Publications

Latest Publications

1. Frank, Murray Z.. 1988. An intertemporal model of industrial exit. Quarterly Journal of Economics , 103 (2), 333-344.

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

3. Chen, Son-Nan. 1987. Simple optimal asset allocation under uncertainty. Journal of Portfolio Management , 13 (4), 69-76.

4. Chang, Eric C., and J. Michael Pinegar. 1987. Risk and inflation. Journal of Financial and Quantitative Analysis , 22 (1), 89-99.

5. Grinblatt, Mark, and Sheridan Titman. 1987. How clients can win the gaming game. Journal of Portfolio Management , 13 (4), 14-20.

6. Bradford, William D.. 1987. The Issue Decision of Manager-Owners under Information Asymmetry. Journal of Finance , 42 (5), 1245-1260.

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

8. Grinblatt, Mark, and Sheridan Titman. 1987. The Relation Between Mean-Variance Efficiency and Arbitrage Pricing. Journal of Business , 60 (1), 97-112.

9. 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 , 14 (2), 187-198.

10. Chang, Eric, and J. Michael Pinegar. 1986. Inflation and rates of return on long-term bonds. Economics Letters , 20 (2), 125-127.

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