Publications

Latest Publications

1. Chang, Cheng Shang, Xiuli Chao, Michael Pinedo, and George Shanthikumar. 1990. Stochastic convexity for multidimensional processes. Proceedings of the IEEE Conference on Decision and Control , 2 , 909-914.

2. Chang, Eric C., and J. Michael Pinegar. 1990. Another look at risk and reward in January and non–January Months: Response. Journal of Portfolio Management , 16 (4), 82-83.

3. Chari, V. V., Ravi Jagannathan, and Larry Jones. 1990. Price stability and futures trading in commodities. Quarterly Journal of Economics , 105 (2), 527-534.

4. Talmor, Eli, and Sheridan Titman. 1990. Taxes and Dividend Policy. Financial Management , 19 (2), 32-35.

5. Burik, Paul, and Richard M. Ennis. 1990. Foreign Bonds in Diversified Portfolios: A Limited Advantage. Financial Analysts Journal , 46 (2), 31-40.

6. Chao, Xiuli, and Michael Pinedo. 1990. Batch arrivals to a tandem queue without an intermediate buffer. Communications in Statistics, Stochastic Models , 6 (4), 735-748.

7. Chari, V. V., and Ravi Jagannathan. 1990. The Simple Analytics of Commodity Futures Markets: Do They Stabilize Prices? Do They Raise Welfare?. Quarterly Review , 14 (3), 12-24.

8. Chang, Eric C., and Roger D. Huang. 1990. Time-Varying Return And Risk In The Corporate Bond Market. Journal of Financial and Quantitative Analysis , 25 (3), 323-340.

9. Chang, Eric C., Chao Chen, and Son‐Nan Chen. 1990. Risk and return in copper, platinum, and silver futures. Journal of Futures Markets , 10 (1), 29-39.

10. Yan, Hong, David Kessler, and L. M. Sander. 1990. Roughening phase transition in surface growth. Physical Review Letters , 64 (8), 926-929.

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