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In several transportation systems, vehicles can choose where to meet customers rather than stopping in fixed locations. This added flexibility, however, requires coordination between vehicles and customers that adds complexity to routing operations. This paper develops scalable algorithms to...
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We treat expenditures that create intangible assets as investments and instead of expensing them, we add them back to earnings when measuring the return on equity of firms while constructing the profitability factor in the Fama and French (2015) five factor model. The profitability factor we...
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We apply a two-step strategy to forecast the dynamics of the volatility surface implicit in option prices to all American-style options written on the stocks that have entered the Dow Jones Industrial Average Index between 2004 and 2016. We explore whether the implied volatilities extracted...
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