Publications

Latest Publications

1. Drapeau, Samuel, Michael Kupper, and Antonis Papapantoleon, 2014, A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents, Journal of Risk

2. Hsieh, Tsung-Yu, Chi-Hsun Chou, and Son-Nan Chen, 2014, Valuation of Guaranteed Contracts Set Relative to Cross-currency Stochastic Rates of Return, Asia-Pacific Journal of Financial Studies

3. Hong, Harrison, Wenxi Jiang, Na Wang, and Bin Zhao, 2014, Trading for Status, The Review of Financial Studies

4. Li, Feng, Michael Minnis, Venky Nagar, and Madhav Rajan, 2014, Knowledge, Compensation, and Firm Value: An Empirical Analysis of Firm Communication, Journal of Accounting & Economics

5. Titman, Sheridan, Ko Wang, and Jing Yang, 2014, The Dynamics of Housing Prices, Journal of Real Estate Research

6. He, Zhiguo, and Konstantin Milbradt, 2014, ENDOGENOUS LIQUIDITY AND DEFAULTABLE BONDS, Econometrica

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

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

9. 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

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

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