Publications

Latest Publications

1. Zhou, Guofu, David Beaglehole, and Philip Dybvig, 1997, Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation, Financial Analysts Journal

2. Zhang, Harold H., 1997, Endogenous Borrowing Constraints with Incomplete Markets, The Journal of Finance

3. Zhang, Harold H., 1997, Endogenous Short-Sale Constraint, Stock Prices and Output Cycles, Macroeconomic Dynamics

4. Chen, Son-Nan, and Jongcook Byun, 1997, On A Firm’s Financing and Investment Decisions Under investment Barriers, Review of Quantitative Finance and Accounting

5. Chao, Xiuli, Hong Chen, and Wei Li, 1997, OPTIMAL CONTROL FOR A TANDEM NETWORK OF QUEUES WITH BLOCKING, Acta Mathematicae Applicatae Sinica-English Series

6. Chen, Hong, and H. Zhang, 1997, Stability of Multiclass Queueing Networks Under FIFO Discipline, Mathematics of Operations Research

7. H. Chen, O. Kella and G. Weiss, 1997, Fluid Approximations for a Processor-Sharing Queue, Queueing Systems: Theory and Applications

8. Duffie, Darrell, and Jun Pan, 1997, An Overview of Value at Risk, Journal of Derivatives

9. Lamoureux, Christopher G., Guofu Zhou, 1996, Temporary Components of Stock Returns: What Do the Data Tell Us, The Review of Financial Studies

10. Wang, Jiang, 1996, A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs, Journal of Financial Intermediation

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