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New Approaches To Risk Management And Scenario Approximation In Financial Optimization, Maksym Bychkov Dec 2005

New Approaches To Risk Management And Scenario Approximation In Financial Optimization, Maksym Bychkov

Doctoral Dissertations

The first part of the thesis addresses the problem of risk management in financial optimization modeling. Motivation for constructing a new concept of risk measurement is given through the history of development: utility theory, risk/return tradeoff, and coherent risk measures. The process of describing investor's preferences is presented through the proposed collection of Rational Level Sets (RLS). Based on RLS, a new concept termed Rational Risk Measures (RRM) for nancial optimization models is defined. The advantages of RRM over coherent risk measures are discussed. Approximation of a given set of scenarios using tail information is addressed in the second part …


The Impact Of Motivation And Conflict Escalation On The Five Zone Model For Preferred Conflict Handling And Managerial Decision Making, Dewey Wilson Todd Aug 2005

The Impact Of Motivation And Conflict Escalation On The Five Zone Model For Preferred Conflict Handling And Managerial Decision Making, Dewey Wilson Todd

Managerial Sciences Dissertations

ABSTRACT THE IMPACT OF MOTIVATION AND CONFLICT ESCALATION ON THE FIVE ZONE MODEL FOR PREFERRED CONFLICT HANDLING AND MANAGERIAL DECISION MAKING BY DEWEY WILSON TODD JULY 2005 Committee Chairmen: Dr. Peter Zhang and Dr. Craig Hill Major Department: Managerial Sciences (Decision Sciences) The Todd-Cambridge Preferred Conflict-Handling Mode (PCHM) Instrument is an example of a two-dimensional, five zone model, similar to the Thomas-Kilmann Conflict Mode Instrument, used to explain how individuals deal with situations in which their desires are in conflict with another individual or group. The instrument, developed for this research, was based on the Managerial Grid (Van de Vliert …


A Multiple-Case Analysis Of Lean Six Sigma Deployment And Implementation Strategies, Peter M. O'Rourke Mar 2005

A Multiple-Case Analysis Of Lean Six Sigma Deployment And Implementation Strategies, Peter M. O'Rourke

Theses and Dissertations

Lean and Six Sigma are recent developments in continuous improvement methodology that have been popularized by several high-profile companies. The success and complementary nature of these methodologies has led to their combination into a single methodology, commonly called Lean Six Sigma or Lean Sigma. Although there is considerable literature available and many consultants involved with Lean Six Sigma, very little published research addresses the practical experiences of companies that have implemented Lean Six Sigma. The research question for this research is: How and why are certain private sector implementations of Lean Six Sigma successful or unsuccessful? The investigative questions further …