Access Statistics for Son-Nan Chen

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Study of Call Price Behavior under a Stationary Return Generating Process 0 0 0 0 0 0 2 53
AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY 0 0 0 7 0 0 0 32
An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas 0 0 0 48 0 0 0 91
An Examination of the Relationship between Pure Residual and Market Risk: A Note 0 0 0 12 1 1 1 53
An intertemporal capital asset pricing model under heterogeneous beliefs 0 0 0 20 0 1 2 46
Bayesian and mixed estimators of time varying betas 0 0 0 43 0 1 1 87
Beta Nonstationarity, Portfolio Residual Risk and Diversification 0 0 0 16 2 2 2 62
Capital budgeting and uncertain inflation 0 0 0 31 0 0 2 128
Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM 0 0 0 0 0 1 1 28
Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions 0 0 0 20 1 3 3 98
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 1 83 1 1 2 264
Extend the debt as it is not deeply out-of-the-money 0 0 0 5 0 0 0 43
Implementing the IRR Criterion When Cash Flow Parameters Are Unknown 0 0 0 0 0 1 1 217
International real interest rate parity with error correction models 0 0 0 19 0 0 0 82
Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach 0 0 0 7 0 0 5 35
Mean reversion behavior of the returns on currency assets 0 0 0 39 0 0 0 114
Multi-Period Asset Pricing: The Effects of Uncertain Inflation 0 0 0 0 0 1 1 57
On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure 0 0 0 43 2 2 5 189
Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations 0 0 0 0 0 1 1 202
RE-EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY 0 0 0 1 0 0 1 13
Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note 0 0 0 139 1 2 2 453
The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International Investment 0 0 0 20 0 1 1 144
The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization 0 0 0 1 0 0 0 15
The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions 0 0 0 5 0 0 0 59
Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions 0 0 0 9 0 0 0 28
Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach 0 0 0 0 0 0 0 67
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model 0 0 2 16 0 0 3 66
Total Journal Articles 0 0 3 584 8 18 36 2,726

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03