Faculty & Research

Latest Publications

1. Dammon, Robert M., Chester S. Spatt and Harold H. Zhang, 2001, Optimal Consumption and Investment with Capital Gains Taxes, The Review of Financial Studies

2. Duffie, Darrell, and Jun Pan, 2001, An Overview of Value at Risk, Journal of Derivatives

3. Chang, Chun, 2001, The Informational Requirement on Financial Systems at Different Stages of Economic Development: The Case of South Korea, China Economic Review

4. Chen, Son-Nan, 2001, Hedging and Arbitrage Warrants Under Simile Effects: Analysis and Evidence, International Journal of Theoretical and Applied Finance

5. Chao, Xiuli, 2001, Queueing networks with instantaneous sequential transitions, Journal of Systems Science & Complexity

6. Chao, Xiuli, W Henderson, and P. G. Taylor, 2001, State-Dependent Coupling in General Networks, Queueing Systems: Theory and Applications

7. Chen, Fangruo, and Jing-Sheng Song, 2001, Optimal Policies for Multi-echelon Inventory Problems with Markov-modulated Demand, Operations Research

8. H. Ye, H. Chen, 2001, Lyapunov Function as a Necessary and Sufficient Condition for the Stability of Fluid Networks, Operations Research Letters

9. Chao, Xiuli, and C. Scott, 2000, Several Results on Queueing System Designs, Operations Research

10. Chao, Xiuli, and Masakiyo Miyazawa, 2000, ON TRUNCATION PROPERTIES OF FINITE-BUFFER QUEUES AND QUEUEING NETWORKS, Probability in the Engineering and Informational Sciences