Publications

Latest Publications

1. Grinblatt, Mark, and Sheridan Titman, 1989, Portfolio Performance Evaluation: Old Issues and New Insights, The Review of Financial Studies

2. Titman, Sheridan, 1989, How to Avoid Games Portfolio Managers Play, Institutional Investor Money Management Forum

3. William Breen , Lawrence Glosten,Ravi Jagannathan, 1989, Economic Significance of Predictable Variations in Stock Index Returns, The Journal of Finance

4. Jagannathan,Ravi,V. V. Chari, 1989, Adverse Selection in a Model of Real Estate Lending, The Journal of Finance

5. Wang, Tan, 1989, Simulation Technique, Techinques of Modern Management

6. Chang, Suckjeong, and Son-Nan Chen, 1989, Stock Price Adjustment to Earnings and Dividend Announcements, Quarterly Review of Economics and Business

7. Chang, Suckjeong, and Son-Nan Chen, 1989, A Study of Call Price Behavior Under Stationary Return Generating Process, Financial Review

8. Shanthikumar, J.George, and David D. Yao, 1989, Optimal buffer allocation in a multicell system, International Journal of Flexible Manufacturing Systems

9. Shanthikumar, J.G., and D.D. Yao, 1989, Second-order stochastic properties in queueing systems, Proceedings of the Ieee

10. Servi, L.D., and David D. Yao, 1989, Stochastic bounds for queueing systems with limited service schedules, Performance Evaluation

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