Publications

Latest Publications

1. Wang, Jiang, 1996, The term structure of interest rates in a pure exchange economy with heterogeneous investors, Journal of Financial Economics

2. Song, Jing Sheng, and Paul H. Zipkin, 1996, Inventory control with information about supply conditions, Management Science

3. Chao, Xiuli, Michael Pinedo, and Dequan Shaw, 1996, Networks of queues with batch services and customer coalescence, Journal of Applied Probability

4. Song, Jing Sheng, and Paul H. Zipkin, 1996, Managing inventory with the prospect of obsolescence, Operations Research

5. Geweke, John, and Guofu Zhou, 1996, Measuring the Pricing Error of the Arbitrage Pricing Theory, Review of Financial Studies

6. Chang, Eric C., and Peter R. Locke, 1996, The performance and market impact of dual trading: CME rule 552, Journal of Financial Intermediation

7. Song, Jing Sheng, and Paul H. Zipkin, 1996, The joint effect of leadtime variance and lot size in a parallel processing environment, Management Science

8. Ferson, Wayne E., and Ravi Jagannathan, 1996, Econometric evaluation of asset pricing models, Handbook of Statistics

9. Chao, Xiuli, 1996, On Risk Neutral Measures for Economic Equilibrium Models with Random Crash in Stock Prices, Stochastic Processes and their Applications

10. Byun, Jong Cook, and Son Nan Chen, 1996, International real interest rate parity with error correction models, Global Finance Journal

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