David D. Yao. Optimal Run Quantities for an Assembly System with Random Yields. Iie Transactions, 1988, 20 (4): 399-403.

Chang, Eric C. and J. Michael Pinegar. Does the Market Reward Risk Bearing in Months Other Than January? Evidence from the Bond and Stock Markets. The Journal of Portfolio Management, 1988, 15 (1): 55-57.

Chang, Eric C., and Chan-Wung Kim. Day of the Week Effects and Commodity Price Changes. Journal of Futures Markets, 1988, 8 (2): 229-241.

Sheridan Titman. How Clients Can Win the Gaming Game. The Journal of Portfolio Management, 1987, 13 (4): 14-20.

Keown, A. J., and Son-Nan Chen. Portfolio Selection Based Upon P/E Ratios: Diversification, Risk Decomposition and implications. Journal of Business Finance & Accounting, 1987, 14 (2): 187-198.

Chen, Son-Nan. Simple Optimal Asset Allocation Under Uncertainty. The Journal of Portfolio Management, 1987, 13 (4): 69-76.

Bradford, William D.. The Issue Decision of Manager-Owners Under Information Asymmetry. Journal of Finance, 1987, 42 (5): 1245-1260.

Grinblatt, Mark, and Sheridan Titman. The Relation Between Mean-Variance Efficiency and Arbitrage Pricing. Journal of Business, 1987, 60 (1): 97-112.

Chang, Eric C., and J. Michael Pinegar. Risk and Inflation. Journal of Financial and Quantitative Analysis, 1987, 22 (1): 89-99.

Chen, Son-Nan. An Intertemporal Capital Asset Pricing Model Under Heterogeneous Beliefs. Journal of Economics and Business, 1986, 38 (4): 317-330.