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 1 1 4 57
AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY 0 0 0 7 3 4 9 41
An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas 0 0 1 49 1 4 12 104
An Examination of the Relationship between Pure Residual and Market Risk: A Note 0 0 0 12 1 1 2 55
An intertemporal capital asset pricing model under heterogeneous beliefs 0 0 0 20 0 0 1 47
Bayesian and mixed estimators of time varying betas 0 0 1 44 0 0 4 91
Beta Nonstationarity, Portfolio Residual Risk and Diversification 0 0 0 16 4 5 9 71
Capital budgeting and uncertain inflation 0 0 2 33 3 3 9 137
Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM 0 0 0 0 0 1 7 36
Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions 0 0 0 20 1 1 1 99
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 83 2 3 7 271
Extend the debt as it is not deeply out-of-the-money 0 0 0 5 1 1 5 48
Implementing the IRR Criterion When Cash Flow Parameters Are Unknown 0 0 0 0 2 2 2 219
International real interest rate parity with error correction models 0 0 0 19 4 6 10 92
Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach 0 0 2 9 1 2 10 45
Mean reversion behavior of the returns on currency assets 0 0 0 39 2 2 7 121
Multi-Period Asset Pricing: The Effects of Uncertain Inflation 0 0 0 0 1 2 4 61
On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure 0 0 0 43 2 3 9 198
Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations 0 0 0 0 1 1 1 203
RE-EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY 0 0 0 1 1 4 9 22
Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note 1 1 1 140 1 1 7 460
The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International Investment 0 0 0 20 1 1 5 149
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 2 4 19
The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions 0 0 0 5 1 2 5 64
Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions 0 0 0 9 0 0 1 30
Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach 0 0 0 0 1 1 3 72
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model 0 0 0 16 1 2 12 78
Total Journal Articles 1 1 7 591 36 55 159 2,890

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Statistics updated 2026-05-06