Prof. David Croson

CSOM Strategic Mgmt & Entrepre
Carlson School of Management
Twin Cities
Project Title: 
Inferring Firm Quality From Input Price Sensitivity

This research uses stock-market data to infer quality of firm management. The researchers have daily NYSE data for 20+ years on ~2,000 securities and economic indicators (such as interest rates). Routine calculations require large matrix operations and occasional nonlinear optimization. Fortunately, these calculations are not particularly time-sensitive; many of them can be queued up and run opportunistically when time is available (usually within a 90--day window).

Project Investigators

Prof. David Croson
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