Faculty & Research

Latest Publications

1. Zheng, Yuxi, Xiuli Chao, and Xiaomei Ji, 2004, TRANSIENT ANALYSIS OF LINEAR BIRTH–DEATH PROCESSES WITH IMMIGRATION AND EMIGRATION, Probability in the Engineering and Informational Sciences

2. Chen, Qi, and Wei Jiang, 2004, Positive Hurdle Rates Without Asymmetric Information, Finance Research Letters

3. Yao, David D., Shuzhong Zhang, and Xun Yu Zhou, 2004, Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming, Siam Review

4. Liu, Liming, Xiaoming Liu, and David D. Yao, 2004, Analysis and Optimization of a Multistage Inventory-Queue System, Management Science

5. Ching, Stephen, Clement Yuk-Pang Wong, and Anming Zhang, 2004, Non-tariff Barriers to Trade in the Pacific Rim: A Contingent Valuation Study, Pacific Economic Review

6. H.Liu, 2004, Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets, The Journal of Finance

7. Li, W, and Xiuli Chao, 2004, Modeling and performance evaluation of a cellular mobile network, ACM/IEEE Transactions on Networking

8. Chang, Chun, John Boyd, and Bruce Smith, 2004, Deposit Insurance and Bank Regulation in a Monetary Economy: a General Equilibrium Exposition, Economic Theory

9. Wang, Tan, and Tony Wirjanto, 2004, The Role of Risk Aversion and Uncertainty in an Indi- vidual's Migration Decision, Stochastic Models

10. Chen, Hong, and Murray Frank, 2004, Monopoly Pricing when Customers Queue, Iie Transactions