Selected Publications

1. A Stochastic Convergence Model for Portfolio Selection, sole author, Operations Research, 50,3 (2002), 462-476.
2. Value-at-Risk Based Portfolio Optimization, sole author, Stochastic Optimization: Algorithms and Applications, S. Uryasev and P. M. Pardalos, Eds., Kluwer Academic Publishers, 2001, 279-302.
3. Managerial Use of Debt to Fund Municipal Government Risks, with Robert Puelz, Decision Sciences, 28(3) (1997), 745-761.
4. The Accuracy of Cross-Validation Results in Forecasting, with Marion G. Sobol, Decision Sciences, 26(6) (1995), 803-818.
5. A Multiple-Objective Programming Technique for Structuring Tax-Exempt Serial Revenue Debt Issues, with Sang M. Lee, Management Science, 38(8) (1992), 1186-1200.