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MANSCI
2010
83views more  MANSCI 2010»
12 years 11 months ago
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
Gurdip Bakshi, Liuren Wu
MANSCI
2010
76views more  MANSCI 2010»
12 years 11 months ago
What Makes Them Tick? Employee Motives and Firm Innovation
Henry Sauermann, Wesley M. Cohen
MANSCI
2010
108views more  MANSCI 2010»
12 years 11 months ago
Capacity Sizing Under Parameter Uncertainty: Safety Staffing Principles Revisited
We study a capacity sizing problem in a service system that is modeled as a single-class queue with multiple servers and where customers may renege while waiting for service. A sa...
Achal Bassamboo, Ramandeep S. Randhawa, Assaf J. Z...
MANSCI
2010
90views more  MANSCI 2010»
12 years 11 months ago
Target Age and the Acquisition of Innovation in High-Technology Industries
Sam Ransbotham, Sabyasachi Mitra
MANSCI
2010
66views more  MANSCI 2010»
12 years 11 months ago
Deal or No Deal: Hormones and the Mergers and Acquisitions Game
Young male CEOs appear to be combative: they are 4% more likely to be acquisitive and, having initiated an acquisition, they are over 20% more likely to withdraw an offer. Further...
Maurice D. Levi, Kai Li, Feng Zhang
MANSCI
2010
73views more  MANSCI 2010»
12 years 11 months ago
Timing of Effort and Reward: Three-Sided Moral Hazard in a Continuous-Time Model
Businesses often need to face the problem of providing incentives for employees to work together effectively on projects that develop over time. This paper derives the optimal con...
Jun Yang
MANSCI
2010
101views more  MANSCI 2010»
12 years 11 months ago
Does a Manufacturer Benefit from Selling to a Better-Forecasting Retailer?
This paper considers a manufacturer selling to a newsvendor retailer that possesses superior demand-forecast information. We show that the manufacturer's expected profit is c...
Terry A. Taylor, Wenqiang Xiao
MANSCI
2010
66views more  MANSCI 2010»
12 years 11 months ago
Joint Dynamic Pricing of Multiple Perishable Products Under Consumer Choice
Yalçin Akçay, Harihara Prasad Natara...