Faculty & Research

Latest Publications

1. Bardhan, Indrajit, and Xiuli Chao, 1996, On Risk Neutral Measures for Economic Equilibrium Models with Random Crash in Stock Prices, Stochastic Processes and Their Applications

2. Chao, Xiuli, and Michael Pinedo, 1996, An Assembly Network of Queues with Product Form Solution, Journal of Applied Probability

3. Song, Jing-Sheng, and Paul H. Zipkin, 1996, Evaluation of Base-stock Policies in Multiechelon Inventory Systems with State-dependent Demands: Part II: State-dependent Depot Policies, Naval Research Logistics

4. Song, Jing-Sheng, and Paul H. Zipkin, 1996, Managing Inventory with the Prospect of Obsolescence, Operations Research

5. Yao, David D., and Shaohui Zheng, 1996, Coordinated production and inspection in a tandem system, Queueing Systems: Theory and Applications

6. H. Chen, 1996, Rate of Convergence of the Fluid Approximation for Generalized Jackson Networks, Journal of Applied Probability

7. H. Chen, 1996, A Sufficient Condition for the Positive Recurrence of a Semimartingale Reflecting Brownian motion in an orthant, Annals of Applied Probability

8. H. Chen, H. Zhang, 1996, Diffusion Approximations for Multiclass Re-entrant Lines Under a Firstbuffer- First-Served Discipline, Queueing Systems: Theory and Applications

9. Grinblatt, Mark, Russ Wermers, and Sheridan Titman, 1995, Momentum Investment Strategies, Portfolio Performance and Herding: A Study of Mutual Fund Behavior, American Economic Review

10. Jegadeesh, Narasimhan, and Sheridan Titman, 1995, Overreaction, Delayed Reaction and Contrarian Profits, The Review of Financial Studies