Journal: Management Science

Found 3158 papers in total
Dynamic asset allocation in a mean-variance framework
Dynamic asset allocation in a mean-variance framework
1998,
The aim of this article is to analyze the portfolio strategies that are mean-variance...
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
1998,
The factor model is an important construct for both portfolio managers and researchers...
The role of earnings information in corporate dividend decisions
The role of earnings information in corporate dividend decisions
1998,
This paper examines the role of earnings information in the determination of...
Echelon reorder points, installation reorder points, and the value of centralized demand information
Echelon reorder points, installation reorder points, and the value of centralized demand information
1998,
We consider a serial inventory system with N stages. The material flows from an...
Tree diversity, landscape diversity, and economics of maple–birch forests: Implications of Markovian models
Tree diversity, landscape diversity, and economics of maple–birch forests: Implications of Markovian models
1998,
Markov decision process (MDP) models were effective in analyzing forest management...
An efficient procedure for designing single allocation hub and spoke systems
An efficient procedure for designing single allocation hub and spoke systems
1998,
Given the widespread use of the hub and spoke network architecture and its growing...
Multinomial logit market share models: Equilibrium characteristics and strategic implications
Multinomial logit market share models: Equilibrium characteristics and strategic implications
1998,
We specify and analyze the conditions under which the multinomial logit (MNL) market...
The effects of cross-ruff coupons on sales and profits
The effects of cross-ruff coupons on sales and profits
1998,
Cross-ruff coupons are obtained at the time of purchase of a carrier brand and may be...
Leasing and selling: Optimal marketing strategies for a durable goods firm
Leasing and selling: Optimal marketing strategies for a durable goods firm
1998,
This paper analyzes the problems associated with marketing a durable through leases...
Managing new product definition in highly dynamic environments
Managing new product definition in highly dynamic environments
1998,
In highly dynamic environments, characterized by changing customer preferences and...
Rational shopping behavior and the option value of variable pricing
Rational shopping behavior and the option value of variable pricing
1998,
When a product's price fluctuates at a store, how should rational, cost-minimizing...
Managing broader product lines through delayed differentiation using vanilla boxes
Managing broader product lines through delayed differentiation using vanilla boxes
1998,
In an attempt to reduce cost while maintaining good customer service, some of the...
Lot-sizing with start-up times
Lot-sizing with start-up times
1998,
Many practical applications of lot-sizing and scheduling problems involve start-up...
An acquisition policy for a single item multi-supplier system
An acquisition policy for a single item multi-supplier system
1998,
In this paper we consider the problem of developing an acquisition policy....
Modeling and worker motivation in Just In Time production systems
Modeling and worker motivation in Just In Time production systems
1998,
This paper concerns the modeling of low inventory lines. Currently, most models assume...
Investment strategies for flexible resources
Investment strategies for flexible resources
1998,
This article studies optimal investment in flexible manufacturing capacity as a...
A note on approximating peak congestion in Mt/G/∞ queues with sinusoidal arrivals
A note on approximating peak congestion in Mt/G/∞ queues with sinusoidal arrivals
1998,
We study the M t /G/∞ queue where customers arrive according to a sinusoidal...
Technological forecasting – model selection, model stability, and combining models
Technological forecasting – model selection, model stability, and combining models
1998,
The paper identifies 29 models that the literature suggests are appropriate for...
Toward a theory of continuous improvement and the learning curve
Toward a theory of continuous improvement and the learning curve
1998,
Continuous improvement (CI) inceasingly strives to improve the performance of...
Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes
Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes
1998,
This paper investigates the likelihood ratio method for estimating derivatives of...
Limit theory for performance modeling of future event set algorithms
Limit theory for performance modeling of future event set algorithms
1998,
In a discrete-event simulation, the information related to the events scheduled to...
Optimal mailing of catalogs: A new methodology using estimable structural dynamic programming models
Optimal mailing of catalogs: A new methodology using estimable structural dynamic programming models
1998,
We investigate the key determinants of the optimal direct mail policy in a dynamic...
Stochastic shortest path problems with piecewise-linear concave utility functions
Stochastic shortest path problems with piecewise-linear concave utility functions
1998,
This paper considers a stochastic shortest path problem where the arc lengths are...
Applying robust optimization to capacity expansion of one location in telecommunications with demand uncertainty
Applying robust optimization to capacity expansion of one location in telecommunications with demand uncertainty
1998,
The problem of expanding the capacity of a single facility in telecommunications...
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