The provision of outsourcing services creates relationships between knowledge vested with thesupplier and the viability of outsourcing arrangements. Knowledge accumulation by theoutsourcee can reach a level where it poses a market entry or takeover risk to the outsourcer.Knowledge translates...

This dissertation consists of three independent sections: In the first part, focusing on the auto industry we look at the challenges and solution strategies of employing build-to-order (BTO) with global supply. We consider some familiar tools for managing domestic supply and exploit them for...

Of the five finalists, the winning team included Siddharth Coelho-Prabhu, Arpit Dharia, Akshay Kotak, Jason Kumar, Shyam Mehta, and Ranjini Ragunathan with adviser John Vande Vate who worked on a project with Intel titled, Designing Cost-Effective Distribution Strategies for Intel's Proposed...

This paper considers the option pricing when dynamic portfolios are discretely rebalanced.

We present solutions to some discounted optimal stopping problems for the maximum process in a model driven by a Brownian motion and a compound Poisson process with exponential jumps. The method of proof is based on reducing the initial problems to integro-differential free-boundary problems...

We present a solution to some discounted optimal stopping problem for the maximum of a geometric Brownian motion on a finite time interval. The method of proof is based on reducing the initial optimal stopping problem with the continuation region determined by an increasing continuous boundary...

In this paper we introduce several test statistics of testing the null hypotheses of a random walk (with or without drift) against models that accommodate a smooth nonlinear shift in the level, the dynamic structure, and the trend. We derive analytical limiting distributions for all tests....

In this paper two simple tests to distinguish between unit root processes and stationary nonlinear processes are proposed. New limit distribution results are provided, together with two F type test statistics for the joint unit root and linearity hypothesis against a specific nonlinear...

This paper considers testing the unit root hypothesis against a smooth transition autoregressive model as the alternative. The model specification makes it possible to discriminate between nonstationary random walk and stationary nonlinear processes. Some new limit results are presented,...

This paper studies the relation between discrete-time and continuoustime principal-agent models. We derive the continuous-time model as a limit of discretetime models with ever shorter periods and show that optimal incentive schemes in the discrete-time models approximate the optimal incentive...