Faculty & Research

Latest Publications

1. Liang, Bing, and Yong Chen, 2007, Do Market Timing Hedge Funds Time the Market?, Journal of Financial and Quantitative Analysis

2. Shanthikumar, J.G. and D. D. Yao, 2007, John A. Buzacott and His Pioneering Contributions to Manufacturing and Service Systems, Production and Operations Management

3. Yao, D.D., 2007, Comments on: Dynamic priority allocation via restless bandit marginal productivity indices, Top

4. Cohen, Lauren, Karl B. Diether, and Christopher J. Malloy, 2007, Supply and Demand Shifts in the Shorting Market, The Journal of Finance

5. Bates, Timothy, and William D. Bradford, 2007, Traits and Performance of the Minority Venture-Capital Industry, Annals of the American Academy of Political and Social Science

6. Kan, Raymond, and Guofu Zhou, 2007, Optimal Portfolio Choice with Parameter Uncertainty, Journal of Financial and Quantitative Analysis

7. Hong, Yongmiao, Jun Tu, Guofu Zhou, 2007, Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation, The Review of Financial Studies

8. Chao, Xiuli, and Sean X. Zhou, 2007, Probabilistic solution and bounds for serial inventory systems with discounted and average costs, Naval Research Logistics

9. Feinberg, Fred, Aradhna Krishna, and Z. John Zhang, 2007, Should Price Increases be Targeted?–Pricing Power and Selective versus Across-theboard Price Increases, Management Science

10. Huang, Lixin, and Hong Liu, 2007, Rational Inattention and Portfolio Selection, The Journal of Finance