Faculty & Research

Latest Publications

1. Jagannathan, Ravi, and Narayana R. Kocherlakota, 1996, Why Should Older People Invest Less in Stocks than Younger People?, Federal Reserve Bank of Minneapolis Quarterly Review

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

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

4. Glasserman, Paul, and David D. Yao, 1995, Stochastic Vector Difference Equations with Stationary Coefficients, Journal of Applied Probability

5. Chao, Xiuli, and Liyi Dai, 1995, A Monotonicity Result for a Single-Server Loss System, Journal of Applied Probability

6. Oum, Tae Hoon, Anming Zhang, and Yimin Zhang, 1995, Airline Network Rivalry, Canadian Journal of Economics-Revue Canadienne D Economique

7. Yao, D.D., 1995, S-modular games, with queueing, Queueing Systems: Theory and Applications

8. Glasserman, Paul, and David D. Yao, 1995, Subadditivity and stability of a class of discrete-event systems, Ieee Transactions on Automatic Control

9. Zhang, Z. John, 1995, Price-Matching Policy and the Principle of Minimum Differentiation, Journal of Industrial Economics

10. Chao, Xiuli, and Michael Pinedo, 1995, On Queueing Networks with Signals and History-Dependent Routing, Probability in the Engineering and Informational Sciences