Faculty & Research

Latest Publications

1. Chen, Son-Nan, and Suckjeong Chang, 1991, A Practical Procedure for Optimal Portfolio Selection Under Differential Taxation, Advanced in Investment Analysis and Portfolio Management

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

3. 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

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

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

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

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

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

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

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