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 1 1 52
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 1 91
An Examination of the Relationship between Pure Residual and Market Risk: A Note 0 0 0 12 0 0 0 52
An intertemporal capital asset pricing model under heterogeneous beliefs 0 0 0 20 0 0 0 44
Bayesian and mixed estimators of time varying betas 0 0 1 43 0 0 1 86
Beta Nonstationarity, Portfolio Residual Risk and Diversification 0 0 0 16 0 0 1 60
Capital budgeting and uncertain inflation 0 0 0 31 0 0 0 126
Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM 0 0 0 0 0 0 1 27
Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions 0 0 0 20 0 0 0 95
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 82 0 0 1 262
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 0 0 216
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 2 3 32
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 0 0 56
On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure 0 0 0 43 0 3 5 187
Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations 0 0 0 0 0 0 0 201
RE-EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY 0 0 0 1 0 0 0 12
Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note 0 0 0 139 0 0 1 451
The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International Investment 0 0 0 20 0 0 1 143
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 1 1 1 15 1 1 3 64
Total Journal Articles 1 1 2 582 1 7 19 2,697


Statistics updated 2024-06-06