Faculty & Research

Latest Publications

1. Li, William, and Dennis K.J. Lin. 2003. Optimal foldover plans for two-level fractional factorial designs. Technometrics , 45 .

2. Dammon, Robert M, Chester S Spatt, and Harold H Zhang. 2003. Capital gains taxes and portfolio rebalancing. Research Dialogue .

3. Chao, Xiuli, and Yuxi Zheng. 2003. Transient analysis of immigration birth-death processes with total catastrophes. Probability in the Engineering and Informational Sciences , 17 .

4. Shang, Kevin H., and Jing Sheng Song. 2003. Newsvendor bounds and heuristic for optimal policies in serial supply chains. Management Science , 49 .

5. Boyaci, Tamer, Guillermo Gallego, Kevin H. Shang, and Jing Sheng Song. 2003. Erratum to Bounds in “Serial Production/Distribution Systems Under Service Constraints”. Manufacturing and Service Operations Management , 5 .

6. Jagannathan, Ravi, and Tongshu Ma. 2003. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps. Journal of Finance , 58 .

7. Chang, Eric C., and Kit Pong Wong. 2003. Cross-Hedging with Currency Options and Futures. Journal of Financial and Quantitative Analysis , 38 .

8. Huang, Haizhou, and Chenggang Xu. 2003. Financial syndication and R&D. Economics Letters , 80 .

9. Liu, Jun, Francis A. Longstaff, and Jun Pan. 2003. Dynamic Asset Allocation with Event Risk. Journal of Finance , 58 .

10. 许多奇, 萧凯. 2003. 我国商业银行混业经营之模式选择与法律建构. 华中科技大学学报(社会科学版) , 17 .