Faculty & Research

Latest Publications

1. Yao, David D., Shuzhong Zhang, and Xunyu Zhou, 2002, Stochastic linear-quadratic control via semidefinite programming, Siam Journal on Control and Optimization

2. Zhang, Anming, and Yimin Zhang, 2002, A Model of Air Cargo Liberalization: Passenger vs. All-cargo Carriers, Transportation Research Part E-Logistics and Transportation Review

3. H. Chen, H. Ye, 2002, Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks, Queueing Systems: Theory and Applications

4. Chen, Hong, and H. Ye, 2002, Piecewise linear Lyapunov Function for the Stability of Multiclass Queueing Networks, Ieee Transactions on Automatic Control

5. Shen, Xinyang, Hong Chen, J.G. Dai and W. Dai, 2002, The Finite Element Method for Computing the Stationary Distribution of an SRBM in a Hypercube with Applications to Finite Buffer Queueing Networks, Queueing Systems: Theory and Applications

6. G.Zhou, Campbell Harvey and Bruno Solnik, 2002, What Determines Expected International Asset Returns, Annals of Economics and Finance

7. Jagannathan, Ravi , Gopal Basak, and Guoqiang Sun, 2002, A Test for Mean Variance Efficiency When Shortselling is Prohibited, Journal of Economic Dynamics & Control

8. Pan, Jun, 2002, The Jump-Risk Premia Implicit in Options: Evidence from an Integrated Time-Series Study, Journal of Financial Economics

9. Ang, Andrew, and Jun Liu, 2001, A General Affine Earnings Valuation Model, Review of Accounting Studies

10. Chen, Yuxin, Chakravarthi Narasimhan and Z. John Zhang, 2001, Individual Marketing with Imperfect Targetability, Marketing Science