Publications

Latest Publications

1. Pereira, Joao Pedro, and Harold H. Zhang, 2010, Stock Returns and the Volatility of Liquidity, Journal of Financial and Quantitative Analysis

2. Zhou, Guofu, and Yingzi Zhu, 2010, Is the Recent Financial Crisis Really a “Once-in-a-Century” Event?, Financial Analysts Journal

3. Ting-Pin，Wu, and Son-Nan Chen, 2010, Modifying the LMM to Price Constant Maturity Swaps, Journal of Derivatives

4. Tang, Dragon and Hong Yan, 2010, Market Conditions, Default Risk and Credit Spreads, Journal of Banking & Finance

5. Wu, Owen Q., and Hong Chen, 2010, Optimal control and equilibrium behavior of production-inventory systems, Management Science

6. Li, Feng, 2010, Textual Analysis of Corporate Disclosures: A Survey of the Literature, Journal of Accounting Literature

7. Tong, S., S. Chen, S. Wang, and Xiuli Chao, 2010, Forecasting in supply chains based on indices, Systems Engineering

8. A. Jain, A.E.B. Lim , J.G. Shanthikumar, 2010, On the optimality of threshold control in queues with model uncertainty, Queueing Systems: Theory and Applications

9. Peng Li a, Andrew E.B. Lima,_x0003_ J. George Shanthikumarb, 2010, Optimal risk transfer for agents with germs, Insurance Mathematics & Economics

10. Wu, Jun, Shouyang Wang, Xiuli Chao, C.T Ng, and T.C.E. Cheng, 2010, Impact of risk aversion on optimal decisions in supply contracts, International Journal of Production Economics

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