Publications des institutions partenaires
Web-based knowledge management in product concept development: the DELI approach
In this paper, we describe DELI ("Development Interactive"), a method and software system that supports the product concept development phase by multi-functional product development teams using Marketing Engineering methods. After motivating our research, we present core concepts underlying DELI: a data model encompassing customer and product attributes and preferences as…
Institution partenaire
English / 01/01/2004
Multiple Unit Auctions and Short Squeezes
This article develops a theory of multiunit auctions where short squeezes can occur in the secondary market. Both uniform and discriminatory auctions are studied and bidders can submit multiple bids. We show that bidders with short and long preauction positions have different valuations in an otherwise common value setting. Discriminatory auctions lead to more short squeezing and…
Institution partenaire
English / 11/08/2003
Stationary equilibria in asset-pricing models with incomplete markets and collateral
We consider an infinite-horizon exchange economy with incomplete markets and collateral constraints. As in the two-period model of Geanakoplos and Zame (2002), households can default on their liabilities at any time, and financial securities are only traded if the promises associated with these securities are backed by collateral. We examine an economy with a single perishable…
Institution partenaire
English / 01/01/2003
Computing moments of ratios of quadratic forms in normal variables
The accuracy and speed of numerical methods for computing the moments of a ratio of quadratic forms in normal variables is examined, with particular application to the sample autocorrelation function. Methods based on a saddlepoint approximation are demonstrated to be not only superior to existing approximations, but are numerically reliable and virtually as accurate as the method…
Institution partenaire
English / 01/01/2003
Prediciton of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
Institution partenaire
English / 01/01/2003
On Median Unbiased Inference for First Order Autoregressive Models
Institution partenaire
English / 01/01/2003
Organizational identity in Luhmann's theory of social systems
Institution partenaire
English / 01/01/2003
Weak and strong ties, individualism-collectivism, and the diffusion of technological knowledge
Despite the importance of gathering technological knowledge from external sources, many firms are not well-placed to collect information from beyond their own boundaries. Government policies designed to improve access to technological knowledge often encourage firms to develop strong ties with competitors, suppliers or customers. But although strong ties are valuable, especially when…
Institution partenaire
English / 01/01/2003
DELI: an interactive new product development tool for the analysis and evaluation of market research data
This paper presents DELI, a new interactive tool for supporting new product development decisions. DELI addresses the `chicken and egg` problem in new product development: a product's features shape the way that the market is segmented and targeted, but that very segmentation/targeting itself determines which features the product needs to incorporate. It is very useful,…
Institution partenaire
English / 01/01/2003
Bidder Behavior in Multiunit Auctions: Evidencefrom Swedish Treasury Auctions
We analyze a unique data set on multiunit auctions, which contains the actual demand schedules of the bidders as well as the auctionawards in over 400 Swedish Treasury auctions. First, we document that bidders vary their prices, bid dispersion, and the quantity demanded in response to increased uncertainty at the time of bidding. Second,we find that bid shading can be explained by a…
Institution partenaire
English / 01/01/2002
Asset Pricing under the Quadratic Class
We identify and characterize a class of term structure models where bond yields are quadratic functions of the state vector. We label this class the quadratic class and aim to lay a solid theoretical foundation for its future empirical application. We consider asset pricing in general and derivative pricing in particular under the quadratic class. We provide two general transform…
Institution partenaire
English / 01/01/2002
Saddlepoint approximation and bootstrap inference for the Satterthwaite class of ratios
Institution partenaire
English / 01/01/2002
Calculating the density and distribution function for the singly and doubly noncentral F
Institution partenaire
English / 01/01/2002
Function spaces of generalized smoothness and pseudo-differential operators associated to a continuous negative definite function
Institution partenaire
English / 01/01/2002
A Descriptive Analysis of the Finnish Treasury Bond Market 1991-1999
This paper presents a descriptive analysis of the primary and secondary market for Finnish treasury bonds. The paper focuses on three issues. First, we report basic descriptive statistics such as auction volumes and secondary market yields and volumes. Second, we estimate the revenues earned by primary dealers from the treasury bond market. Third, we analyse the development of the…
Institution partenaire
English / 01/01/2002
Agency and the pace of adoption of new techniques
We study the relation of financial development and the pace of technological advance in a dynamic agency theoretic model. A firm which is financed by outside shareholders but run by managers has the prospect of a process innovation which arrives stochastically. Adopting the innovation requires firing old management and hiring new with skills appropriate for the new technique. We show…
Institution partenaire
English / 01/01/2002
Optimization of Assets and Liabilities, Proceeding of International Scientific School
Institution partenaire
English / 01/01/2002
Accreditation and quality assurance: The Swiss model
Accreditation and quality assurance at universities have gained new meaning in Switzerland - as in other European nations - through the concurrent increase in autonomy, new educational institutions offering international courses and the implementation of the Bologna Declaration. With respect to these developments the Swiss government together with the university cantons agreed to…
Institution partenaire
English / 01/01/2002
External corporate venturing: strategic renewal in rapidly changing industries
Examines how external corporate venturing can enhance organizational renewal, and a practical guide to help management apply it within their own organizations. Keil's succinct, readable study shows how major players in the information and communication technology industries have used corporate venture capital, alliances, acquisitions or spin-offs to achieve remarkable strategic…
Institution partenaire
English / 01/01/2002
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