Publications

Latest Publications

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

2. 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

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

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

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

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

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

8. Goldstein, Robert, Nengjiu Ju, and Hayne Leland, 2001, An EBIT-Based Model of Dynamic Capital Structure, Journal of Business

9. Boucherie, Richardus J., and Xiuli Chao, 2001, Queueing networks with string transitions of mixed vector additions and vector removals, Journal of Systems Science & Complexity

10. Chen, Hong, and Murray Z. Frank, 2001, State Dependent Pricing with a Queue, Iie Transactions

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