Faculty & Research

Latest Publications

1. Jagannathan Ravi, and Robert A. Korajczyk, 1986, Assessing the Market Timing Performance of Managed Portfolios, Journal of Business

2. Chang, Eric C., 1986, A Note on the Variability of Inflation and the Cross-Sectional Dispersion of Stock Returns, Economics Letters

3. Chang, Eric C., and J. Michael Pinegar, 1986, Inflation and Rates of Return on Long-Term Bonds, Economics Letters

4. Chang, Eric C., and J. Michael Pinegar, 1986, Return Seasonality and Tax-Loss Selling in the Market for Long-Term Government and Corporate Bonds, Journal of Financial Economics

5. Breen, William, Aharon R. Ofer, andRavi Jagannathan, 1986, Correcting for Heteroscedasticity in Tests for Market Timing Ability, Journal of Business

6. Chen, Son-Nan, 1986, Optimal Portfolio Selection Under Differential Taxation: Simple Rules, Quarterly Review of Economics and Business

7. Chen, Son-Nan, and Reena Aggarwal, 1986, Implementation of Optimal Portfolio Selection Under Uncertain Inflation, The Journal of Portfolio Management

8. Chen, Son-Nan, and Cheng-Few Lee, 1986, The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization, Management Science

9. David D. Yao, 1986, Convexity properties of the overflow in an ordered-entry system with heterogeneous servers, Operations Research Letters

10. Shanthikumar, J. George, and David D. Yao, 1986, The preservation of likelihood ratio ordering under convolution, Stochastic Processes and Their Applications