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Portfolio risk minimization under departures from normality
(Massachusetts Institute of Technology, 2001)
This thesis revisits the portfolio selection problem in cases where returns cannot be modeled as Gaussian. The emphasis is on the development of financially intuitive and statistically sound approaches to portfolio risk ...
New neighborhood search algorithms based on exponentially large neighborhoods
(Massachusetts Institute of Technology, 2001)
A practical approach for solving computationally intractable problems is to employ heuristic (approximation) algorithms that can find nearly optimal solutions within a reasonable amount of computational time. An improvement ...
Three essays on the development and diffusion of pharmaceutical innovations
(Massachusetts Institute of Technology, 2001)
The thesis comprises three essays on various aspects of the development and diffusion of pharmaceutical innovations, woven together by the idea that the production of clinical knowl- edge influences organizational design, ...
Multidisciplinary design problem solving on product development teams
(Massachusetts Institute of Technology, 2001)
This investigation, conducted under the auspices of the Lean Aerospace Initiative (LAI), studied how engineers from different specialties interpret and communicate about technical design problems while working on product ...
Four essays in financial economics
(Massachusetts Institute of Technology, 2001)
This dissertation is composed of four pieces of independent but related works. The first is on optimal risk sharing and CEO compensation. Using a principal agent model, I addressed theoretically the optimal tradeoff between ...
Liberalizing development : effects of telecommunication liberalization in Thailand and the Philippines
(Massachusetts Institute of Technology, 2001)
This thesis hypothesized that extensive telecommunications liberalization would not increase the penetration rate of the fixed telephone service better than other, less competition-oriented, policy alternatives. The ...
Affecting U.S. education through assessment : new tools to discover student understanding
(Massachusetts Institute of Technology, 2001)
We may have a serious problem with education in the United States. However, the literature suggests one can arrive at differing conclusions about the efficacy of the American educational system depending on what we measure, ...
Analyzing the make-to-stock queue in the supply chain and eBusiness settings
(Massachusetts Institute of Technology, 2001)
This thesis presents two applications of the prototypical make-to-stock queue model that are mainly motivated by supply chain management and e-commerce issues. In the first part, we consider the decentralized version of ...
The myth of spontaneous connection : an ethnographic study of the situated nature of virtual teamwork
(Massachusetts Institute of Technology, 2001)
This thesis reports the findings of an exploratory 23-month multi-site participant-observation study of one multi-organizational virtual team in the automotive industry. Observing and interacting with the team members in ...
Milti-party Information Systems development : the challenge of cross-boundary collaboration
(Massachusetts Institute of Technology, 2001)
Information System (IS) development has always involved multiple stakeholders, but the IS literature has traditionally focused on collaboration between two groups: technical developers and users. With changes in technology, ...