Faculty & Research

Latest Publications

1. Chang, Eric C., J. Michael Pinegar, and Ravi Ravichandran, 1994, Predictability and Regional Integration of Pacific Basin Equity Markets, Journal of International Financial Management & Accounting

2. Xu, Xindong, and S. Taylor, 1994, The Term Structure of Volatility Implied by Foreign Exchange Options, Journal of Financial and Quantitative Analysis

3. Grinblatt, Mark, and Sheridan Titman, 1994, A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques, Journal of Financial and Quantitative Analysis

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

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

6. 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

7. 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

8. 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

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

10. 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