Faculty & Research

Latest Publications

1. Chen, Son-Nan, and N. Subramanian, 1991, Interval Effects and Simple Rules for Optimal Portfolio Selection, Advanced in Investment Analysis and Portfolio Management

2. Chang, Suckjeong, and Son-Nan Chen, 1991, Information Effects of Earnings and Dividend Announcements on Common Stock Returns: Are They Interactive?, Journal of Economics and Business

3. Chen, Hong,and A. Mandelbaum, 1991, Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations, Mathematics of Operations Research

4. Chen, Hong, and A. Mandelbaum, 1991, Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks, Annals of Probability

5. Brander, James A., and Anming Zhang, 1990, Market Conduct in the Airline Industry: An Empirical Investigation, Rand Journal of Economics

6. Yao, D.D., and J.G. Shanthikumar, 1990, Optimal scheduling control of a flexible machine, Ieee Transactions on Robotics

7. Chen, Hong, and D.D. Yao, 1990, Derivatives of the Expected Delay in the GI/G/1 Queue, Journal of Applied Probability

8. Chang, Chun, 1990, The Dynamic Structure of Optimal Debt Contracts, Journal of Economic Theory

9. Chang, Eric C. and Roger D. Huang, 1990, Time-Varying Returns and Risk in the Corporate Bond Market, Journal of Financial and Quantitative Analysis

10. Ross, K.W., and D.D. Yao, 1990, Monotonicity properties for the stochastic knapsack, IEEE Transactions on Information Theory