Faculty & Research

Latest Publications

1. Chang, Eric C., and J. Michael Pinegar, 1988, Does the market reward risk in non-January months?, Journal of Portfolio Management

2. Frank, Murray Z., 1988, An intertemporal model of industrial exit, Quarterly Journal of Economics

3. Song, Jingsheng, 1988, A Secondary Approach to the Discounted Model in Semi-Markov Decision Processes, Science Bulletin

4. Chen, Son-Nan, 1987, Simple optimal asset allocation under uncertainty, Journal of Portfolio Management

5. Chang, Eric C., and J. Michael Pinegar, 1987, Risk and inflation, Journal of Financial and Quantitative Analysis

6. Grinblatt, Mark, and Sheridan Titman, 1987, How clients can win the gaming game, Journal of Portfolio Management

7. Bradford, William D., 1987, The Issue Decision of Manager-Owners under Information Asymmetry, Journal of Finance

8. Song, Jingsheng, 1987, A Note on Continuous-time Markov Decision Processes with Undiscounted Cost Criterion, Science Bulletin

9. Grinblatt, Mark, and Sheridan Titman, 1987, The Relation Between Mean-Variance Efficiency and Arbitrage Pricing, Journal of Business

10. Keown, Arthur J., JOHN M. PINKERTON, and SON NAN CHEN, 1987, Portfolio Selection Based Upon P/E Ratios: Diversification, Risk Decomposition and Implications, Journal of Business Finance and Accounting