Publications

Latest Publications

1. Ennis, Richard M., and Paul Burik, 1991, The Influence of Non-Risk Factors on Real Estate Holdings of Pension Funds, Financial Analysts Journal

2. Zhou, Guofu, 1991, Small Sample Tests of Portfolio Efficiency, Journal of Financial Economics

3. Shanthikumar, J. George, and David D. Yao, 1991, Bivariate characterization of some stochastic order relations, Advances in Applied Probability

4. Ross, K.W., and D.D. Yao, 1991, Optimal load balancing and scheduling in a distributed computer system, Journal of the Acm

5. Ennis, Richard M., and Paul Burik, 1991, Pension Fund Real Estate Investment under a Simple Equilibrium Pricing Model, Financial Analysts Journal

6. Glasserman, Paul, and David D. Yao, 1991, Algebraic structure of some stochastic discrete event systems, with applications, Discrete Event Dynamic Systems-Theory and Applications

7. Hansen, Lars Peter, and Ravi Jagannathan, 1991, Implications of Security Market Data for Models of Dynamic Economies, Journal of Political Economy

8. Shanthikumar, J. George, and David D. Yao, 1991, Strong Stochastic Convexity: Closure Properties and Applications, Journal of Applied Probability

9. Chang, Cheng-Shang, Xiuli Chao, and Michael Pinedo, 1991, Monotonicity results for queues with doubly stochastic Poisson arrivals: Ross's conjecture, Advances in Applied Probability

10. Zhou, Lin, 1991, Impossibility of Strategy-Proof Mechanisms in Economies with Pure Public Goods, The Review of Economic Studies

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