Faculty & Research

Latest Publications

1. Chang, Jui-Jane, Son-Nan Chen, and Ting-Pin Wu, 2012, A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options, Journal of Derivatives

2. Ju, Nengjiu, and Jianjun Miao, 2012, Ambiguity, Learning, and Asset Returns, Econometrica

3. Ju, Nengjiu, and Xuhu Wan, 2012, Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model, Management Science

4. Fan, Qintao, and Xiao-Jun Zhang, 2012, Accounting Conservatism, Aggregation, and Information Quality, Contemporary Accounting Research

5. Fu, Qi, Sean X. Zhou, Xiuli Chao, and Chung-Yee Lee, 2012, Combined Pricing and Portfolio Option Procurement, Production and Operations Management

6. Chao, Xiuli, Baimei Yang, and Yifan Xu, 2012, Dynamic inventory and pricing policy in a capacitated stochastic inventory system with fixed ordering cost, Operations Research Letters

7. Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang, 2012, Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification, Management Science

8. Hirshleifer, David, Kewei Hou, and Siew Hong Teoh, 2012, The Accrual Anomaly: Risk or Mispricing?, Management Science

9. Bilotkach, Volodymyr, Joseph A. Clougherty, Juergen Mueller, and Anming Zhang, 2012, Regulation, Privatization, and Aeronautical Charges: Panel Data Evidence from European Airports, Journal of Regulatory Economics

10. Waggoner, Daniel F., and Tao Zha, 2012, Confronting Model Misspecification in Macroeconomics, Journal of Econometrics