We consider a make-to-order production system where two major components, one nonperishable (referred to as part 1) and one perishable (part 2), are needed to fulfill a customer order. In each period, replenishment decisions for both parts need to be made jointly before demand is realized and a...

Based on the work of Brandt et al. (2009), we formulate an index tracking and enhanced indexation model using a parametric approach. The portfolio weights are modeled as functions of assets characteristics and similarity measures of the assets with the index to track. This approach permits...

Includes bibliographical references (leaf i).

A new substantially revised version of this paper under the title of "Trade Credit, Risk Sharing, and Inventory Financing Portfolios" is available for download at: http://ssrn.com/abstract=2746645. As an integrated part of a supply contract, trade credit has intrinsic connections with supply...

We consider a learning variant of a canonical scheduling problem in a multiclass many server queue with abandonment (specifically, the M_t/M/N+M and the GI/GI/N+GI queues). The objective is to minimize the long-run average class-dependent expected linear holding and abandonment costs when the...

This is the online appendix for When Customers Anticipate Liquidation Sales: Managing Operations under Financial Distress.The full paper is available here: 'http://ssrn.com/abstract=2652994' http://ssrn.com/abstract=2652994

The complexity and opacity of the network of interconnections among firms and their supply chains inhibits understanding of the impact of management decisions concerning the boundaries of the firm and the number and intensity of its relationships with suppliers and customers. Using recently...

Connections among institutions in the global financial network create the potential for risk to propagate and for failures to cascade as successive institutions fail. As conditions, such as capital requirements change, institutions may modify their behavior in ways that can fundamentally change...

All multinational firms face foreign exchange fluctuations, which can create unstable cash flows and even bankruptcy. Managers of these firms face critical questions over how to reduce the risk due to income and expenses in multiple currencies. Traditional financial risk controls include futures...

Problem definition: Today’s supply chains use multiple tiers, locations, and shipping speeds to better serve customers. In practice, these supply chains also face a key challenge of the possibility of a disruption (from a variety of sources), which typically limits inventory availability. We,...