Publications
Latest Publications
1.
H. Liu, Jiongman Yong, 2001, Optimal Investment and Consumption with Fixed and Proportional Transaction Costs, Mathematical Finance
2.
Koop, Gary , and Kai Li, 2001, The Valuation of IPO and SEO Firms, Journal of Empirical Finance
3.
Wang, Tan, 2001, Valuation of New Securities in an Incomplete Market: the Catch 22 of Derivative Pricing, Mathematical Finance
4.
Chen, Joseph, Jeremy C. Stein, and Harrison Hong, 2001, Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness Harrison Hong 4 of 6 7/6/11 in Stock Prices, Journal of Financial Economics
5.
Dammon, Robert M., Chester S. Spatt and Harold H. Zhang, 2001, Optimal Consumption and Investment with Capital Gains Taxes, The Review of Financial Studies
6.
Duffie, Darrell, and Jun Pan, 2001, An Overview of Value at Risk, Journal of Derivatives
7.
Chang, Chun, 2001, The Informational Requirement on Financial Systems at Different Stages of Economic Development: The Case of South Korea, China Economic Review
8.
Chen, Son-Nan, 2001, Hedging and Arbitrage Warrants Under Simile Effects: Analysis and Evidence, International Journal of Theoretical and Applied Finance
9.
陈松男, 2001, 探讨可降低权利金之简单权证创新及评价, 风险管理学报
10.
Chao, Xiuli, 2001, Queueing networks with instantaneous sequential transitions, Journal of Systems Science & Complexity
