Kacperczyk, Marcin, Lu Zheng, and Clemens Sialm. Industry Concentration and Mutual Fund Performance. Journal of Investment Management, 2007, 5 (1): 50-64.

Wu, Ting‐Pin and Son Nan Chen. Equity Swaps in a LIBOR Market Model. Journal of Futures Markets, 2007, 27 (9): 893-920.

Wu, Ting-Pin, and Son-Nan Chen. Cross-Currency Equity Swaps with the BGM Model. Journal of Derivatives, 2007, 15 (2): 60-76.

Liu, Jun. Portfolio Selection in Stochastic Environments. The Review of Financial Studies, 2007, 20 (1): 1-39.

Ang, Andrew, and Jun Liu. Risk, Return and Dividends. Journal of Financial Economics, 2007, 85 (1): 1-38.

Garlappi, Lorenzo, Raman Uppal, and Tan Wang. Portfolio Selection with Parameter and Model Uncertainty. The Review of Financial Studies, 2007, 20 (1): 41-81.

Guo, Hongtao, Guojun Wu, and Zhijie Xiao. An Analysis of Risk for Defaultable Bond Portfolios. Journal of Risk Finance, 2007, 8.

Guojun Wu, Mark Seasholes. Predictable Behavior, Profits, and Attention. Journal of Empirical Finance, 2007, 14 (5): 590-610.

Liang, Bing, Turan Bali, and Suleyman Gokcan. Value at Risk and the Cross-Section of Hedge Fund Returns. Journal of Banking & Finance, 2007, 31 (4): 1135-1166.

Hong, Harrison, Walter Torous, and Rossen Valkanov. Do Industries Lead Stock Markets?. Journal of Financial Economics, 2007, 83 (2): 367-396.