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All HBS Web
(1,969)
- Faculty Publications (558)
- March 2005
- Article
Sovereign Debt As a Contingent Claim: A Quantitative Approach
By: Laura Alfaro and Fabio Kanczuk
We construct a dynamic equilibrium model with contingent service and adverse selection to quantitatively study sovereign debt. In the model, benefits of defaulting are tempered by higher future interest rates. For a wide set of parameters, the only equilibrium is one...
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Keywords:
Sovereign Finance;
Borrowing and Debt;
Interest Rates;
Balance and Stability;
Risk and Uncertainty;
Risk Management;
Mathematical Methods;
Management Style;
Segmentation;
Debt Securities;
Banking Industry
Alfaro, Laura, and Fabio Kanczuk. "Sovereign Debt As a Contingent Claim: A Quantitative Approach." Journal of International Economics 65, no. 2 (March 2005).
- February 2005 (Revised November 2016)
- Background Note
Forecasting the Adoption of a New Product
By: Elie Ofek
Provides tools and methodologies that allow forecasting demand for innovative new products. Highlights the Bass model—the theory behind it and ways to determine its parameters. Provides a detailed example of how to use the Bass model to forecast demand for satellite...
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Keywords:
Forecasting and Prediction;
Innovation and Invention;
Marketing;
Demand and Consumers;
Mathematical Methods;
Competition
Ofek, Elie. "Forecasting the Adoption of a New Product." Harvard Business School Background Note 505-062, February 2005. (Revised November 2016.)
- February 2005
- Article
An Econometric Analysis of Inventory Turnover Performance in Retail Services
By: Vishal Gaur, Marshall L. Fisher and Ananth Raman
Gaur, Vishal, Marshall L. Fisher, and Ananth Raman. "An Econometric Analysis of Inventory Turnover Performance in Retail Services." Management Science 51, no. 2 (February 2005): 181–194.
- February 2005 (Revised March 2005)
- Background Note
Simple Regression Mathematics
By: Frances X. Frei and Dennis Campbell
Describes the underlying mathematics of regression.
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Keywords:
Mathematical Methods
Frei, Frances X., and Dennis Campbell. "Simple Regression Mathematics." Harvard Business School Background Note 605-061, February 2005. (Revised March 2005.)
- February 2005 (Revised November 2006)
- Background Note
Using Data Desk for Statistical Analysis
By: Frances X. Frei and Dennis Campbell
Describes how to use the Data Desk software package to perform statistical analysis.
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Keywords:
Mathematical Methods
Frei, Frances X., and Dennis Campbell. "Using Data Desk for Statistical Analysis." Harvard Business School Background Note 605-060, February 2005. (Revised November 2006.)
- 2005
- Working Paper
Nominal versus Indexed Debt: A Quantitative Horse Race
By: Laura Alfaro and Fabio Kanczuk
The main arguments in favor of and against nominal and indexed debt are the incentive to default through inflation versus hedging against unforeseen shocks. We model and calibrate these arguments to assess their quantitative importance. We use a dynamic equilibrium...
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Keywords:
Borrowing and Debt;
Taxation;
Risk and Uncertainty;
Inflation and Deflation;
System Shocks;
Developing Countries and Economies;
Mathematical Methods
Alfaro, Laura, and Fabio Kanczuk. "Nominal versus Indexed Debt: A Quantitative Horse Race." Harvard Business School Working Paper, No. 05-053, January 2005. (Revised March 2010. Also NBER Working Paper No. 13131.)
- 2005
- Working Paper
Pseudo Market Timing and Predictive Regressions
By: Malcolm Baker, Ryan Taliaferro and Jeffrey Wurgler
A number of studies claim that aggregate managerial decision variables, such as aggregate equity issuance, have power to predict stock or bond market returns. Recent research argues that these results may be driven by an aggregate time-series version of Schultz's...
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Keywords:
Managerial Roles;
Equity;
Market Timing;
Financial Instruments;
Investment Return;
Mathematical Methods
Baker, Malcolm, Ryan Taliaferro, and Jeffrey Wurgler. "Pseudo Market Timing and Predictive Regressions." NBER Working Paper Series, No. 10823, January 2005. (First Draft in 2004.)
- November 2004 (Revised April 2005)
- Background Note
Math for Strategists
By: Tarun Khanna and Jan W. Rivkin
Great strategists rely heavily on numbers as they go about their work. Offers an overview of the high- and low-brow quantitative tools that students encounter during the Strategy course. The class explores high-brow tools in detail; the focus here is on low-brow...
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Khanna, Tarun, and Jan W. Rivkin. "Math for Strategists." Harvard Business School Background Note 705-433, November 2004. (Revised April 2005.)
- November 2004 (Revised March 2007)
- Case
10 Uncommon Values®: Optimizing the Stock-Selection Process
By: Paul M. Healy and Boris Groysberg
In 2003, Steve Hash, research director at Lehman Brothers, prepared to initiate the firm's "Ten Uncommon Values" stock-picking process for the year. An investment committee had to pick the 10 best stocks from about 100 stock ideas presented by the firm's analysts. The...
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Keywords:
Stocks;
Investment;
Financial Strategy;
Decision Making;
Groups and Teams;
Financial Services Industry;
United States
Healy, Paul M., and Boris Groysberg. "10 Uncommon Values®: Optimizing the Stock-Selection Process." Harvard Business School Case 405-022, November 2004. (Revised March 2007.)
- October 2004 (Revised May 2006)
- Case
Wells REIT II
By: Arthur I Segel and Dwight Angelini
Dr. Richard Planter, a dentist, asks his financial adviser, Michael Saris, to review an offering memorandum for a new, private real estate investment trust. After reviewing the documents, Saris needs to develop an analytical framework and provide concrete advice...
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Keywords:
Finance;
Investment;
Framework;
Private Ownership;
Mathematical Methods;
Real Estate Industry
Segel, Arthur I., and Dwight Angelini. "Wells REIT II." Harvard Business School Case 205-019, October 2004. (Revised May 2006.)
- September 20, 2004
- Comment
How Consumers Value Global Brands
By: Douglas Holt, John A. Quelch and Earl L. Taylor
In 2002, we carried out a two-stage research project in partnership with the market research company Research International/USA to find out how consumers in different countries value global brands. First, we conducted a qualitative study in forty-one countries to...
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Keywords:
Global Brands;
Brand Value;
Multi-national Brands;
Social Responsibility;
Global Range;
Multinational Firms and Management;
Globalized Markets and Industries;
Brands and Branding;
Social Marketing;
Corporate Social Responsibility and Impact
Holt, Douglas, John A. Quelch, and Earl L. Taylor. "How Consumers Value Global Brands." Harvard Business School Working Knowledge (September 20, 2004).
- 2004
- Other Unpublished Work
Long-Horizon Mean-Variance Analysis: A User Guide
By: Luis M. Viceira and John Y. Campbell
Keywords:
Mathematical Methods
Viceira, Luis M., and John Y. Campbell. "Long-Horizon Mean-Variance Analysis: A User Guide." September 2004.
- 2004
- Chapter
Paradoxes of Trust: Empirical and Theoretical Departures from a Traditional Model
By: J. Keith Murnighan, Deepak Malhotra and J. Mark Weber
Murnighan, J. Keith, Deepak Malhotra, and J. Mark Weber. "Paradoxes of Trust: Empirical and Theoretical Departures from a Traditional Model." In Trust and Distrust in Organizations: Dilemmas and Approaches, edited by Roderick Kramer and Karen Cook. New York: Russell Sage Foundation, 2004.
- February 2004
- Case
Bradman and Tendulkar, LLC
By: Ananth Raman and Vishal Gaur
An investment firm is trying to project inventory turns for Radio Shack, a chain of consumer electronics stores. The investment firm has access to public financial data but not to internal operational metrics. It needs to project inventory turns because inventory...
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- January 2004 (Revised March 2005)
- Case
Valuation Ratios in the Restaurant Industry
By: Paul M. Healy and Krishna G. Palepu
Examines factors underlying differences in valuation multiples (price-earnings and price-to-book) across four firms in the restaurant industry.
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Healy, Paul M., and Krishna G. Palepu. "Valuation Ratios in the Restaurant Industry." Harvard Business School Case 104-066, January 2004. (Revised March 2005.)
- January 2004 (Revised February 2005)
- Background Note
A Note on Methodological Fit in Management Field Research
By: Amy C. Edmondson and Stacy McManus
To use in doctoral-level management courses on the design of field research methods. Advocates the importance of fit, or internal consistency, among the different elements of a field research project. Although the scientific method provides an essential framework for...
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Edmondson, Amy C., and Stacy McManus. "A Note on Methodological Fit in Management Field Research." Harvard Business School Background Note 604-072, January 2004. (Revised February 2005.)
- Article
Why Hospitals Don't Learn from Failures: Organizational and Psychological Dynamics That Inhibit System Change
By: A. Tucker and A. Edmondson
The importance of hospitals learning from their failures hardly needs to be stated. Not only are matters of life and death at stake on a daily basis, but also an increasing number of U.S. hospitals are operating in the red. This article reports on in-depth qualitative...
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Tucker, A., and A. Edmondson. "Why Hospitals Don't Learn from Failures: Organizational and Psychological Dynamics That Inhibit System Change." California Management Review 45, no. 2 (Winter 2003). (Winner of Accenture Award For the article published in the California Management Review that has made the most important contribution to improving the practice of management.)
- August 2003 (Revised May 2009)
- Background Note
Basic Venture Capital Formula, The
By: William A. Sahlman and Matthew Willis
Briefly summarizes the process that venture capitalists use to analyze high-risk, long-term investments. Contains information on methods that can be used to calculate valuation, share price, percent ownership, implied valuation, dilution, and option pools.
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Sahlman, William A., and Matthew Willis. "Basic Venture Capital Formula, The." Harvard Business School Background Note 804-042, August 2003. (Revised May 2009.)
- January 2003 (Revised February 2011)
- Tool
Business Analysis and Valuation Model (Version 5)
By: Paul M. Healy, Krishna G. Palepu and Jonathan Barnett
Once you enter company financial statements, this software enables you to standardize them to a common format, make any needed adjustments to the company's accounting, and make assumptions about the company's future performance. The model then provides financial ratios...
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