Faculty & Research

Latest Publications

1. Shanken, Jay, and Guofu Zhou, 2007, Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations, Journal of Financial Economics

2. Wu, Ting‐Pin and Son Nan Chen, 2007, Equity Swaps in a LIBOR Market Model, Journal of Futures Markets

3. Wu, Ting-Pin, and Son-Nan Chen, 2007, Cross-Currency Equity Swaps with the BGM Model, Journal of Derivatives

4. Shang, Kevin H., and Jing-Sheng Song, 2007, Serial Supply Chains with Economies of Scale: Bounds and Approximations, Operations Research

5. Lu, Xiangwen, Jing-Sheng Song, and A. Regan, 2007, Rebate, Returns, and Price Protection Policies in Supply Chain Coordination, Iie Transactions

6. H. Chen, O. Wu and M. Frank, 2007, U.S. Retail and Wholesale Inventory Performance from 1981 to 2004, Manufacturing & Service Operations Management

7. Lo, Andrew W., and Jiang Wang, 2006, Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model, The Journal of Finance

8. Dai, Yue, Xiuli Chao, Shu-Cherng Fang, and Henry L.W Nuttle, 2006, Capacity allocation with traditional and Internet channels, Naval Research Logistics

9. Dai, Yue, Xiuli Chao, Shu-Cherng Fang, and Henry L. W. Nuttle, 2006, CAPACITY ALLOCATION AND INVENTORY POLICY IN A DISTRIBUTION SYSTEM, Asia-Pacific Journal of Operational Research

10. Ju, Nengjiu, and Rui Zhong, 2006, Fourier Transformation and the Pricing of Average-Rate Derivatives, Review of Derivatives Research