Publications
Latest Publications
1.
Wu, Ting-Pin, Jui-Pin Fu, and Son-Nan Chen, 2011, Valuation of Quanto Interest Rate Exchange Options, 台湾财务金融学刊
2.
Garlappi, Lorenzo and Hong Yan, 2011, Financial Distress and the Cross-section of Equity Returns, The Journal of Finance
3.
Chen, Qi, T Hemmer, and Y Zhang, 2011, On the Use of Loose Monitoring in Agencies, Review of Accounting Studies
4.
Shu, Tong, Shou Chen, Xiuli Chao, and Kin Keung Lai, 2011, Hierarchical economic information filtering model concerning vendor selection, International Journal of Revenue Management
5.
Chen, Hong, and Heng-Qing Ye, 2011, Methods in Diffusion Approximation for Multi-Server Systems: Sandwich, Uniform Attraction and State-Space Collapse, International Series in Operations Research & Management Science
6.
Andrew E.B. Lima, J. George Shanthikumarb, Gah-Yi Vahna, 2011, Conditional Value-at-Risk in Portfolio Optimization: Coherent But Fragile, Operations Research Letters
7.
Andrew E.B. Lim, J. George Shanthikumar, Thaisiri Watewai, 2011, Robust Asset Allocation with Benchmarked Objectives, Mathematical Finance
8.
Zhou, Sean X, Zhijie Tao, and Xiuli Chao, 2011, Optimal Control of Inventory Systems with Multiple Types of Remanufacturable Products, Manufacturing & Service Operations Management
9.
Song, Jing-Sheng, and Paul H. Zipkin, 2011, An Approximation for the Inverse First-passage Time Problem, Advances in Applied Probability
10.
Yan Dong, Yuliang Yao, Tony Haitao Cui, 2011, When Acquisition Spoils Retention: Direct Selling vs. Delegation under CRM, Management Science
