-1799, 2022
62022
Strategic technology switching under risk aversion and uncertainty
LH Sendstad, M Chronopoulos
Journal of Economic Dynamics and Control 126, 103918, 2021
52021
Sequential investment in emerging technologies under policy uncertainty
LH Sendstad, M Chronopoulos
NHH Dept. of Business and Management Science Discussion Paper, 2016
42016
Cyber Risk Assessment and Optimisation: A Small Business Case Study
M Tsiodra, S Panda, M Chronopoulos, E Panaousis
IEEE Access, 2023
32023
Optimal risk adoption and capacity investment in disruptive innovations
LH Sendstad, M Chronopoulos, V Hagspiel
Available at SSRN 3684461, 2020
12020
Bi-level optimisation of subsidy and capacity investment under competition and uncertainty
Z Zhang, M Chronopoulos, I Kyriakou, DS Dimitrova
European Journal of Operational Research, 2024
2024
Risk assessment and optimal scheduling of serial projects
Z Zhang, M Chronopoulos, DS Dimitrova, I Kyriakou
OR Spectrum, 1-28, 2023
2023
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Artikelen 1–20