Management science : a journal of the institute for operations research and the management sciences, Vol. 58 N° 3. Management science: a Journal of the institute for operations research and the management sciences - Mars 2012
| Titre : | Management science : a journal of the institute for operations research and the management sciences, Vol. 58 N° 3. Management science: a Journal of the institute for operations research and the management sciences - Mars 2012 |
| Type de document : | Bulletin |
| Paru le : | 29/04/2012 |
Dépouillements
Article : texte imprimé
Robert C. Seamans, Auteur
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This article investigates how private firms respond to potential entry from public firms. This paper uses a data set of over 3,000 U.S. cable TV systems to present evidence consistent with entry deterrence. Incumbent cable TV firms upgrade faste[...]
Article : texte imprimé
Michael B. Gordy, Auteur ;
Søren Willemann, Auteur
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In its complexity and its vulnerability to market volatility, the constant proportion debt obligation (CPDO) might be viewed as the poster child for the excesses of financial engineering in the credit market. This paper examines the CPDO as a ca[...]
Article : texte imprimé
Gad Allon, Auteur ;
Eran Hanany, Auteur
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Although the norm in many retail banks is to serve customers on a first-come, first-served basis, some customers try to cut the line, usually by providing an excuse for their urgency. In other queues, however, this behavior is considered unaccep[...]
Article : texte imprimé
Ravi Jagannathan, Auteur ;
Srikant Marakani, Auteur ;
Hitoshi Takehara, Auteur
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We show that when investors review their consumption and investment plans infrequently at different points in time with interim information flows, the standard consumption-based capital asset pricing model (CCAPM) will continue to hold only at t[...]
Article : texte imprimé
Vishal V. Agrawal, Auteur ;
Mark Ferguson, Auteur ;
L. Beril Toktay, Auteur
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Based on the proposition that leasing is environmentally superior to selling, some firms have adopted a leasing strategy and others promote their existing leasing programs as environmentally superior to “green” their image. The argument is that [...]
Article : texte imprimé
James W. Taylor, Auteur
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A key input to the call center staffing process is a forecast for the number of calls arriving. Density forecasts of arrival rates are needed for analytical call center models, which assume Poisson arrivals with a stochastic arrival rate. Densit[...]
Article : texte imprimé
Stephen E. Chick, Auteur ;
Peter Frazier, Auteur
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Sequential sampling problems arise in stochastic simulation and many other applications. Sampling is used to infer the unknown performance of several alternatives before one alternative is selected as best. This paper presents new economically m[...]
Article : texte imprimé
J. Michael Harrison, Auteur ;
N. Bora Keskin, Auteur ;
Assaf Zeevi, Auteur
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Motivated by applications in financial services, we consider a seller who offers prices sequentially to a stream of potential customers, observing either success or failure in each sales attempt. The parameters of the underlying demand model are[...]
Article : texte imprimé
Hart E. Posen, Auteur ;
Daniel A. Levinthal, Auteur
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A common justification for organizational change is that the circumstances in which the organization finds itself have changed, thereby eroding the value of utilizing existing knowledge. On the surface, the claim that organizations should adapt [...]
Article : texte imprimé
Ilia Tsetlin, Auteur ;
Robert L. Winkler, Auteur
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The one-switch property states that the preference between any two lotteries switches at most once as wealth increases. Working within the expected utility framework, we extend the one-switch notion to the multiattribute case and identify the fa[...]
Article : texte imprimé
Sanjiv Erat, Auteur ;
Vish Krishnan, Auteur
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Organizations increasingly seek solutions to their open-ended design problems by employing a contest approach in which search over a solution space is delegated to outside agents. We study this new class of problems, which are costly to specify,[...]
Article : texte imprimé
Fousseni Chabi-Yo, Auteur
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I derive pricing kernels in which the market volatility is endogenously determined. Using the Taylor expansion series of the representative investor's marginal utility, I show that the price of market volatility risk is restricted by the investo[...]
Article : texte imprimé
Nengjiu Ju, Auteur ;
Xuhu Wan, Auteur
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This paper studies the optimal contract between risk-neutral shareholders and a constant relative risk-aversion manager in a continuous-time model. Several interesting results are obtained. First, the optimal compensation is increasing but conca[...]
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