Publications

2016
Working Paper

Refugee Resettlement

By: David Delacretaz, Scott Duke Kominers and Alexander Teytelboym

Over 100,000 refugees are permanently resettled from refugee camps to hosting countries every year. Nevertheless, refugee resettlement processes in most countries are ad hoc, accounting for neither the priorities of hosting communities nor the preferences of refugees... View Details

Keywords: Refugees; Marketplace Matching; Mathematical Methods

October 2012 (Revised October 2016)
Case

Predilytics

By: Robert F. Higgins and Annelena Lobb

The management team at Predilytics, a healthcare analytics firm, must decide whether to accept a Series A venture capital financing deal. The company provided analytic services to healthcare plans, typically Medicare Advantage plans, in efforts to draw conclusions from... View Details

Keywords: Analytics; Healthcare; Medicare; Health Care and Treatment; Mathematical Methods; Health Industry; New England; United States

Educators

2008
Chapter

Moving to a New Global Competitiveness Index

By: Michael E. Porter, Mercedes Delgado-Garcia, Christian H.M. Ketels and Scott Stern

Keywords: Globalization; Competitive Advantage; Mathematical Methods

August 2006
Article

Confidence Intervals for Probabilities of Default

By: Samuel G. Hanson and Til Schuermann

In this paper we conduct a systematic comparison of confidence intervals around estimated probabilities of default (PD) using several analytical approaches as well as parametric and nonparametric bootstrap methods. We do so for two different PD estimation... View Details

Keywords: Credit Risk; Bootstrap; Mathematical Methods; Credit; Risk Management

December 1981 (Revised September 1986)
Background Note

Research Methods in Marketing: Survey Research

By: Robert J. Dolan

Presents basic issues in survey research, covering both measurement and sampling error. The intention is to consider each element of the survey process: problem statement, questionnaire design, sampling, and data analysis. View Details

Keywords: Mathematical Methods; Surveys; Marketing

Educators

2023
Article

Balancing Risk and Reward: An Automated Phased Release Strategy

By: Yufan Li, Jialiang Mao and Iavor Bojinov

Phased releases are a common strategy in the technology industry for gradually releasing new products or updates through a sequence of A/B tests in which the number of treated units gradually grows until full deployment or deprecation. Performing phased releases in a... View Details

Keywords: Product Launch; Mathematical Methods; Product Development

January 2020
Article

The Long-Run Dynamics of Electricity Demand: Evidence from Municipal Aggregation

By: Tatyana Deryugina, Alexander MacKay and Julian Reif

We study the dynamics of residential electricity demand by exploiting a natural experiment that produced large and long-lasting price changes in over 250 Illinois communities. Using a flexible difference-in-differences matching approach, we estimate that the price... View Details

Keywords: Electricity Demand; Consumption Dynamics; Energy; Policy; Demand and Consumers; Price; Mathematical Methods

Register to Read

1997
Chapter

Applications of Option-Pricing Theory: Twenty-Five Years Later

By: Robert C. Merton

Keywords: Asset Pricing; Stock Options; Mathematical Methods

spring 1987
Article

Second-Sourcing and the Experience Curve: Price Competition in Defense Procurement

By: James J. Anton and Dennis A. Yao

We examine a dynamic model of price competition in defense procurement that incorporates the experience curve, asymmetric cost information, and the availability of a higher cost alternative system. We model acquisition as a two-stage process in which initial production... View Details

Keywords: Acquisition; Government and Politics; Price; Competition; Mathematical Methods

May 2017
Article

Stable and Strategy-Proof Matching with Flexible Allotments

By: John William Hatfield, Scott Duke Kominers and Alexander Westkamp

We introduce a framework of matching with flexible allotments that can be used to model firms with cross-division hiring restrictions. Our framework also allows us to nest some prior models of matching with distributional constraints. Building upon our recent work on... View Details

Keywords: Balance and Stability; Mathematical Methods

Register to Read

July 1999
Background Note

Note on Statistical Tests for a Randomized Matched Pair Experimental Design, A

By: Alvin J. Silk

Concerns understanding the conditions under which an experimental design that employs matching and randomization may result in gains in precision as compared to a design that utilizes randomization and independent samples--i.e., no matching. An empirical example is... View Details

Keywords: Marketing; Performance Efficiency; Mathematical Methods

Educators

1981
Chapter

Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems

By: André Perold and Harry M. Markowitz

Keywords: Investment Portfolio; Mathematical Methods

18 Sep 2019
Working Paper Summaries

Using Models to Persuade

Keywords: by Joshua Schwartzstein and Adi Sunderam

September 1993 (Revised August 2011)
Exercise

ExtendSim® Simulation Exercises in Process Analysis (A)

By: Roy D. Shapiro

First set of exercises meant to be used with ExtendSim, a simulation system created by Imagine That, Inc. of San Jose, California. These exercises allow students to investigate the impact of variable processing times on the performance of simple in-line processes.... View Details

Keywords: Operations; Business Processes; Performance; Mathematical Methods

1 Dec 1998
Conference Presentation

An Introduction to Mixed Models in SAS

By: William B. Simpson

Keywords: Applications and Software; Mathematical Methods