“Influence Diagrams for Real Options Valuation: Valuing
Agouron Pharmaceuticals, Inc.,” with John M. Charnes and
Dave Kellogg, Journal of Finance Case Research, forthcoming.
“Bayesian Networks: A Decision Tool to Improve Portfolio
Risk Analysis,” with Catherine Shenoy and Ron Mau, Journal
of Applied Finance, forthcoming.
“Does Herding Behavior Exist in Chinese Stock Markets?”
with Ali M. Kutan, Journal of International Financial Markets,
Institutions & Money, 16 123-142, 2006.
“Sequential Valuation Networks for Asymmetric Decision
Problems,” with P. P. Shenoy, European Journal of Operational
Research 169, No. 1, 286-309, 2006
“Correlation and return dispersion dynamics in Chinese
markets,” with D. Lien, International Review of Financial
Analysis 14, No. 4, 477-491, 2005.
“Subset Selection in Multiple Linear Regression: A New
Mathematical Programming Approach,” with Burak Eksioglu
and Ismail Capar, Computers & Industrial Engineering
49, No. 1, 155-167, 2005.
“Does Herding Behavior Exist in Chinese Stock Markets?”
(with Ali Kutan) Journal
of International Financial Markets, Institutions & Money,
forthcoming.
"Sequential Valuation Networks for Asymmetric Decision Problems,"
with Prakash P. Shenoy, European Journal of Operational Research,
forthcoming.
"Firm-level Return Dispersion and Correlation Asymmetry
Dynamics in Chinese
Markets," with D. Lien, International Review of Financial
Analysis,
forthcoming.
"Comparisons of Short and Long Hedge Performance: The Case
of Taiwan,” (with Donald Lien and David Shaffer) Journal
of Multinational Financial Management, Vol. 15, No. 1 (February),
2005.
"Firm-level
return dispersion and correlation asymmetry: Challenges for portfolio
diversification," (with Donald Lien), Applied Financial
Economics, Vol. 14, pg. 447- 456, 2004.
“Downside Risk for Short and Long Hedgers” International
Review of Economics and Finance 12, No. 1 (Spring 2003),
25-44, (with D. Lien).
“An Investigation of the Day-of-the-Week Effect on Stock
Returns in Turkey,” Emerging Markets Finance and Trade
38, No. 6 (Nov-Dec 2002), 47-77 (with M.B. Karan).
“Sequential Valuation Networks: A New Technique for Asymmetric
Decision Problems,” Lecture Series in Artificial Intelligence
2143, S. Benferhat, P. Besnard (Eds.), Springer-Verlag Berlin
Heidelberg, 2001, 252-265 (with P.P Shenoy).
