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Browsing Sloan School of Management by Title

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  • Katharina, Lewellen (2004-03-12)
    Immediately following public offerings, underwriters often repurchase shares of poorly performing IPOs in an apparent attempt to stabilize the price. Using proprietary Nasdaq data for a large sample of IPOs, I study the ...
  • Bowman, Edward H. (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1981)
  • Bowman, Edward H. (Cambridge, Mass. : Massachusetts Institute of Technology, 1980])
  • Beunardeau, Roland (Massachusetts Institute of Technology, 2014)
    I propose a discrete time model of financial markets in which an arbitrageur has investment opportunities but faces a number of financial constraints. Investment opportunities arise when the price discrepancy between a ...
  • Strydom, Johann J. (Johann Jurie) (Massachusetts Institute of Technology, 2011)
    Insurance firms perform two key economic functions. First, they intermediate risk by marketing, selling and administering insurance policies. Second, they warehouse the risks underlying those policies. If viewed as separate ...
  • Stoner, James Arthur Finch ([Cambridge, M.I.T.], 1967)
  • Mason, Scott P. (Cambridge, Mass. : Alfred P. Sloan School of Management, M.I.T, 1978)
  • Nguyen, Tri-Dung, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2009)
    Classical methods of maximum likelihood and least squares rely a great deal on the correctness of the model assumptions. Since these assumptions are only approximations of reality, many robust statistical methods have been ...
  • Zuckerman, Ezra W.; Kim, Tai-Young; Ukanwa, Kalinda; James, von Rittmann (2003-06-02)
    We provide a framework for reconciling two seemingly incompatible claims regarding identity in social and economic arenas: (a) that complex, multivalent identities are advantageous because they afford greater flexibility; ...
  • Wernerfelt, Birger (2004-02-13)
    We look at a principal-agent model in which the agent has to perform an action, the difficulty of which is better known ex interim than ex ante. We compare two contracting regimes; one with commitment to an ex ante negotiated ...
  • McCann, Lauren, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
    In this thesis, we study the problems of robust model selection and outlier detection in linear regression. The results of data analysis based on linear regressions are highly sensitive to model choice and the existence ...
  • Chua, Shui Ying (Massachusetts Institute of Technology, 2015)
    As an equipment manufacturer for the mining and construction industries, Caterpillar's business is heavily impacted by the cyclicality of these two industries. To be competitive in the market while investing prudently to ...
  • Sim, Melvyn, 1971- (Massachusetts Institute of Technology, 2004)
    We propose new methodologies in robust optimization that promise greater tractability, both theoretically and practically than the classical robust framework. We cover a broad range of mathematical optimization problems, ...
  • Pachamanova, Dessislava A. (Dessislava Angelova), 1975- (Massachusetts Institute of Technology, 2002)
    An important issue in real-world optimization problems is how to treat uncertain coefficients. Robust optimization is a modeling methodology that takes a deterministic view: the optimal solution is required to remain ...
  • Marla, Lavanya (Massachusetts Institute of Technology, 2007)
    We consider large-scale, network-based, resource allocation problems under uncertainty, with specific focus on the class of problems referred to as multi-commodity flow problems with time-windows. These problems are at the ...
  • Aghassi, Michele Leslie (Massachusetts Institute of Technology, 2005)
    We propose a robust optimization approach to analyzing three distinct classes of problems related to the notion of equilibrium: the nominal variational inequality (VI) problem over a polyhedron, the finite game under payoff ...
  • Bryant, Corban Harrell (Massachusetts Institute of Technology, 2006)
    In this thesis. we introduce and analyze methods of creating theater-level robust mission plans for Effects Based Operations (EBO) of teams of Unmanned Aerial Vehicles (UAVs), and propose methods of effectively presenting ...
  • Frost, Emily Anne (Massachusetts Institute of Technology, 2013)
    In this thesis, I design and implement a novel method of schedule and path selection between predetermined waypoints for unmanned underwater vehicles under uncertainty. The problem is first formulated as a mixed-integer ...
  • Culver, David M. (David Martin) (Massachusetts Institute of Technology, 2013)
    This thesis considers the tactical reconnaissance asset allocation problem in military operations. Specifically this thesis presents methods to optimize, under uncertain conditions, tactical reconnaissance asset allocation ...
  • Berman, Oded.; Modiano, Eduardo (Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management, 1977)
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