Publications

Latest Publications

1. Longstaff, Francis, and Jun Liu, 2004, Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities, The Review of Financial Studies

2. Bates, Timothy, and William D. Bradford, 2004, Analysis of Venture-Capital Funds That Finance Minority-Owned Businesses, Review of Black Political Economy

3. Bushmana, Robert, Qi Chen, Ellen Engelc, and Abbie Smithc, 2004, Financial Accounting Information, Organization Complexity and Corporate Governance, Journal of Accounting & Economics

4. Oum, Tae Hoon, Anming Zhang, and Yimin Zhang, 2004, Alternative Forms of Economic Regulation and Their Efficiency Implications for Airports, Journal of Transport Economics and Policy

5. Bekaert, Geert, and Jun Liu, 2004, Conditional Information and Variance Bounds on Pricing Kernels, The Review of Financial Studies

6. 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

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

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

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

10. 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

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