In this paper, we consider an optimal portfolio de-leveraging problem, where the objective is to meet specified debt/equity requirements at the minimal execution cost. Permanent and temporary price impact is taken into account. With no restrictions on the relative magnitudes of permanent and...

Motivated by the emergence of various corporate social responsibility (CSR) rankings and awards, we study the impacts of distributional social comparison behavior of firms on CSR in a supply chain, consisting of one manufacturer and one retailer. Both the manufacturer and the retailer can choose...

We study the value of price discrimination in large social networks. Recent trends in industry suggest that increasingly firms are using information about social network to offer personalized prices to individuals based upon their positions in the social network. In the presence of positive...