Pan, Jun, and Kenneth J Singleton. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads. Journal of Finance, 2008, 63.

Deng, Yongheng, and Peng Liu. Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market. Journal of Real Estate Finance and Economics, 2008, 38 (3): 214-240.

Zhou, Guofu. On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investments Unconditionally Optimal?. The Journal of Portfolio Management, 2008, 35 (1): 12-21.

Cohen, Lauren, and Andrea Frazzini. Economic Links and Predictable Returns. Journal of Finance, 2008, 63 (4): 1977-2011.

Wu, Ting-Pin, and Son-Nan Chen. Valuation of Floating Range Notes in a LIBOR Market Model. Journal of Futures Markets, 2008, 28 (7): 697-710.

Zhou, Guofu. On the Fundamental Law of Active Portfolio Management: What Happens if Our Estimates Are Wrong?. The Journal of Portfolio Management, 2008, 34 (4): 26-33.

Santos, João A. C., and Andrew Winton. Bank Loans, Bonds, and Information Monopolies Across the Business Cycle. Journal of Finance, 2008, 63 (3): 1315-1359.

Hansen, Lars Peter, John C. Heaton, and Nan Li. Consumption Strikes Back? Measuring Long-Run Risk. Journal of Political Economy, 2008, 116.

Martin John, and Sheridan Titman. Single vs. Multiple Discount Rates: How to Limit 'Influence Costs' in the Capital Allocation Process. Journal of Applied Corporate Finance, 2008, 20 (2): 79-83.

Chen, Son-Nan. Extend the debt as it is not deeply out-of-money. Economics Bulletion, 2008, 7 (16): 1-6.