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Integrating market research projections: The bias toward lower numbers

Anne Louise Roggeveen, 2001

Faculty Advisor: Gita Venkataramani Johar

Managers today have enormous opportunity to examine multiple market research reports. These reports are useful in creating marketing plans. Often, however, these multiple market research reports contain conflicting information. The question explored in this research is how a manager integrates conflicting quantitative information (projections) to form a forecast to be used in marketing planning.

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Inflation indexed bonds

Stefano Risa, 2001

Faculty Advisor: Suresh Sundaresan

This research makes joint use of the prices of nominal and inflation indexed bonds to estimate and study inflation risk premium, inflation expectations, and real and nominal term premia.

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Early stopping in financial simulations

Jeremy Charles Staum, 2001

Faculty Advisor: Paul Glasserman

I develop and analyze variance reduction techniques for Monte Carlo simulation, motivated by problems of pricing financial derivatives. There are two new approaches, both of which deal with the possibility of simulated paths stopping early.

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Does break up lead to break down? Effects of parent and industry influences on spinoff firms

Kristin Anne Stucker, 2001

Faculty Advisor: Donald C. Hambrick

Founding research in the strategic management literature supports the argument that firm success is predicated upon fit between firm and environment (Lawrence & Lorsch, 1967; Ansoff, 1965). Likelihood of firm success increases when firms are able to match their own strengths and weaknesses to industry opportunities and threats (Porter, 1980). In addition, subunits within multibusiness organizations often face pressure to conform to parental norms and expectations. This duality often creates conflict, whereby subunits may be at odds with their industry peers.

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Three essays on continuous time finance

Hua (Alex) Tang, 2001

Faculty Advisor: Lawrence Glosten

In first essay, I present a general equilibrium model of financial asset pricing where market can be incomplete. The focus is on the effects of economics fundamentals on capital asset pricing model. Using martingale approach, I am able to solve models of asset pricing, optimal consumption, production, leisure and portfolio choice in which heterogeneous agents maximize their expected utility functions which are defined over not only consumption but also leisure. Solving these models, I derive a CAPM expressing the returns in terms of covariance

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A decision support system for media planning

Peter Rene De Maeyer, 2001

Faculty Advisor: Rajeev Kohli

The media planning problem deals with the optimal allocation of a given budget over a predefined set of advertising vehicles. This problem can be formulated as a nonlinear integer program and solved by means of dynamic programming. A number of other exact and approximate solution methods are proposed, including a branch and bound algorithm, a fully polynomial approximation scheme and a greedy heuristic. It is shown that this greedy heuristic has (1) time and space complexity linear in the number of vehicle options and (2) a nonzero performance lower

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Operating cost structure information: Implications for disclosure, forecasting, and valuation

Tomer Regev, 2001

Faculty Advisor: Stephen Penman

The current presentation of financial statements provides scant guidance for constructing the relation between revenues and operating costs. This relation is central for the analysis of profitability and earnings variability, which are key factors in generating operating earnings predictions and in assessing risk. Moreover, commonly used profitability ratios imply that operating earnings are proportional to sales. This paper infuses structure into the analysis of profitability and earnings variability by disaggregating operating costs into three

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Essays on financial development and financing constraints

Inessa Love, 2001

Faculty Advisor: Charles P. Himmelberg

This dissertation provides micro-economic evidence to support the claim that underdeveloped financial and legal institutions adversely affect economic growth. Three chapters of this dissertation provide independent evidence that underdeveloped financial and legal systems result in a high cost of external finance which in turn restricts firm's investment policy and results in inefficient capital allocation.

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Three essays on revenue management

Itir Zeynep Karaesmen, 2001

Faculty Advisor: Garret J. van Ryzin

In this dissertation, we study three topics on revenue management. First, we consider a simplified air cargo problem. We show that a linear programming based approach proposed for airline seat inventory control can be used for air cargo as well. Because of the characteristics of demand and inventories, the formulation is a continuous linear program, and poses difficulties in forecasting and optimization. We focus on the optimization problem, show that the bid prices for the air cargo problem exist and present three approximation

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Coordination mechanisms and equilibrium performance in supply chains with retailer competition

Fernando Gabriel Bernstein, 2001

Faculty Advisor: Awi Federgruen

This dissertation addresses many fundamental questions regarding the equilibrium behavior of decentralized supply chains with competing retailers. We confine ourselves to two-echelon supply chains with a single supplier servicing a network of competing retailers. The supplier distributes closely substitutable products to a set of competing firms that in turn sell these to the consumers. Each firm's sales volume depends on the prices charged by him as well as those charged by all other retailers, according to a general demand function.

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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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