Journal: Management Science

Found 3158 papers in total
Context-dependent preferences
Context-dependent preferences
1993,
The standard theory of choice-based on value maximization-associates with each option...
Level schedules for mixed-model, Just-in-Time processes
Level schedules for mixed-model, Just-in-Time processes
1993,
A mixed-model manufacturing facility running under a Just-in-Time (JIT) production...
Solving airline crew scheduling problems by branch-and-cut
Solving airline crew scheduling problems by branch-and-cut
1993,
The crew scheduling problem is one that has been studied almost continually for the...
Common cycle lot-size scheduling for multi-product, multi-stage production
Common cycle lot-size scheduling for multi-product, multi-stage production
1993,
In this paper the authors study the Common Cycle Scheduling Problem (CCSP). The...
Mortgages and Markov chains: A simplified evaluation model
Mortgages and Markov chains: A simplified evaluation model
1993,
This paper has two purposes. The first is purely expository: to introduce stochastic...
Valuation and analysis of Collateralized Mortgage Obligations
Valuation and analysis of Collateralized Mortgage Obligations
1993,
This study develops a model for the valuation of Collateralized Mortgage Obligations...
Diversification under supply uncertainty
Diversification under supply uncertainty
1993,
Supply chain management is becoming an increasingly important issue, especially when...
Were the returns from stocks and bonds of different countries really different in the 1980s?
Were the returns from stocks and bonds of different countries really different in the 1980s?
1993,
The authors analyzed the total equity returns of indexes from Australia, Canada,...
Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s
Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s
1993,
This paper explores the impact of adjustments to the inputs on total returns, terminal...
On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: A comparision of returns and investment policies
On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: A comparision of returns and investment policies
1993,
This paper compares two approximation schemes for calculating the optimal portfolios...
Growth-security investment strategy for long and short runs
Growth-security investment strategy for long and short runs
1993,
It is well known that the investment policy maximizing the expected logarithm of...
Portfolio choices in the presence of other risks
Portfolio choices in the presence of other risks
1993,
The effects of multivariate risk are examined in a model of portfolio choice. The...
Compensation plans for single- and multi-product salesforces: An application of the Holmstrom-Milgrom model
Compensation plans for single- and multi-product salesforces: An application of the Holmstrom-Milgrom model
1993,
The agency theory approach to understanding salesforce compensation plans is modified...
Optimal power-of-two replenishment strategies in capacitated general production/distribution networks
Optimal power-of-two replenishment strategies in capacitated general production/distribution networks
1993,
In this paper the authors develop a model for a capacitated production/distribution...
A multiperiod minimax resource allocation problem with substitutable resources
A multiperiod minimax resource allocation problem with substitutable resources
1993,
In this paper the authors consider a multiperiod resource allocation model in which...
Characterizing the output process of a CONWIP line with deterministic processing and random outages
Characterizing the output process of a CONWIP line with deterministic processing and random outages
1993,
The authors model a CONWIP (CONstant Work-in-Process) production line with...
Large fluctuations in a deterministic multiclass network of queues
Large fluctuations in a deterministic multiclass network of queues
1993,
This paper investigates a relatively simple deterministic four-class two-queue...
Compound sets in mathematical programming modeling languages
Compound sets in mathematical programming modeling languages
1993,
This paper presents a series of simple but realistic examples in which common...
Control-variate models of common random numbers for multiple comparisons with the best
Control-variate models of common random numbers for multiple comparisons with the best
1993,
Using common random numbers (CRN) in simulation experiment design is known to reduce...
Weighted batch means for confidence intervals in steady-state simulations
Weighted batch means for confidence intervals in steady-state simulations
1993,
The authors propose a new procedure for providing confidence-interval estimators of...
Laplace-Weibull mixtures for modeling price changes
Laplace-Weibull mixtures for modeling price changes
1993,
B. Mandelbrot and E. Fama in the sixties, and W. Ziemba in the seventies, suggested...
Covariance structure models and influence diagrams
Covariance structure models and influence diagrams
1993,
Statisticians use covariance structure modeling as a versatile tool for modeling and...
Filtered sampling from populations with heterogeneous event frequencies
Filtered sampling from populations with heterogeneous event frequencies
1993,
A hierarchical model is developed to account for selection biases that result from...
The effects of risk aversion on production decisions in decentralized organizations
The effects of risk aversion on production decisions in decentralized organizations
1993,
This paper presents a principal-agent model in which subsequent to contracting the...
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