Publications

Latest Publications

1. Chang, Cheng-Shang, Xiuli Chao, and Michael Pinedo, 1990, Integration of Discrete-Time Correlated Markov Processes on a TDM System : I Structural Results, Probability in the Engineering and Informational Sciences

2. J.M. Harrison, R.J. Williams, and Hong Chen, 1990, Brownian Models of Closed Queueing Networks with Homogeneous Customer Populations, Stochastics and Stochastics Reports

3. Yao, David, and Morton Klein, 1989, Lot sizes under continuous demand: The backorder case, Naval Research Logistics

4. Grinblatt, Mark, and Sheridan Titman, 1989, Adverse Risk Incentives and the Design of Performance-Based Contracts, Management Science

5. Titman, Sheridan, and Arthur Warga, 1989, Stock Returns as Predictors of Interest Rates and Inflation, Journal of Financial and Quantitative Analysis

6. Yao, D.D., and Z. Schechner, 1989, Decentralized control of service rates in a closed Jackson network, Ieee Transactions on Automatic Control

7. Jagannathan,Ravi,Thomas R. Palfrey, 1989, The Effects of Insider Trading Disclosures on Speculative Activity and Futures Prices, Economic Inquiry

8. Chang, Eric C., and J. Michael Pinegar, 1989, Seasonal Fluctuations in Industrial Production and Stock Market Seasonals, Journal of Financial and Quantitative Analysis

9. Grinblatt, Mark, and Sheridan Titman, 1989, Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings, Journal of Business

10. Titman, Sheridan, and Walter Torous, 1989, Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt, The Journal of Finance

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