Faculty & Research

Latest Publications

1. Chang, Eric C., and J. Michael Pinegar, 1987, Risk and Inflation, Journal of Financial and Quantitative Analysis

2. Grinblatt, Mark, and Sheridan Titman, 1987, The Relation Between Mean-Variance Efficiency and Arbitrage Pricing, Journal of Business

3. Bradford, William D., 1987, The Issue Decision of Manager-Owners Under Information Asymmetry, The Journal of Finance

4. Keown, A. J., and Son-Nan Chen, 1987, Portfolio Selection Based Upon P/E Ratios: Diversification, Risk Decomposition and implications, Journal of Business Finance & Accounting

5. Chen, Son-Nan, 1987, Simple Optimal Asset Allocation Under Uncertainty, The Journal of Portfolio Management

6. Dong, Z., and Jing-Sheng Song, 1987, A Note on Continuous-time Markov Decision Processes with Undiscounted Cost Criterion, Science Bulletin

7. Yao, David D., 1987, The Arrangement of Servers in an Ordered-Entry System, Operations Research

8. Yao, David D, and S. C. Kim, 1987, Reducing the Congestion in a Class of Job Shops, Management Science

9. David D. Yao, 1987, Comparing ordered-entry queues with heterogeneous servers, Queueing Systems: Theory and Applications

10. Shanthikumar, J. George, and David D. Yao, 1987, Optimal Server Allocation in a System of Multi-Server Stations, Management Science