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(836)
- News (79)
- Research (641)
- Events (14)
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- Faculty Publications (634)
Show Results For
- All HBS Web
(836)
- News (79)
- Research (641)
- Events (14)
- Multimedia (4)
- Faculty Publications (634)
- March 1999 (Revised December 2001)
- Background Note
Analyzing Consumer Preferences
By: Robert J. Dolan
Presents a non-traditional description of the conjoint analysis methodology. Discusses the process by which a study is done and cites areas of application. View Details
Dolan, Robert J. "Analyzing Consumer Preferences." Harvard Business School Background Note 599-112, March 1999. (Revised December 2001.)
- 1985
- Chapter
The Role of Contingent Claims Analysis in Corporate Finance
By: Scott P. Mason and Robert C. Merton
- 1999
- Chapter
Interest Rate Rules in an Estimated Sticky Price Model
By: Julio J. Rotemberg and Michael Woodford
Rotemberg, Julio J., and Michael Woodford. "Interest Rate Rules in an Estimated Sticky Price Model." In Monetary Policy Rules, edited by John B. Taylor. Chicago: University of Chicago Press, 1999.
- August 2018
- Article
Extrapolation and Bubbles
By: Nicholas Barberis, Robin Greenwood, Lawrence Jin and Andrei Shleifer
We present an extrapolative model of bubbles. In the model, many investors form their demand for a risky asset by weighing two signals: an average of the asset’s past price changes and the asset’s degree of overvaluation. The two signals are in conflict, and investors... View Details
Barberis, Nicholas, Robin Greenwood, Lawrence Jin, and Andrei Shleifer. "Extrapolation and Bubbles." Journal of Financial Economics 129, no. 2 (August 2018): 203–227.
- 2016
- Working Paper
Algorithmic Foundations for Business Strategy
By: Mihnea Moldoveanu
I introduce algorithmic and meta-algorithmic models for the study of strategic problem solving, aimed at illuminating the processes and procedures by which strategic managers and firms deal with complex problems. These models allow us to explore the relationship... View Details
Moldoveanu, Mihnea. "Algorithmic Foundations for Business Strategy." Harvard Business School Working Paper, No. 17-036, October 2016.
- 1995
- Book
Introduction to Statistical Decision Theory
By: John W. Pratt, Howard Raiffa and Robert Schlaifer
Pratt, John W., Howard Raiffa, and Robert Schlaifer. Introduction to Statistical Decision Theory. MIT Press, 1995.
- January 1990 (Revised February 1990)
- Case
MSA: The Software Company--Planning the AMAPs Product Line
By: Robert J. Dolan
MSA has commissioned a major market research study to assess demand potential for a computer software system designed for aerospace and defense contractors. Students must evaluate the results of the study (including a conjoint analysis) to assess whether MSA should... View Details
Dolan, Robert J. "MSA: The Software Company--Planning the AMAPs Product Line." Harvard Business School Case 590-069, January 1990. (Revised February 1990.)
- May 1984 (Revised September 1986)
- Background Note
Basic Quantitative Analysis for Marketing
By: Robert J. Dolan
Shows how to calculate and use the break-even volume in marketing decision making. View Details
Dolan, Robert J. "Basic Quantitative Analysis for Marketing." Harvard Business School Background Note 584-149, May 1984. (Revised September 1986.)
- 22 Sep 2015
- News
Turning Troubled Schools into High-Achievers
of stories of success. If I think about one of our turnaround schools, before we intervened at that school, only about 12 or 13 percent of students were demonstrating grade-level proficiency in mathematics and in reading. We were asked to... View Details
- 26 May 2022
- News
Bidding Up
blah, blah. Talking about a case and the antipathy towards theory, the lack of a foundation in disciplines like economics and mathematics and so on, I thought was appalling. Okay. So on one WAC, you know, Written Analysis of Case. Okay.... View Details
- 01 Mar 2023
- News
The Latest Model
understanding of network effects, revenue models, and ecosystem development. Given its founders’ academic pedigrees—Barrera studied with Nobel laureate Oliver Hart; Hurder with Nobel laureate and HBS professor emeritus Al Roth—Prysm also is more View Details
- 1980
- Chapter
Tests of Capital Market Theory and Implications of the Evidence
By: Michael Jensen
Jensen, Michael. "Tests of Capital Market Theory and Implications of the Evidence." In Handbook of Financial Economics, edited by J. L. Bicksler. North-Holland Publishing Company, 1980. (Originally published in Is Financial Analysis Useless? Proceedings of a Seminar on the Efficient Market and Random Walk Hypotheses (The Financial Analysts Research Foundation, 1975).)
- Article
Value of Information with Sequential Futures Markets
By: Jerry R. Green
The effects of an improvement in information on the efficiency of risk-bearing are studied under various systems of incomplete markets. With sequential futures markets for uncontingent delivery, the welfare effects are indeterminate in sign, except under special... View Details
Green, Jerry R. "Value of Information with Sequential Futures Markets." Econometrica 49, no. 2 (March 1981): 335–358.
- March 2010
- Article
Matching with Preferences over Colleagues Solves Classical Matching
In this note, we demonstrate that the problem of "many-to-one matching with (strict) preferences over colleagues" is actually more difficult than the classical many-to-one matching problem, "matching without preferences over colleagues." We give an explicit reduction... View Details
Kominers, Scott Duke. "Matching with Preferences over Colleagues Solves Classical Matching." Games and Economic Behavior 68, no. 2 (March 2010): 773–780.
- 1982
- Chapter
Informal Covariation Assessment: Data-based vs. Theory-based Judgements
By: D. Jennings, T. M. Amabile and L. D. Ross
Keywords: Mathematical Methods
- November 1993
- Article
Stable Matchings, Optimal Assignments, and Linear Programming
By: A. E. Roth, U. G. Rothblum and J. H. Vande Vate
Keywords: Mathematical Methods
Roth, A. E., U. G. Rothblum, and J. H. Vande Vate. "Stable Matchings, Optimal Assignments, and Linear Programming." Mathematics of Operations Research 18, no. 4 (November 1993): 803–828.
- November 2021
- Article
Gaussian Process Subset Scanning for Anomalous Pattern Detection in Non-iid Data
By: William Herlands, Edward McFowland III, Andrew Gordon Wilson and Daniel B. Neill
Identifying anomalous patterns in real-world data is essential for understanding where, when, and how systems deviate from their expected dynamics. Yet methods that separately consider the anomalousness of each individual data point have low detection power for subtle,... View Details
Herlands, William, Edward McFowland III, Andrew Gordon Wilson, and Daniel B. Neill. "Gaussian Process Subset Scanning for Anomalous Pattern Detection in Non-iid Data." Proceedings of Machine Learning Research (PMLR) 84 (2018): 425–434. (Also presented at the 21st International Conference on Artificial Intelligence and Statistics (AISTATS), 2018.)
- 2016
- Article
Penalized Fast Subset Scanning
By: Skyler Speakman, Sriram Somanchi, Edward McFowland III and Daniel B. Neill
We present the penalized fast subset scan (PFSS), a new and general framework for scalable and accurate pattern detection. PFSS enables exact and efficient identification of the most anomalous subsets of the data, as measured by a likelihood ratio scan statistic.... View Details
Keywords: Disease Surveillance; Likelihood Ratio Statistic; Pattern Detection; Scan Statistic; Mathematical Methods
Speakman, Skyler, Sriram Somanchi, Edward McFowland III, and Daniel B. Neill. "Penalized Fast Subset Scanning." Journal of Computational and Graphical Statistics 25, no. 2 (2016): 382–404. (Selected for “Best of JCGS” invited session by the journal’s editor in chief.)
- 2013
- Article
Beyond Alternating Permutations: Pattern Avoidance in Young Diagrams and Tableaux
By: Nihal Gowravaram and Ravi Jagadeesan
We investigate pattern avoidance in alternating permutations and generalizations thereof. First, we study pattern avoidance in an alternating analogue of Young diagrams. In particular, we extend Babson-West’s notion of shape-Wilf equivalence to apply to alternating... View Details
Keywords: Pattern Avoidance; Alternating Permutations; Descent Type Permutations; Wilf Equivalence; Shape-Wilf Equivalence; Mathematical Methods
Gowravaram, Nihal, and Ravi Jagadeesan. "Beyond Alternating Permutations: Pattern Avoidance in Young Diagrams and Tableaux." #P17. Electronic Journal of Combinatorics 20, no. 4 (2013).