Publications

Latest Publications

1. Chen, Son-Nan, and Cheng F. Lee, 1981, The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions, Management Science

2. CHEN, SON‐NAN, and ARTHUR J. KEOWN, 1981, An Examination of the Relationship between Pure Residual and Market Risk: A Note, Journal of Finance

3. Chen, Son Nan, 1981, Beta nonstationarity, portfolio residual risk and diversification, Journal of Financial and Quantitative Analysis

4. CHEN, SON‐NAN, and ARTHUR J. KEOWN, 1981, Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note, Journal of Finance

5. Bates, Timothy, and William Bradford, 1980, An Analysis of the Portfolio Behavior of Black-Owned Commercial Banks, Journal of Finance

6. Chen, Son Nan, 1980, Time Aggregation, Autocorrelation, And Systematic Risk Estimates--Additive Versus Multiplicative Assumptions, Journal of Financial and Quantitative Analysis

7. Chen, Son‐Non, and John D. Martin, 1980, BETA NONSTATIONARITY AND PURE EXTRA‐MARKET COVARIANCE EFFECTS ON PORTFOLIO RISK, Journal of Financial Research

8. Lee, Cheng F., and Son‐Nan ‐N Chen, 1979, A Random Coefficient Model for Reexamining Risk Decomposition Method and Risk-Return Relationship Test, Financial Review

9. Chen, Son‐Nan ‐N, 1979, RE‐EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY, Journal of Financial Research

10. Bradford, William D., Alfred E. Osborne, and Lewis J. Spellman, 1978, The Efficiency and Profitability of Minority Controlled Savings and Loan Associations, Journal of Money, Credit and Banking

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