Faculty & Research

Latest Publications

1. Glosten, Lawrence ,David Runkle, and Ravi Jagannathan, 1993, On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks, The Journal of Finance

2. Chang, Chun, 1993, Payout Policy, Capital Structure, and Compensation Contracts when Managers Value Control, The Review of Financial Studies

3. Chen, Son-Nan, and N. Subramanian, 1993, The Determinants of Shifts in Investments Between Domestic and Foreign Risky Assets: With Inflation and Exchange Risk, Journal of Financial Studies

4. Song, Jing-Sheng, and Paul H. Zipkin, 1993, Inventory Control in a Fluctuating Demand Environment, Operations Research

5. Chen, Hong, Ping Yang, David D Yao, and Xiuli Chao, 1993, Optimal control of a simple assembly system, Operations Research Letters

6. S.H. Xu, Hong Chen, 1993, On the Asymptote of the Optimal Routing Policy for Two Service Stations, Ieee Transactions on Automatic Control

7. Chen, Hong, and D.D. Yao, 1993, Dynamic Scheduling of a Multi-class Fluid Network, Operations Research

8. Chen, Hong, and W. Whitt, 1993, Diffusion Approximations for Open Queueing Networks with Service Interruptions, Queueing Systems: Theory and Applications

9. Grinblatt, Mark, and Sheridan Titman, 1992, The Persistence of Mutual Fund Performance, The Journal of Finance

10. Chao, Xiuli, and Michael Pinedo, 1992, On reversibility of tandem queues with blocking, Naval Research Logistics