Management science : a journal of the institute for operations research and the management sciences, Vol. 57 N° 12. Management science: a Journal of the institute for operations research and the management sciences - Décembre 2011
| Titre : | Management science : a journal of the institute for operations research and the management sciences, Vol. 57 N° 12. Management science: a Journal of the institute for operations research and the management sciences - Décembre 2011 |
| Type de document : | Bulletin |
| Paru le : | 07/05/2012 |
Dépouillements
Article : texte imprimé
John R. Graham, Auteur ;
Sonali Hazarika, Auteur ;
Krishnamoorthy Narasimhan, Auteur
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We study a period of severe disequilibrium to investigate whether board characteristics are related to corporate investment, debt usage, and firm value. During the 1930–1938 Depression era, when the corporate sector was shocked by an unprecedent[...]
Article : texte imprimé
Julie Wulf, Auteur ;
Harbir Singh, Auteur
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The resource-based view argues that acquisitions can build competitive advantage partially through retention of valuable human capital of the target firm. However, making commitments to retain and motivate successful top managers is a challenge [...]
Article : texte imprimé
Kay Giesecke, Auteur ;
Baeho Kim, Auteur ;
Shilin Zhu, Auteur
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Dynamic, intensity-based point process models are widely used to measure and price the correlated default risk in portfolios of credit-sensitive assets such as loans and corporate bonds. Monte Carlo simulation is an important tool for performing[...]
Article : texte imprimé
Andrea Lodi, Auteur ;
Silvano Martello, Auteur ;
Michele Monaci, Auteur
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We present the result of research, developed within Nokia Siemens Networks, to solve the downlink sub-frame allocation problem in Mobile WiMAX (IEEE 802.16) technology in its full complexity, while simultaneously fulfilling real-life constraints[...]
Article : texte imprimé
We consider a finite-horizon, multiechelon inventory system in which the surplus of stock can be sold (i.e., disposed) in the secondary markets at each stage in the system. What are called nested echelon order-up-to policies are shown to be opti[...]
Article : texte imprimé
Onur Boyabatlı, Auteur ;
L. Beril Toktay, Auteur
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This paper analyzes the impact of endogenous credit terms under capital market imperfections in a capacity investment setting. We model a monopolist firm that decides on its technology choice (flexible versus dedicated) and capacity level under [...]
Article : texte imprimé
Vishal Gaur, Auteur ;
Sridhar Seshadri, Auteur ;
Marti G. Subrahmanyam, Auteur
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We study the impact of financial innovations on real investment decisions within the framework of an incomplete market economy comprised of firms, investors, and an intermediary. The firms face unique investment opportunities that arise in their[...]
Article : texte imprimé
This paper investigates how firms manage risk by examining the relationship between financial and operational hedging using a sample of bank holding companies. Risk management theory holds that capital market imperfections make cash flow volatil[...]
Article : texte imprimé
Jeremy Berkowitz, Auteur ;
Peter Christoffersen ;
Denis Pelletier, Auteur
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We present new evidence on disaggregated profit and loss (P/L) and value-at-risk (VaR) forecasts obtained from a large international commercial bank. Our data set includes the actual daily P/L generated by four separate business lines within the[...]
Article : texte imprimé
Ankur Goel, Auteur ;
Genaro J. Gutierrez, Auteur
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We consider a firm that procures and distributes a commodity from spot and forward markets under randomly fluctuating prices; the commodity is distributed downstream to a set of nonhomogeneous retailers to satisfy random demand. We formulate a m[...]
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