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The future benefits in selling, general and administrative expenses

Eugene Joseph Kovacs, 2004

Faculty Advisor: Stephen Penman

This study investigates deficient inter-temporal matching of accounting costs and benefits. I quantify the net effects of matching problems in selling, general and administrative expenses (SGA) incremental to those caused by the required accounting treatment of research and development (R&D) and advertising. Inadequate matching in R&D and advertising has been established in previous research, hence these items are removed from SGA in this study. With perfect matching, there should be no relationship between past SGA and future accounting

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Essays in empirical work in emerging markets

Sergio Godoy, 2004

Faculty Advisor: Joseph E. Stiglitz

This dissertation comprises the empirical analysis of three fundamental issues in emerging markets. They are the following: (1) economic growth, (2) co-movements of sovereign spreads and (3) economic determinants of these spreads.

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A theoretical approach to inference based on maximum observations

Qing Li, 2004

Faculty Advisor: Maria Vassalou

This paper presents a simple theoretical framework where a decision maker either only receives or can only process the most favorable signal. This notion sets this research apart from other word by emphasizing limited attention and concentrated focus on most extreme observations, and has numerous applications in the real world. A decision maker can either accept the status quo, or move to an alternative. He or she receives a noisy signal about the value of each alternative. Due to limited ability, the decision maker processes only the most favorable signal.

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Firm behavior in capital markets with frictions

Virginia Sarria Allende, 2004

Faculty Advisor: Charles Himmelberg

The aim of the present study is to investigate how firms' policies adjust to three different kinds of frictions, in search of optimal economical and financial structures. The first kind of friction emerges from the natural cross-sectional variation across firms; the second and third appear as a consequence of macroeconomic shocks and legal restrictions, respectively.

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Three essays on asymmetric information and corporate defaults

Nan Chen, 2004

Faculty Advisor: Suresh Sundaresan

This dissertation consists of three essays on the effects of asymmetric information on firm's financial distress resolution choices, debt pricing and liquidation/reorganization decisions in bankruptcy.

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On stochastic modelling and optimal control in advertising

Carlo Marinelli, 2004

Faculty Advisor: Victor de la Pena

We study modelling issues and optimal control problems, mainly in the stochastic setting, related to advertising for new product introduction. We consider some stochastic extensions of a classical model of M. Nerlove and K. Arrow, on which we formulate and solve the mixed problem of maximizing product image (goodwill) at a given time and minimizing cumulative advertising costs, and the related problem of reaching a target level of awareness of the advertised product by a given deadline. We also allow, in some cases, budget constraints,

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Inferring dependencies between financial assets with applications to multi-name credit derivatives

Roy Mashal, 2004

Faculty Advisor: Assaf Zeevi

In this dissertation we: (1) develop a statistical framework for testing dependence assumptions in a given time series; (2) develop a statistical test for comparing dependence structures (aka copula functions ) derived from the Normal and Student-t distributions and use this to quantify the potential for extreme co-movements and; (3) analyze in detail credit derivative models and their sensitivity to different dependence assumptions.

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Unintended purchase opportunities: Conflict, choice, and consequence

Anirban Mukhopadhyay, 2004

Faculty Advisor: Gita Venkataramani Johar

Consumers spend substantial proportions of their expenditures on products they had not intended to buy. Correspondingly, marketers spend billions of dollars trying to influence purchase incidence. This dissertation investigates how decisions to either buy or not buy at an unintended purchase opportunity can affect responses to subsequent tempting offers. Integrating research across disciplines relevant to consumer self-control, it builds on the insight that purchase consists of the two related but independent activities of spending and

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On corporate debt and credit risk

Claus M Pedersen, 2004

Faculty Advisor: Suresh M. Sundaresan

The dissertation investigates the optimal structure of corporate debt within a dynamic arbitrage free pricing model. The optimal debt maturity is examined in a setting that allows for dynamic borrowing. The optimality of financing with senior short term and junior long term debt is investigated. Special focus is placed on the role of loan commitments as mechanisms for preventing costly default of firms in financial but not economic distress.

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Characterizing dependence in financial series

Loran Chollete, 2004

Faculty Advisor: Victor H. de la Pena

In this thesis I address the question, how do financial series move together? In order to do this, I develop a new method of modelling different dependence structures, utilizing a mixed copula approach. This method may be applied in unconditional and conditional settings, and allows natural nesting of symmetric and asymmetric dependence. Moreover, the mixed copula framework is directly linked to issues of downside risk, and characterization of financial market turbulence. The first chapter develops my insights on issues of dependence that are

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Application Deadlines

Master of Science in Marketing >

For Fall 2016 Entry:

Available: August 1st, 2015
Deadline: January 4th, 2016

 

Master of Science in Financial Economics >

For Fall 2016 Entry:

Available: August 1st, 2015
Deadline: January 4th, 2016

 

Master of Science in Management Science and Engineering >

For Fall 2016 Entry:
To be determined

 

Available 8/1/15
Sept 2016

Doctoral
Deadline: 01/05/16

MS Marketing
Deadline: 01/04/16

MS Financial Economics
Deadline: 01/04/16

 

Doctoral Program News

Young Alumni Balseiro wins George B. Dantzig Dissertation Award

At the 2014 Informs national meeting, Santiago Balseiro was honored for his work in "Competition and Yield Optimization in Ad Exchanges". We congratulate Santiago on his accomplishment.

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Ethan Rouen wins Deloitte Doctoral Fellowship in Accounting

The Deloitte Foundation has awarded $25,000 grants to 10 top accounting Ph.D. candidates through the Deloitte Foundation’s annual Doctoral Fellowship program. Given to students who plan to pursue academic careers upon graduation, the award will support the 2015 recipients’ final year of coursework and the subsequent year to complete their doctoral dissertation.

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Honigsberg featured in Ideas at Work

The August issue of Ideas at Work features research that doctoral candidate Colleen Honigsberg led in conjunction with Sharon Katz.

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Wazlawek featured in Ideas at Work

Abbie Wazlawek's joint research with Professor Daniel Ames is featured in the June 24th, 2014 edition of Ideas at Work

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Ethan Rouen featured in Ideas at Work

Ethan Rouen's joint research with Professor Dan Amiram is featured in the May 15th, 2014 edition of Ideas at Work

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Rivas Wins Fellowship

The PhD program is proud to congratulate Miguel Duro Rivas, who was awarded the Nasdaq Educational Foundation Doctoral Dissertation Fellowship.

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Wong wins Deloitte Fellowship

We are proud to announce that Yu Ting (Forester) Wong is one of the recipients of the 2014 Deloitte Foundation Doctoral Fellowship in Accounting.

Read More About Yu Ting >

The PhD Program Congratulates John Yao

PhD student John Yao was a finalist in the 2013 M&SOM (Manufacturing & Service Operations Management) student paper competition.

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Honigsberg Named Postdoctoral Fellow

The PhD program is proud to congratulate Colleen Honigsberg, who was named the Postdoctoral Fellow in Corporate Governance at the Millstein Center at Columbia Law School in October 2013

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