Publications
Latest Publications
1.
Grinblatt, Mark, and Sheridan Titman, 1994, A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques, Journal of Financial and Quantitative Analysis
2.
Glosten,Lawrence, and Ravi Jagannathan, 1994, A contingent claim approach to performance evaluation, Journal of Empirical Finance
3.
Song, Jing-Sheng, 1994, The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model, Management Science
4.
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
5.
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
6.
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
7.
Song, Jing-Sheng, 1994, Understanding the Leadtime Effects in Stochastic Inventory Systems with Discounted Costs, Operations Research Letters
8.
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
9.
H. Chen, P. Yang and D.D. Yao, 1994, Control and Scheduling in a Two-Station Queueing Network: Optimal Policies and Heuristics, Queueing Systems: Theory and Applications
10.
Li, David X., 1994, Immunization Measurement for Life Contingencies, Mathematics
