Faculty & Research

Latest Publications

1. Zhang, Anming, and Yimin Zhang, 1996, Stability of a Cournot-Nash equilibrium: The multiproduct case, Journal of Mathematical Economics

2. Bardhan, Indrajit, and Xiuli Chao, 1996, Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty, Journal of Economic Dynamics & Control

3. Chang, Eric C., and Peter R. Locke, 1996, The Performance and Market Impact of Dual Trading: CME Rule 552, Journal of Financial Intermediation

4. Jagannathan,Ravi, and Zhenyu Wang, 1996, The Conditional CAPM and the Cross-section of Expected Returns, The Journal of Finance

5. Song, Jing-Sheng, and Paul H. Zipkin, 1996, Inventory Control with Information about Supply Conditions, Management Science

6. Song, Jing-Sheng, and Paul H. Zipkin, 1996, The Joint Effect of Leadtime Variance and Lot Size in a Parallel Processing Environment, Management Science

7. Wang, Jiang, 1996, The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors, Journal of Financial Economics

8. Byun, Jongcook, and Son-Nan Chen, 1996, International Real interest Rate Parity with Error Correction Models, Global Finance Journal

9. Glasserman, Paul, and David D. Yao, 1996, Structured Buffer Allocation Problems, Discrete Event Dynamic Systems-Theory and Applications

10. Chang, Cheng-Shang, R. Nelson, and D. D. Yao, 1996, Scheduling parallel processors: Structural properties and optimal policies, Mathematical Modelling and Analysis