Usage of Monte Carlo simulation for pricing requires a well defined and accurate market implied distribution of risk factors. Overlay, on top of these simulated risk factors, one can also generate conditional prices based on the set of underlying risk factors at future time horizons. The ability...

This Article concerns a relatively unseen form of labor that affects us all, but that disproportionately burdens women: admin. Admin is the office type work — both managerial and secretarial — that it takes to run a life or a household. Examples include completing paperwork, making grocery...

We generalize the concept of K-convexity to an n-dimensional Euclidean space. The resulting concept of K-convexity is useful in addressing production and inventory problems where there are individual product setup costs and/or joint setup costs. We derive some basic properties of K-convex...

This note is an experiential exercise designed for 240 students divided into eight companies of 30. The exercise uses minimal setup yet explores issues of leadership, organizational design, organizational change, and building a learning organization. It is designed for a five-hour session...

This paper uses S&P100 data to examine the performance of pairs trading portfolios that are sorted by the significance level of cointegration between their constituents. We find that portfolios that are formed with highly cointegrated pairs, named as "supercointegrated", yield the best...

It has become commonplace to note that courts have struggled with the challenge of applying analog legal concepts to digital spaces, and nowhere is this truer than in the context of the First Amendment. Here, we focus on a very specific aspect of the Internet and social media revolution – the...