Publications

Latest Publications

1. Ju, Nengjiu, and Rui Zhong, 1999, An Approximate Formula for Pricing American Options, Journal of Derivatives

2. Zheng, Lu, 1999, Is Money Smart? – A Study of Mutual Fund Investors’ Fund Selection Ability, The Journal of Finance

3. G.Zhou, 1999, Security Factors as Linear Combinations of Economic Variables, Journal of Financial Markets

4. Chang, Chun, 1999, Capital Structure as Optimal Contracts, North American Journal of Economics and Finance

5. Chen, Son-Nan, and Kisuk Jeon, 1999, The Mean-Gini International Asset Pricing Model Under Investment Barriers, Advanced in Investment Analysis and Portfolio Management

6. Song, Jing-Sheng, Susan H. Xu, and Bin Liu, 1999, Order-fulfillment Performance Measures in an Assemble-to-order System with Stochastic Leadtimes, Operations Research

7. Yao, David D., 1999, Discussion notes: The Achievable Region Approach to the Optimal Control of Stochastic Systems, by M. Dacre, K. Glazebrook and J. Nino-Mora, Journal of the Royal Statistical Society Series B-Statistical Methodology

8. Chen, Hong, 1999, Basic Adjoint Relation for Transient and Stationary Analysis of Some Markov Processes, Annals of Operations Research

9. J.J. Liu, Hong Chen, 1999, Optimal Pacing in an Assembly-Based Multistage Production System, Annals of Operations Research

10. Chen, Yuxin, James D. Hess, Ronald T. Wilcox, and Z. John Zhang, 1999, Accounting Profits versus Marketing Profits: A RelevantMetric for Category Management, Marketing Science

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