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New approaches for integrating revenue and supply chain management
(Massachusetts Institute of Technology, 2014)
First, we describe a general framework called online customer selection that describes natural settings where suppliers must actively select which customer requests to serve. Unlike traditional revenue management models ...
Three essays in financial economics
(Massachusetts Institute of Technology, 2013)
In Chapter 1, I propose that abnormal returns generated by price momentum can be explained away within the framework of an existing risk factor model such as the Fama-French three-factor model. Two features of a systematic ...
Essays on corporate governance and investor disagreement
(Massachusetts Institute of Technology, 2013)
This thesis consists of two essays examining the roles of corporate governance and investor disagreement, respectively, in the performance and stock market valuations of firms. In the first chapter, I demonstrate that the ...
Statistical learning for decision making : interpretability, uncertainty, and inference
(Massachusetts Institute of Technology, 2015)
Data and predictive modeling are an increasingly important part of decision making. Here we present advances in several areas of statistical learning that are important for gaining insight from large amounts of data, and ...
Three essays on entrepreneurial quality
(Massachusetts Institute of Technology, 2017)
This dissertation introduces a new method to measure entrepreneurial quality and applies it to three questions of theoretical interest in entrepreneurship. The dissertation is presented in five chapters. Chapter 1 is an ...
Essays on empirical asset pricing
(Massachusetts Institute of Technology, 2018)
This dissertation consists of three chapters. Chapter 1 shows that, for active mutual funds, historical in-sample alpha is a poor predictor of out-of-sample alpha. However, by focusing on a subset of skilled managers who ...
Data-driven optimization and analytics for operations management applications
(Massachusetts Institute of Technology, 2013)
In this thesis, we study data-driven decision making in operation management contexts, with a focus on both theoretical and practical aspects. The first part of the thesis analyzes the well-known newsvendor model but under ...
Institutional theory of naive money
(Massachusetts Institute of Technology, 2018)
In the first chapter, I propose a theoretical framework to elucidate how capital from unsophisticated investors (naive money) is associated with fund performance dynamics. In the framework, when naive money invested in a ...
Practical applications of large-scale stochastic control for learning and optimization
(Massachusetts Institute of Technology, 2018)
This thesis explores a variety of techniques for large-scale stochastic control. These range from simple heuristics that are motivated by the problem structure and are amenable to analysis, to more general deep reinforcement ...
Data, models and decisions for large-scale stochastic optimization problems
(Massachusetts Institute of Technology, 2016)
Modern business decisions exceed human decision making ability: often, they are of a large scale, their outcomes are uncertain, and they are made in multiple stages. At the same time, firms have increasing access to data ...