Ziv Katalan

Ziv Katalan
  • Adjunct Professor, Operations, Information and Decisions
  • Managing Director, Wharton Global Initiatives

Contact Information

  • office Address:

    3620 Locust Walk
    3454 Steinberg Hall - Dietrich Hall
    Philadelphia, PA 19104

Overview

Ziv Katalan is Managing Director for Wharton Global Initiatives and an Adjunct Professor of Operations, Information and Decisions. He received his BS in Mathematics from Tel-Aviv University (1987), and his PhD in Management Science/Operations Research from Columbia University (1995).

Since 1994, Dr. Katalan has taught courses in decision models and uncertainty, business analytics, operations management, supply chain management, mathematical modeling and its applications in finance, and quantitative finance at Wharton’s MBA and MBA for Executives programs and Penn’s EMTM program. He received a number of teaching awards from the Wharton MBA and MBA for Executives programs. During 2002-2007, Dr. Katalan served as Co-Director of the Executive Master’s in Technology Management (EMTM), a program jointly sponsored by the University of Pennsylvania’s School of Engineering and the Wharton School.

Dr. Katalan’s research interests include the design and analysis of production and service systems, and their interface with a company’s marketing strategy, scheduling and allocation of resources, and the impact of increasing product variety on manufacturing performance.  His research papers were published in Queuing Systems, Management Science, Operations Research, and Naval Research Logistics.

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Research

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Teaching

All Courses

  • MKTG8960 - Global Modular Course

    Open to MBA, Executive MBA and, in some instances, Undergraduate students, these modular courses are intended to provide unique educational experiences to students in a regional context that has particular resonance with the topic. Taught around the globe, the modular courses help us enrich the curriculum and research on our own campuses in Philadelphia and San Francisco.

  • OIDD3530 - Math Mdlng Appl in Fnce

    Quantitative methods have become fundamental tools in the analysis and planning of financial operations. There are many reasons for this development: the emergence of a whole range of new complex financial instruments, innovations in securitization, the increased globalization of the financial markets, the proliferation of information technology and the rise of high-frequency traders, etc. In this course, models for hedging, asset allocation, and multi-period portfolio planning are developed, implemented, and tested. In addition, pricing models for options, bonds, mortgage-backed securities, and other derivatives are studied. The models typically require the tools of statistics, optimization, and/or simulation, and they are implemented in spreadsheets or a high-level modeling environment, MATLAB. This course is quantitative and will require extensive computer use. The course is intended for students who have strong interest in finance. The objective is to provide students the necessary practical tools they will require should they choose to join the financial services industry, particularly in roles such as: derivatives, quantitative trading, portfolio management, structuring, financial engineering, risk management, etc. Prospective students should be comfortable with quantitative methods such as basic statistics and the methodologies (mathematical programming and simulation) in OIDD6120 Business Analytics and OIDD3210 Management Science (or equivalent). Students should seek permission from the instructor if the background requirements are not met.

  • OIDD6120 - Business Analytics

    "Managing the Productive Core: Business Analytics" is a course on business analytics tools and their application to management problems. Its main topics are optimization, decision making under uncertainty, and simulation. The emphasis is on business analytics tools that are widely used in diverse industries and functional areas, including operations, finance, accounting, and marketing.

  • OIDD6530 - Math Mdlng Appl in Fnce

    Quantitative methods have become fundamental tools in the analysis and planning of financial operations. There are many reasons for this development: the emergence of a whole range of new complex financial instruments, innovations in securitization, the increased globalization of the financial markets, the proliferation of information technology and the rise of high-frequency traders, etc. In this course, models for hedging, asset allocation, and multi-period portfolio planning are developed, implemented, and tested. In addition, pricing models for options, bonds, mortgage-backed securities, and other derivatives are studied. The models typically require the tools of statistics, optimization, and/or simulation, and they are implemented in spreadsheets or a high-level modeling environment, MATLAB. This course is quantitative and will require extensive computer use. The course is intended for students who have strong interest in finance. The objective is to provide students the necessary practical tools they will require should they choose to join the financial services industry, particularly in roles such as: derivatives, quantitative trading, portfolio management, structuring, financial engineering, risk management, etc. Prospective students should be comfortable with quantitative methods, such as basic statistics and the methodologies (mathematical programming and simulation) taught in OIDD 612 Business Analytics or OIDD 321 Management Science (or equivalent). Students should seek permission from the instructor if the background requirements are not met.

  • OIDD8970 - Global Modular Course

    Global Modular Course (GMC) - MBA

Awards and Honors

  • Wharton MBA Program Core Teaching Award, The Wharton School, University of Pennsylvania, 2013
  • Wharton MBA Program for Executives Elective Teaching Award, The Wharton School, University of Pennsylvania, Class of 1999-2003, 2006, 2011
  • MBA Core Curriculum Cluster Teaching Award, The Wharton School, University of Pennsylvania, 1997, 1999, 2001
  • First Place Student Paper Award, The ORSA Technical Section on Manufacturing and Operations Management, 1994
  • Honorable Mention in George E. Nicholson Student Paper Competition, 1994

Activity

Latest Research

Sergei Savin, Morris A. Cohen, Noah Gans, Ziv Katalan (2005), Capacity Management in Rental Businesses with Two Customer Bases, Operations Research, 617-631.
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Wharton Magazine

Wharton’s Global Impact: From Shanghai to Mumbai

Joe Talks kicks off in Tokyo, Wharton Global Forum returns to Asia, a course on business in emerging economies, and more 

Wharton Magazine - 10/16/2018

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