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 0 49
AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY 0 0 1 4 0 0 3 23
An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas 0 0 4 45 0 0 7 85
An Examination of the Relationship between Pure Residual and Market Risk: A Note 0 0 0 12 0 0 0 49
An intertemporal capital asset pricing model under heterogeneous beliefs 0 0 0 20 0 0 0 42
Bayesian and mixed estimators of time varying betas 0 1 1 42 0 1 2 81
Beta Nonstationarity, Portfolio Residual Risk and Diversification 0 0 0 14 0 0 1 56
Capital budgeting and uncertain inflation 0 0 1 31 0 1 2 122
Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM 0 0 0 0 0 0 0 25
Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions 0 0 0 20 0 0 1 93
Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 1 80 6 6 51 233
Extend the debt as it is not deeply out-of-the-money 0 0 1 4 0 0 2 36
Implementing the IRR Criterion When Cash Flow Parameters Are Unknown 0 0 0 0 0 2 2 216
International real interest rate parity with error correction models 0 0 0 19 0 0 0 80
Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach 0 0 1 6 0 0 1 25
Mean reversion behavior of the returns on currency assets 0 0 0 38 1 1 1 112
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 1 42 0 0 4 180
Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations 0 0 0 0 0 0 0 199
RE-EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY 0 0 0 1 0 0 2 9
Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note 0 0 2 138 0 1 6 437
The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International Investment 0 0 0 20 0 0 0 140
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 13
The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions 0 0 1 5 0 0 2 55
Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions 0 0 0 7 0 0 0 22
Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach 0 0 0 0 0 1 1 65
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model 0 0 0 12 1 1 3 49
Total Journal Articles 0 1 14 561 8 14 91 2,552


Statistics updated 2021-01-03