Country: United States

Found 17049 papers in total
Pricing and hedging path-dependent options under the CEV process
Pricing and hedging path-dependent options under the CEV process
2001,
Much of the work on path-dependent options assumes that the underlying asset price...
Future capacity procurements under unknown demand and increasing costs
Future capacity procurements under unknown demand and increasing costs
2001,
In this paper we study a situation in which a broker must manage the procurement of a...
Leveraging the customer base: Creating competitive advantage through knowledge management
Leveraging the customer base: Creating competitive advantage through knowledge management
2001,
Professional services firms (e.g., consultants, accounting firms, or advertising...
A theory of finitely durable goods monopoly with used-goods market and transaction costs
A theory of finitely durable goods monopoly with used-goods market and transaction costs
2001,
We construct a dynamic game to model a monopoly of finitely durable goods. The...
Price dispersion and differentiation in online travel: An empirical investigation
Price dispersion and differentiation in online travel: An empirical investigation
2002,
Previous research has examined whether price dispersion exists in theoretically highly...
Project contracts and payment schedules: The client's problem
Project contracts and payment schedules: The client's problem
2001,
Contractual agreements have assumed significant complexity in recent times because of...
Sharing the wealth: When should firms treat customers as partners?
Sharing the wealth: When should firms treat customers as partners?
2002,
Marketers often stress the importance of treating customers as partners. A fundamental...
Pricing claims under GARCH-level dependent interest rate processes
Pricing claims under GARCH-level dependent interest rate processes
2001,
This article considers the pricing of interest-rate-sensitive claims when the...
Supply chain coordination under channel rebates with sales effort effects
Supply chain coordination under channel rebates with sales effort effects
2002,
A channel rebate is a payment from a manufacturer to a retailer based on retailer...
Organizational endowments and the performance of university start-ups
Organizational endowments and the performance of university start-ups
2002,
The question of how initial resource endowments – the stocks of resources that...
Network ties, reputation, and the financing of new ventures
Network ties, reputation, and the financing of new ventures
2002,
Explaining how entrepreneurs overcome information asymmetry between themselves and...
Predicting equity liquidity
Predicting equity liquidity
2002,
In this paper we develop a measure of liquidity, price impact, which quantifies the...
Project assignment rights and incentives for eliciting ideas
Project assignment rights and incentives for eliciting ideas
2002,
In this paper, we study an incentive problem that arises between a principal and two...
Aggregate social discount rate derived from individual discount rates
Aggregate social discount rate derived from individual discount rates
2002,
In the economic evaluation of large public-sector projects, an aggregate social...
A jump-diffusion model for option pricing
A jump-diffusion model for option pricing
2002,
Brownian motion and normal distribution have been widely used in the...
Aspiration-level adaptation in an American financial services organization: A field study
Aspiration-level adaptation in an American financial services organization: A field study
2002,
Using field data from an American financial services organization, we examined the...
Optimal dynamic auctions for revenue management
Optimal dynamic auctions for revenue management
2002,
We analyze a dynamic auction, in which a seller with C units to sell faces a sequence...
Note on ‘guarantees in auctions: The auction house as negotiator and managerial decision maker’
Note on ‘guarantees in auctions: The auction house as negotiator and managerial decision maker’
2002,
In this note, we identify two errors in Greenleaf, Rao, and Sinha's analysis of...
An approximate Bayesian algorithm for combining forecasts
An approximate Bayesian algorithm for combining forecasts
2001,
In this paper we propose a consensus forecasting method based on a convex combination...
A context-dependent model of the gambling effect
A context-dependent model of the gambling effect
2002,
This paper presents a context-dependent theory of decision under risk. The relevant...
Information technology acceptance by individual professionals: A model comparison approach
Information technology acceptance by individual professionals: A model comparison approach
2001,
The proliferation of innovative and exciting information technology applications that...
Rationality in strategic information technology decisions: The impact of shared domain knowledge and IT unit structure
Rationality in strategic information technology decisions: The impact of shared domain knowledge and IT unit structure
2002,
Rationality is a fundamental concept to several models of IT planning and...
The latest arrival hub location problem
The latest arrival hub location problem
2001,
The traditionally studied hub location problems in the literautre pay attention to...
Strategic factor market intelligence: An application of information economics to strategy formulation and competitor intelligence
Strategic factor market intelligence: An application of information economics to strategy formulation and competitor intelligence
2001,
This paper develops a model of information-acquisition decisions by firms that are...
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