Publications

Latest Publications

1. Dai, Yue, Xiuli Chao, Shu Cherng Fang, and Henry L.W. Nuttle. 2005. Game theoretic analysis of a distribution system with customer market search. Annals of Operations Research , 135 .

2. Lu, Yingdong, and Jing Sheng Song. 2005. Order-based cost optimization in assemble-to-order systems. Operations Research , 53 .

3. Li, Lexin, and William Li. 2005. Tabu Search and Perturbation Methods in the Construction of Supersaturated Designs. American Journal of Mathematical and Management Sciences , 25 .

4. Yao, Rui, and Harold H. Zhang. 2005. Optimal consumption and portfolio choices with risky housing and borrowing constraints. Review of Financial Studies , 18 .

5. Gupta, Anurag, and Bing Liang. 2005. Do hedge funds have enough capital? A value-at-risk approach. Journal of Financial Economics , 77 .

6. DeCroix, Gregory, Jing Sheng Song, and Paul Zipkin. 2005. A series system with returns: Stationary analysis. Operations Research , 53 .

7. Cheng, Shijun, Venky Nagar, and Madhav V. Rajan. 2005. Identifying Control Motives in Managerial Ownership: Evidence from Antitakeover Legislation. Review of Financial Studies , 18 .

8. Lu, Xiangwen, Jing Sheng Song, Kaijie Zhu, Xiaomei Ding, Arnab Bisi, and Martin L. Puterman. 2005. On "the censored newsvendor and the optimal acquisition of information". Operations Research , 53 .

9. Zhang, Jun, and Shane T. Mueller. 2005. A note on ROC analysis and non-parametric estimate of sensitivity. Psychometrika , 70 .

10. Yu, Mei, Shou Yang Wang, Kin Keung Lai, and X. Chao. 2005. Multiperiod portfolio selection on a minimax rule. Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms , 12 .

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