Faculty & Research

Latest Publications

1. Glosten,Lawrence, and Ravi Jagannathan, 1994, A contingent claim approach to performance evaluation, Journal of Empirical Finance

2. Song, Jing-Sheng, 1994, The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model, Management Science

3. Chen, Son-Nan, and Kisuk Jeon, 1994, A Macroeconomic- Factor Model of Optimal Portfolio Selection Under Differential Taxation: With Multicollinearity Correction, Advanced in Investment Analysis and Portfolio Management

4. Chen, Son-Nan, and Hoyoon Jang, 1994, On Selectivity and Market Timing Ability of U.S.- Based International Mutual Funds: Using Refined Jensen’s Measure, Global Finance Journal

5. Chen, Son-Nan, Suckjeong Chang, and William T. Moore, 1994, The Effect of Uncertain Inflation on Firm Value in a Multiperiod Economy, Review of Quantitative Finance and Accounting

6. Song, Jing-Sheng, 1994, Understanding the Leadtime Effects in Stochastic Inventory Systems with Discounted Costs, Operations Research Letters

7. H. Chen, J.G. Shanthikumar, 1994, Fluid Limits and Diffusion Approximations for Networks of Multi-server Queues in Heavy Traffic, Discrete Event Dynamic Systems-Theory and Applications

8. H. Chen, P. Yang and D.D. Yao, 1994, Control and Scheduling in a Two-Station Queueing Network: Optimal Policies and Heuristics, Queueing Systems: Theory and Applications

9. Li, David X., 1994, Immunization Measurement for Life Contingencies, Mathematics

10. Opler, Tim, and Sheridan Titman, 1993, The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs, The Journal of Finance