Who Profits from Trading Options?

Jianfeng HU, Antonia KIRILOVA, Gilbert PARK, Doojin RYU

Paper published in 2020.


Hedge Fund’s Dynamic Leverage Decisions Under Time-inconsistent Preferences

Jiangyuan LI, Bo LIU, Jinqiang YANG, Zhentao ZOU

Paper published in 2020.


The Impact of Production-budget Uncertainty on Stochastic Capacity Investment

Onur BOYABATLI, Boya YANG, Guiyun FENG

Paper published in 2019.


Managing Bucket Brigades on Discrete Stations with Stochastic Work Times: Learning is Not Always Good

Peng WANG & Yun Fong LIM

Paper published in 2019.


Men Don't Share Food: Intimacy Avoidance in Dyadic Consumption

Ying Ying XUE (Sherrie) & Stephanie C. LIN

Paper published in 2019.


Who has Skills in Trading Options?

Jianfeng HU, Antonia KIRILOVA, Gilbert PARK, Doojin RYU

Paper published in 2019.


Time-Series Momentum: Is it there?

Dashan HUANG, Jiangyuan LI, Liyao WANG, Guofu ZHOU

Paper published in 2019.


The World Predictive Power of U.S Equity Market Skewness Risk

Jian CHEN, Fuwei JIANG, Shuyu XUE, Jiaquan YAO

Paper published in 2019.


Compensation and Risk: A Perspective on the Lake Wobegon Effect

Jiangyuan LI, Jinqiang YANG, Zhentao ZOU

Paper published in 2019.


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