Faculty & Research

Latest Publications

1. Chang, Eric C., and Wilbur G. Lewellen, 1985, An Arbitrage Pricing Approach to Evaluating Mutual Fund Performance, Journal of Financial Research

2. Shapiro, AC, and Sheridan Titman, 1985, An Integrated Approach to Corporate Risk Management, Midland Corporate Finance Journal

3. Jagannathan, Ravi, 1985, An Investigation of Commodity Futures Prices Using the Consumption Based Intertemporal Capital Asset Pricing Model, The Journal of Finance

4. Chen, Son-Nan, and William T. Moore, 1985, The Expected Net Present Value Rule Under Informative and Noninformative Prior Distributions, Advanced in Financial Planning and Forecasting

5. Chen, Son-Nan, 1985, Uncertain inflation and Optimal Portfolio Selection: A Simplified Approach, Financial Review

6. Pairi, Robert A., and Son-Nan Chen, 1985, Estimation Risk and Optimal Portfolios, The Journal of Portfolio Management

7. Chen, Son-Nan, and Arthur J. Keown, 1985, Group Effects and Beta Nonstationarity, European Physical Journal Plus

8. Yao, David D., 1985, Refining the Diffusion Approximation for the M/G/m Queue, Operations Research

9. Yao, David D., and J. A. Buzacott, 1985, Modeling a class of state-dependent routing in flexible manufacturing systems, Annals of Operations Research

10. Yao, David D., 1985, First-Passage-Time Moments of Markov Processes, Journal of Applied Probability