Faculty & Research

Latest Publications

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

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

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

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

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

6. Yuhang Xing, 2007, Uncovered Interest Rate Parity and The Term Structure, Journal of International Money and Finance

7. Cheng, Shijun, Venky Nagar and Madhav V. Rajan, 2007, Insider Trades and Private Information: A Special Case of Delayed-disclosure, Review of Financial Studies

8. Guo, Hongtao, Guojun Wu, and Zhijie Xiao, 2007, An Analysis of Risk for Defaultable Bond Portfolios, Journal of Risk Finance

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

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