Faculty & Research

Latest Publications

1. Neely, Christopher J., David E. Rapach, Jun Tu, and Guofu Zhou , 2014, Forecasting the Equity Risk Premium: The Role of Technical Indicators, Management Science

2. He, Qiming, and Xiuli Chao, 2014, A tollbooth tandem queue with heterogeneous servers, European Journal of Operational Research

3. Luo, Li,David D. Yao, Xueying Huang, Yang You, Yuanjun Cheng, Yingkang Shi, Jin Liu, and Renrong Gong, 2014, Sequence-Dependent Anesthesia-Controlled Times: A Retrospective Study in an Ophthalmology Department of a Single-Site Hospital, Anesthesia and Analgesia

4. Czerny, A I., and Anming Zhang, 2014, Airport Congestion Pricing When Airlines Price Discriminate, Transportation Research Part B-Methodological

5. Allen, Franklin, Elena Carletti, Jun Qian, and Patricio Valenzuela, 2014, The African Financial Development and Financial Inclusion Gaps, Journal of African Economies

6. Chang, Jui- Jane, Son-nan Chen, Chun-chao Wang, and Ting-pin Wu, 2014, Barrier Caps and Floors under the LIBOR Market Model with Double Exponential Jumps, Journal of Derivatives

7. Kamstra, Mark J., Lisa A. Kramer, Maurice D. Levi, and Tan Wang , 2014, Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity, Review of Asset Pricing Studies

8. Jiang, Zhan, Kenneth A. Kim, and Hao Zhang, 2014, The Effects of Corporate Bailout on Firm Performance: International Evidence, Journal of Banking & Finance

9. Chen, Son-Nan, Mi-Hsiu Chiang, Pao-Peng Hsu, and Chang-Yi Li, 2014, Valuation of Quanto Options in a Markovian Regime-Switching Market: A Markov-Modulated Gaussian HJM Model, Finance Research Letters

10. Shi, Cong, Huanan Zhang, Xiuli Chao, and Retsef Levi, 2014, Approximation algorithms for capacitated stochastic inventory systems with setup costs, Naval Research Logistics