Now showing items 1-10 of 13
Do hedge funds’ exposures to risk factors predict their future returns?
This paper investigates hedge funds’ exposures to various financial and macroeconomic risk factors through alternative measures of factor betas and examines their performance in predicting the crosssectional variation in ...
Build-to-order meets global sourcing: planning challenge for the auto industry
Auto manufacturers today face many challenges: The industry is plagued with excess capacity that drives down prices, international competitors are seizing share at both ends of the market and consumers are well informed ...
Marketing's profit impact: quantifying online and off-line funnel progression
Inofec, a small- to medium-sized enterprise in the business-to-business sector, desired a more analytic approach to allocate marketing resources across communication activities and channels. We developed a conceptual ...
Testing for convergence in bank efficiency: a cross-country analysis
(Taylor & Francis, 2011)
This paper empirically investigates a possible convergence among the operational efficiency of financial institutions across countries. We explore (i) the relative performance of banking industries in two samples (European ...
Does online information drive offline revenues? Only for specific products and consumer segments!
While many offline retailers have developed informational websites that offer information on products and prices, the key question for such informational websites is whether they can increase revenues via web-to-store ...
Telecommunications network design with multiple technologies
(Springer Science+Business Media, 2011-02)
In this paper we consider a telecommunications network design problem allowing for multiple technologies. The problem arises in wide-area network and metro-area network design for which a combination of Technologies may ...
Designing new electoral districts for the city of Edmonton
Every few years, the city of Edmonton, Canada must review and evaluate changes to its electoral district boundaries. The review process that was completed in 2009 resulted in modifying the district plan from a six-ward ...
Group identity in markets
We present a laboratory experiment that measures the effects of group identity—one's perceived membership in social groups—on market transactions in an oligopoly market with a few sellers and buyers. We artificially induce ...
Drift control with changeover costs
We model the problem of managing capacity in a build-to-order environment as a Brownian drift control problem and seek a policy that minimizes the long-term average cost. We assume the controller can, at some cost, shift ...
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