Publications

Latest Publications

1. Grinblatt, Mark, and Sheridan Titman. 1983. Factor pricing in a finite economy. Journal of Financial Economics , 12 .

2. Chen, Son‐Nan ‐N, and William T. Moore. 1983. PROJECT ABANDONMENT UNDER UNCERTAINTY: A BAYESIAN APPROACH. Financial Review , 18 .

3. CHEN, SON‐NAN , and STEPHEN J. BROWN. 1983. Estimation Risk and Simple Rules for Optimal Portfolio Selection. Journal of Finance , 38 .

4. Chen, Son Nan, and Arthur J. Keown. 1982. Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions. Journal of Economics and Business , 34 .

5. Chen, Son Nan. 1982. An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas. Journal of Financial and Quantitative Analysis , 17 .

6. Chen, Son‐Nan ‐N, and William T. Moore. 1982. INVESTMENT DECISIONS UNDER UNCERTAINTY: APPLICATION OF ESTIMATION RISK IN THE HILLIER APPROACH. Financial Review , 17 .

7. Chen, Son Nan, and Cheng F. Lee. 1982. Bayesian and mixed estimators of time varying betas. Journal of Economics and Business , 34 .

8. Pari, Robert A., and Son‐Nan ‐N Chen. 1982. An Empirical Test of the Arbitrage Pricing Theory. Financial Review , 17 .

9. TITMAN, SHERIDAN. 1982. The Effects of Anticipated Inflation on Housing Market Equilibrium. Journal of Finance , 37 .

10. Chen, Son Nan, and William T. Moore. 1982. Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach. Journal of Financial and Quantitative Analysis , 17 .

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