Publications

Latest Publications

1. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng, 2005, On the Industry Concentration of Actively Managed Equity Mutual Funds, The Journal of Finance

2. Yu, Mei, Shou-Yang Wang, K. K. Lai, and Xiuli Chao, 2005, Multiperiod Portfolio Selection Based on a Minimax Rule, Dynamics of Continuous Discrete and Impulse Systems

3. Lu, Yingdong, J.S. Song and D.D. Yao, 2005, Backorder minimization in multiproduct assemble-to-order systems, Iie Transactions

4. Gupta, Anurag, and Bing Liang, 2005, Do Hedge Funds Have Enough Capital? A Value at Risk Approach, Journal of Financial Economics

5. Chen, Yuxin, Sridhar Moorthy and Z. John Zhang, 2005, Price Discrimination After the Purchase: A Note on Rebates As State-Dependent Discounts, Management Science

6. Ang, Andrew, Geert Bekaert, and Jun Liu, 2005, Why Stocks May Disappoint, Journal of Financial Economics

7. Ju, Nengjiu, Robert Parrino, Allen M. Poteshman, and Michael S. Weisbach, 2005, Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure, Journal of Financial and Quantitative Analysis

8. Ling, Xiaoli, Shu-Cherng Fang, Herry LW Nuttle, and Xiuli Chao, 2005, Pooled Versus Reserved Inventory in a Two-Echelon Supply Chain, International Journal of Operations Research

9. Hovakimian, Armen, Tim Opler, and Sheridan Titman, 2005, The Capital Structure Choice: New Evidence for a Dynamic Tradeoff Model, Journal of Applied Corporate Finance

10. Wong, Franco M.H., and Feng Li, 2005, Employee Stock Options and Equity Valuation, Journal of Accounting Research

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