GHN and AhaMove: Last-Mile Delivery in Vietnam
Citation:
Ferreira, Kris, Joel Goh, Dawn Lau, and Tuan Phan. "GHN and AhaMove: Last-Mile Delivery in Vietnam." Harvard Business School Case 619-051, June 2019. View Details
Article | European Journal of Operational Research Portfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returnsby Joel Goh, Kian Guan Lim, Melvyn Sim and Weina Zhang |
We propose a new approach to portfolio optimization by separating asset return distributions into positive and negative half-spaces. The approach minimizes a newly-defined Partitioned Value-at-Risk (PVaR) risk measure by using half-space statistical information. Using simulated data, the PVaR approach always generates better risk-return tradeoffs in the optimal portfolios when compared to traditional Markowitz mean–variance approach. When using real financial data, our approach also outperforms the Markowitz approach in the risk-return tradeoff. Given that the PVaR measure is also a robust risk measure, our new approach can be very useful for optimal portfolio allocations when asset return distributions are asymmetrical.
Keywords: robust optimization; portfolio management; value-at-risk; Mathematical Methods; Finance;
Format: Print | Purchase |
Goh, Joel, Kian Guan Lim, Melvyn Sim, and Weina Zhang. "Portfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returns." European Journal of Operational Research 221, no. 2 (September 1, 2012): 397–406.
Case | HBS Case Collection | June 2019
GHN and AhaMove: Last-Mile Delivery in Vietnam
Kris Ferreira, Joel Goh, Dawn Lau and Tuan Phan
Citation:
Ferreira, Kris, Joel Goh, Dawn Lau, and Tuan Phan. "GHN and AhaMove: Last-Mile Delivery in Vietnam." Harvard Business School Case 619-051, June 2019. View DetailsArticle | Annals of Internal Medicine | 2010
Estimating the Attributable Cost of Physician Burnout in the United States
Shasha Han, Tait D. Shanafelt, Christine A. Sinsky, Karim M. Awad, Liselotte N. Dyrbye, Lynne C. Fiscus, Mickey Trockel and Joel Goh
Keywords: Physicians; burnout; Health; Health Care and Treatment; Employees; Cost; Programs; Policy; Health Industry;
Citation:
Han, Shasha, Tait D. Shanafelt, Christine A. Sinsky, Karim M. Awad, Liselotte N. Dyrbye, Lynne C. Fiscus, Mickey Trockel, and Joel Goh. "Estimating the Attributable Cost of Physician Burnout in the United States." Annals of Internal Medicine 170, no. 11 (June 4, 2019): 784–790. View DetailsArticle | Management Science | March 2019
Evidence of Upcoding in Pay-for-Performance Programs
Hamsa Bastani, Joel Goh and Mohsen Bayati
Keywords: Medical Coding; Health Policy; healthcare-acquired conditions; Medicare; Health Care and Treatment; Policy; Performance Improvement; Quality; Measurement and Metrics; Government Legislation;
Citation:
Bastani, Hamsa, Joel Goh, and Mohsen Bayati. "Evidence of Upcoding in Pay-for-Performance Programs." Management Science 65, no. 3 (March 2019): 1042–1060. (2015 INFORMS Health Applications Society best student (H. Bastani) paper award.) View Details