Faculty & Research

Latest Publications

1. Chao, Xiuli, Yifan Xu, and Baimei Yang, 2012, OPTIMAL POLICY FOR A PRODUCTION–INVENTORY SYSTEM WITH SETUP COST AND AVERAGE COST CRITERION, Probability in the Engineering and Informational Sciences

2. Zhang, H. and Jun Zhang, 2012, Regularized learning in Banach space as an optimization problem: Representer theorems, Journal of Global Optimization

3. Yang, Hangjun, and Anming Zhang, 2012, Impact of Regulation on Transport Infrastructure Capacity and Service Quality, Journal of Transport Economics and Policy

4. Liu, Peng, Xiaomeng Lu, and Ke Tang, 2012, The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand, Journal of Housing Economics

5. Hong, Harrison, and Motohiro Yogo , 2012, What does futures market interest tell us about the macroeconomy and asset prices?, Journal of Financial Economics

6. Anshuman, V. Ravi, John Martin, and Sheridan Titman, 2012, An Entrepreneur's Guide to Understanding the Cost of Venture Capital: Just how much does venture capital cost?, Journal of Applied Corporate Finance

7. Dor, Arik Ben, Ravi Jagannathan, Iwan Meier, and Zhe Xu, 2012, What Drives the Tracking Error of Hedge Fund Clones?, Journal of Alternative Investments

8. Che, Hai, Xinlei (Jack) Chen, and Yuxin Chen, 2012, Investigating Effects of Out-of-Stock on Consumer SKU Choice, Journal of Marketing Research

9. Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran, 2012, Rare Disasters and Risk Sharing with Heterogeneous Beliefs, The Review of Financial Studies

10. Chen, Hui, and Scott Joslin, 2012, Generalized Transform Analysis of Affine Processes and Applications in Finance, The Review of Financial Studies