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Jagannathan, Ravi, Andrew Kaplin, and Steve Sun. 2003. An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices. Journal of Econometrics , 116.
Liu, Jun, and Jun Pan. 2003. Dynamic derivative strategies. Journal of Financial Economics , 69.
Chang, Eric C., and Kit Pong Wong. 2003. Cross-Hedging with Currency Options and Futures. Journal of Financial and Quantitative Analysis , 38.
Jagannathan, Ravi, and Tongshu Ma. 2003. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps. Journal of Finance , 58.
Huang, Haizhou, and Chenggang Xu. 2003. Financial syndication and R&D. Economics Letters , 80.
Al-Najjar, Nabil I., Ramon Casadesus-Masanell, and Emre Ozdenoren. 2003. Probabilistic representation of complexity. Journal of Economic Theory , 111.
Chui, Andy C.W., Sheridan Titman, and K. C.John Wei. 2003. Intra-industry momentum: The case of REITs. Journal of Financial Markets , 6.
Li, William, and Dennis K.J. Lin. 2003. Optimal foldover plans for two-level fractional factorial designs. Technometrics , 45.
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