5th Floor, West Tower, World Financial Centre
1 Dong San Huan Middle Road
Chaoyang District, Beijing 100020, China
Tel: +86 10 5081 5880
Publications
Latest Publications
1.
Chen, Son-Nan, 1982, An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Security Betas, Journal of Financial and Quantitative Analysis
2.
Chen, Son-Nan, and Cheng F. Lee, 1982, Bayesian and Mixed Estimators of Time Varying Betas, Journal of Economics and Business
3.
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
4.
Chen, Son-Nan, 1981, Beta Nonstationarity, Portfolio Residual Risk and Diversification, Journal of Financial and Quantitative Analysis
5.
Chen, Son-Nan, and Cheng F.Lee, 1981, The Sampling Relationship Between Sharp’s Performance Measure and Its Risk Proxy: Sample Size, Investment Horizon and Market Conditions, Management Science
6.
Chen, Son-Nan, and Arthur J. Keown, 1981, Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note, The Journal of Finance
7.
Chen, Son-Nan, 1981, Residual Variance heteroskedasticity, Portfolio Diversification, and Trading Rules, Quarterly Review of Economics and Business
8.
G.Zhou, Chiding Kang, 1980, On Gigua's Conjecture, Journal of Chengdu College of Geology
9.
Bates, Timothy, and William D. Bradford, 1980, An Analysis of the Portfolio Behavior of Black‐Owned Commercial Banks, The Journal of Finance
10.
Chen, Son-Nan, 1980, Time Aggregation, Autocorrelation and Systematic Risk Estimates–Additive vs. Multiplicative Assumptions, Journal of Financial and Quantitative Analysis
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5th Floor, West Tower, World Financial Centre
1 Dong San Huan Middle Road
Chaoyang District, Beijing 100020, China
Tel: +86 10 5081 5880
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