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Implementing reusable solvers : an object-oriented framework for operations research algorithms
(Massachusetts Institute of Technology, 1998)
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 modeling and measurement of consumers' decision strategies
(Massachusetts Institute of Technology, 2012)
This thesis consists of three related essays which explore new approaches to modeling and measurement of consumer decision strategies. The focus is on decision strategies that deviate from von Neumann-Morgenstern utility ...
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 ...
Large-scale analytics and optimization in urban transportation : improving public transit and its integration with vehicle-sharing services
(Massachusetts Institute of Technology, 2013)
Public transportation is undeniably an effective way to move a large number of people in a city. Its ineffectiveness, such as long travel times, poor coverage, and lack of direct services, however, makes it unappealing to ...