Publications

Publications

Filter Results: (141) Arrow Down

Show Results For

← Page 4 of 141 Results →
Sort by

Are you looking for?

→Search All HBS Web
  • 08 Jul 2008
  • First Look

First Look: July 8, 2008

on five to 10 years of monthly sector returns that are initially drawn from a known multivariate normal distribution. Mean-variance optimization is designed to produce the highest ratio of excess portfolio... View Details
Keywords: Martha Lagace
  • 28 Apr 2009
  • First Look

First Look: April 28, 2009

are discussed. Download the paper: http://www.hbs.edu/research/pdf/08-080.pdf Turning Waste into By-Product (revised) Author:Deishin Lee Abstract We determine, in a competitive setting, the optimal operating regimes for a firm that... View Details
Keywords: Martha Lagace
  • 11 Jan 2011
  • First Look

First Look: Jan. 11

repurchasers to forecast characteristic-related factor returns. For example, we show that large firms underperform following years when issuing firms are large relative to repurchasing firms. While our strongest results are for portfolios... View Details
Keywords: Sean Silverthorne
  • 20 May 2008
  • First Look

First Look: May 20, 2008

Life-Cycle Funds Authors:Francisco J. Gomes, Laurence J. Kotlikoff, and Luis M. Viceira Abstract We investigate optimal consumption, asset accumulation and portfolio decisions in a realistically calibrated... View Details
Keywords: Martha Lagace
  • 20 Oct 2015
  • First Look

October 20, 2015

illustrative example, we show that production subsidies of higher investment and production cost technologies (such as carbon capture and storage technologies) have no effect on the firm's optimal total capacity when firms own a View Details
Keywords: Sean Silverthorne
  • 13 Apr 2010
  • First Look

First Look: April 13

behavior and preferences into service cost and productivity standard metrics. Optimal Value and Growth Tilts in Long-Horizon Portfolios Authors:W. Jakub Jurkek and Luis M. Viceira Publication:Review of... View Details
Keywords: Martha Lagace
  • 19 Jun 2012
  • First Look

First Look: June 19

the acquisition of U.S. Oncology, an integrated cancer care company, whose expertise it could leverage in offerings catered to other physician specialties. With a vast portfolio of products and services serving a wide spectrum of health... View Details
Keywords: Sean Silverthorne
  • 28 Aug 2018
  • First Look

New Research and Ideas, August 28, 2018

different types of physicians. By understanding the dynamic effect of sales calls across heterogeneous physicians, we provide guidance on the design of optimal call patterns for route sales. The findings reveal that the long-term... View Details
Keywords: Dina Gerdeman
  • 17 Mar 2009
  • First Look

First Look: March 17, 2009

to combat gray markets is to increase internal transfer prices to foreign subsidiaries in order to increase the gray market's cost base. We illustrate that when a gray market competitor is present, the optimal price for internal transfers... View Details
Keywords: Martha Lagace
  • 17 Sep 2013
  • First Look

First Look: September 17

calling on bullish analysts tend to underperform in the future. Firms that call on more favorable analysts experience more negative future earnings surprises and more future earnings restatements. A long-short portfolio that exploits this... View Details
Keywords: Sean Silverthorne
  • 24 Oct 2017
  • First Look

First Look at New Research and Ideas, October 24, 2017

following questions: Was Centerbridge valuing Great Wolf correctly? Would CMBS be the optimal financing structure, and why had no other firm contemplated this type of financing? Would the company, in partnership with Centerbridge, be able... View Details
Keywords: Sean Silverthorne
  • 23 Jun 2009
  • First Look

First Look: June 23

attention to the returns of firms that do not issue at all, suggesting that issuance is partly an attempt to cater to broad time-varying patterns in characteristics mispricing. Our approach helps forecast returns to portfolios based on... View Details
Keywords: Martha Lagace
  • 09 Oct 2018
  • First Look

New Research and Ideas, October 9, 2018

research to understand when and for whom cash and non-cash rewards increase intrinsic motivation, organizational commitment, and optimal functioning in order to improve the design and implementation of existing reward programs.... View Details
Keywords: Dina Gerdeman
  • 24 Jul 2007
  • First Look

First Look: July 24, 2007

a firm practicing by-product synergy is that quantities of the primary product and by-product are linked, with production of the primary product defining the upper bound of the quantity of the by-product. Optimization of a by-product... View Details
Keywords: Martha Lagace
  • 09 Dec 2014
  • First Look

First Look: December 9

Download working paper: http://www.hbs.edu/faculty/Publication%20Files/15-016_c6e7c9cc-70a3-4119-bd7b-8e4b25a26312.pdf Technology Choice and Capacity Portfolios Under Emissions Regulation By: Drake, David, Paul R. Kleindorfer, and Luk N.... View Details
Keywords: Sean Silverthorne
  • 13 Nov 2018
  • First Look

New Research and Ideas, November 13, 2018

portfolio liquidations, which result in temporary drops in stock prices, and identify the brokers that intermediate these trades. We show that these brokers’ best clients tend to predate on the liquidating funds: at the beginning of the... View Details
Keywords: Dina Gerdeman
  • 24 Mar 2015
  • First Look

First Look: March 24

is currently provided by GAAP financial reporting. The purpose of this paper is to examine the optimal design of information intermediaries that can increase the impact of sustainability information on corporate conduct. Specifically, we... View Details
Keywords: Sean Silverthorne
  • 10 May 2011
  • First Look

First Look: May 10

menu. We illustrate this result empirically in the context of 401(k) plans, where we show a negative relation between the number of investment choices in a 401(k) plan and the quality of the optimal View Details
Keywords: Sean Silverthorne
  • 14 Dec 2011
  • Research & Ideas

The New Measures for Improving Nonprofit Performance

organizations what they need to run effectively and course-correct when needed. It's that basic. One of our portfolio organizations, the Latin American Youth Center, had to course-correct when it found that a new domestic violence... View Details
Keywords: by Julia Hanna
  • 12 Dec 2017
  • First Look

New Research and Ideas, December 12, 2017

trade-level data, we study whether brokers play a role in spreading order flow information. We focus on large portfolio liquidations, which result in temporary drops in stock prices, and identify the brokers that intermediate these... View Details
Keywords: Sean Silverthorne

Are you looking for?

→Search All HBS Web