No description available.

No description available.

Background Temporary work agencies have been around for several decades. An emerging outgrowth from these has been expanding in the industry, known as master vendor arrangements. Furthermore, much research has been devoted to the usage of temporary working agencies but less attention has been devoted to the master vendor arrangements and the consequences from using such an arrangement. Purpose The purpose of this study is to explore the strategic decision of implementing a master vendor arrangement offered by a consultant brokerage firm and the impact of such a decision on the company. Method This study is using an inductive approach, where the empirical findings are gathered through semi-structured interviews as well as corporate documents. The empirical findings are collected trough an interview study and analysed through a template analysis. The theoretical framework helped us build our constructs from which we have structured the overall themes in our semi-structured interviews. Conclusions An implementation of a master vendor arrangement is complex and can generate several consequences. In this study we identify six major consequences that end clients have experienced. By considering these factors a greater understanding of how to look upon a master vendor arrangement can be formed.

published_or_final_version / Management Studies / Master / Master of Business Administration

La direction de mémoire constitue l'une des caractéristiques de la structure formative du deuxième cycle universitaire (Master) qui font différer celle-ci de la structure formative du premier cycle (Licence). Elle représente pour les étudiants une nouvelle relation pédagogique, et en cela, elle constitue une variable importante de la réussite de l'étudiant « masterant » à ce niveau universitaire. Pour le masterant, la réussite semble être liée à sa capacité à se familiariser à sa direction de mémoire, c'est-à-dire sa capacité à faire évoluer son métier d'étudiant (Coulon 1997), par la découverte du nouveau contrat pédagogique qui s'instaure au sein du binôme qu'il va constituer avec son directeur de mémoire. Le travail présenté cherche à mettre en évidence les liens entre la direction de mémoire et la réussite de l'étudiant en analysant la relation pédagogique de direction de mémoire en Master autour de trois dimensions : la dimension scientifique, la dimension institutionnelle et la dimension relationnelle. Pour cette recherche, des entretiens semi directifs ont été menés afin de recueillir des données sur la perception qu'ont les acteurs (masterants et directeurs de mémoire) de la direction de mémoire. Ce travail permet de mettre en relief les décalages qui existent entre la perception que se font les directeurs de mémoire et les étudiants quant à leurs rôles réciproques dans la direction de mémoire au niveau des trois dimensions scientifique, institutionnelle et relationnelle. Les résultats obtenus mettent en évidence que ces décalages sont à l'origine de ruptures du contrat, initiées soit par l'étudiant (abandon temporaire ou définitif), soit par son directeur (difficulté ou arrêt de la direction). Parallèlement, les résultats montrent les éléments moteurs du processus de familiarisation des étudiants, et pointent également les difficultés qu'ils éprouvent dans ce processus. Ce travail permet d'aboutir à une réflexion sur les conditions que l'institution universitaire peut mettre en place (en particulier via les enseignants directeurs) pour faciliter le processus de familiarisation des étudiants à la structure pédagogique spécifique au Master, et in fine, favoriser leur réussite. / Unavailable

The chemical master equation (CME) represents the accepted stochastic description of chemical reaction kinetics in mesoscopic systems. As its exact solution – which gives the corresponding probability density function – is possible only in very simple cases, there is a clear need for approximation techniques. Here, we propose a novel perturbative three-step approach which draws heavily on graph theory: (i) we expand the eigenvalues of the transition state matrix in the CME as a series in a non-dimensional parameter that depends on the reaction rates and the reaction volume; (ii) we derive an analogous series for the corresponding eigenvectors via a graph-based algorithm; (iii) we combine the resulting expansions into an approximate solution to the CME. We illustrate our approach by applying it to a reversible dimerization reaction; then, we formulate a set of conditions, which ensure its applicability to more general reaction networks. We follow attempting to apply the results to a more complicated system, namely push-pull, but the problem reveals too complex for a complete solution. Finally, we discuss the limitations of the methodology.

Em 2005, o pedagogo e violinista Eric Rosenblith foi convidado por seu ex-aluno Fredi Gerling para dar uma série de Master-classes em Porto Alegre, Brasil. Na ocasião, Rosenblith deu um total de 36 aulas de violino para 26 participantes. Todas as aulas foram filmadas gerando um total de 22 horas de vídeo. Aproveitando o potencial pedagógico do material, escolhi cinco aulas específicas para estudar em profundidade a metodologia do professor, aplicando metodologias de análises de aulas gravadas em vídeo utilizadas por pesquisadores como Robert Duke e Elaine Colprit. Dessa forma, o principal objetivo da presente pesquisa é analisar as práticas pedagógicas de Rosenblith com o intuito de contribuir com o campo da pesquisa relacionada ao ensino de instrumentos musicais no contexto de Master-class, a partir da análise dos padrões de comportamentos do professor e da análise do conteúdo de suas falas. / In 2005, violin pedagogue Eric Rosenblith was invited by former student Fredi Gerling to give a series of master classes in Porto Alegre, Brazil. In that occasion, Rosenblith gave a total of 36 violin lessons to 26 participants. All lessons were filmed and generated a total of 22 hours of video. Exploring the educational potential of the material, I have chosen five classes to do an in depth study of the teacher's methodology, applying analyzes methodologies for videotaped classes used by researchers like Robert Duke and Elaine Colprit. Thereby, the main goal of the present research is to analyze Rosenblith’s pedagogical practices, contributing to the research field related to teaching of musical instruments in the Master class context, using analysis of teacher behavior patterns and analysis of the content of teacher verbalization.

Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2014. / Cataloged from PDF version of thesis. / Includes bibliographical references (pages 56-59). / Using two popular accounting-based models for earnings manipulation (i.e., the Beneish M-Score and the Dechow F-Score) and the financial data of public companies from 2004 to 2012, 1 find that the M-Score (F-Score) predicts less (more) earnings overstatements during the recent financial crisis in 2007-2008 than other sample years. However, a detailed investigation at the industry level reveals that this does not hold in all industries. I further show that the potential misstating firms flagged by the M-Score tend to under-perform the market both at the aggregate and the industry level, and some of those flagged by the F-Score under-perform at the industry level. Finally, by running Fama-French three-factor regressions at the aggregate level, I provide evidence that the firms flagged by the MScore generally yield negative risk-adjusted stock returns. The evidence suggests public availability of financial statements alone does not ensure that all the elements of financial statements are fully integrated into prices in a timely manner. Overall, this study provides substantial support for the use of quantitative accounting analysis in equity trading. / by Suzie Noh. / M. Fin.

Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2017. / Cataloged from PDF version of thesis. / Includes bibliographical references (pages 43). / This paper uses daily frequency relative prices gathered from online retailers for a basket of countries to investigate the Purchasing Power Parity relationship, exchange rate pass-throughs and the effect of price shocks on nominal exchange rates. We fit a structural VAR model on exchange rate and relative price data to compute impulse responses for each country. We find evidence of exchange rate pass-through for most countries, even at short horizons. Contrary to PPP predictions, we find that most countries witness an exchange rate appreciation post a domestic inflation shock. We study the persistence of each variety of shock and the overall effect on the real exchange rate. We find that real exchange rates are more likely to mean revert if the shock arises from nominal exchange rates as opposed to relative prices. / by Arup Pal. / M. Fin.

Thesis (M. Fin.)--Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2011. / Cataloged from PDF version of thesis. / Includes bibliographical references (p. 31). / Recessions are an inherent part of economic cycles. During the last decade we have experienced two extended periods of significant economic slowdown accompanied by major downturns in most of the asset classes and especially in equities. Investors during recessions suffer from severe losses and diversification does not provide the optimal solution. Through the development of an econometric model for dynamic management of recession risk in equity portfolios based on an empirical measure of timevarying recession risk, I plan to estimate cross-sectional differences in recession risk exposure among equities and associated differences in risk premia. The analysis is expanded on an industry level, where among industries clear patterns are identified in terms recession risk exposure. In the last part of the report I explore the possibility of creating a trading strategy which is able to generate significant performance benefiting from the market underreaction to recession risk. / by Kyriakos Chousakos. / M.Fin.