Publications
Latest Publications
1.
Wu, Ting-Pin, and Son-Nan Chen, 2011, Valuation of CMS Spread Options With Nonzero Strike Rates in the LIBOR Market Model, Journal of Derivatives
2.
Deuskar, Prachi, Joshua M. Pollet, Z. Jay Wang and Lu Zheng, 2011, The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?, The Review of Financial Studies
3.
姜富伟, 凃俊, David E.Rapach, Jack K.Strauss, 周国富, 2011, 中国股票市场可预测性的实证研究, 金融研究
4.
Xu, He, David D. Yao, and Shaohui Zheng, 2011, Optimal Control of Replenishment and Substitution inan Inventory System with Nonstationary Batch Demand, Production and Operations Management
5.
Jiang, Fuxiu, Gregory R. Stone, Jianfei Sun, and Min Zhang, 2011, Managerial Hubris, Firm Expansion and Firm Performance, The Social Science Journal
6.
Delbaen, Fredd, Samuel Drapeau, and Michael Kupper, 2011, A von Neumann–Morgenstern Representation Result without Weak Continuity Assumption, Journal of Mathematical Economics
7.
Hou, Kewei, G. Andrew Karolyi, and Bong-Chan Kho, 2011, What Factors Drive Global Stock Returns?, The Review of Financial Studies
8.
Kong, Aiguo, David E. Rapach, Jack K. Strauss, and Guofu Zhou, 2011, Predicting Market Components Out of Sample: Asset Allocation Implications, The Journal of Portfolio Management
9.
Anshuman, V. Ravi, John Martin, and Sheridan Titman, 2011, Accounting for Sovereign Risk When Investing in Emerging Markets, Journal of Applied Corporate Finance
10.
Li, Feng, 2011, Earnings Quality Based on Corporate Investment Decisions, Journal of Accounting Research
