Faculty & Research

Latest Publications

1. Meng, Yu, Pu Zhang and Ryan Ong, 2016, Mean Variance Optimization of Public and Private Asset Classes, Journal of Investment Management

2. Wan, Yulai, Hun-Koo Ha, Yuichiro Yoshida, and Anming Zhang, 2016, Airlines' reaction to high-speed rail entries: Empirical study of the Northeast Asian market, Transportation Research Part A-Policy and Practice

3. Tao, James, and Jun Zhang, 2016, Transformations and coupling relations for affine connections, Differential Geometry and Its Applications

4. Li, Xiaoyang, S. Lin, and A. Tucker, 2016, The curious case of converts, Global Finance Journal

5. Han, Yufeng, Guofu Zhou, and Yingzi Zhu, 2016, A trend factor: Any economic gains from using information over investment horizons?, Journal of Financial Economics

6. Li, William, and Dennis K. J. Lin, 2016, A Note on Foldover of 2n-k Designs with Column Permutations, Technometrics

7. Ye, Heng-Qing, and David D. Yao, 2016, Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits, Mathematics of Operations Research

8. He, Zhiguo, and Konstantin Milbradt, 2016, Dynamic Debt Maturity, The Review of Financial Studies

9. Hong, Harrison, and David Alexandre Sraer, 2016, Speculative Betas, The Journal of Finance

10. Chen, Nan, Xin Liu, and David D. Yao, 2016, An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect, Operations Research