Publications

Latest Publications

1. Chen, Son‐Nan ‐N, and William T. Moore. 1983. PROJECT ABANDONMENT UNDER UNCERTAINTY: A BAYESIAN APPROACH. Financial Review , 18 (4), 306-313.

2. CHEN, SON‐NAN , and STEPHEN J. BROWN. 1983. Estimation Risk and Simple Rules for Optimal Portfolio Selection. Journal of Finance , 38 (4), 1087-1093.

3. 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 (1), 39-50.

4. 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 (2), 265-286.

5. Chen, Son‐Nan ‐N, and William T. Moore. 1982. INVESTMENT DECISIONS UNDER UNCERTAINTY: APPLICATION OF ESTIMATION RISK IN THE HILLIER APPROACH. Financial Review , 17 (2), 5.

6. Chen, Son Nan, and Cheng F. Lee. 1982. Bayesian and mixed estimators of time varying betas. Journal of Economics and Business , 34 (4), 291-301.

7. Pari, Robert A., and Son‐Nan ‐N Chen. 1982. An Empirical Test of the Arbitrage Pricing Theory. Financial Review , 17 (2), 64.

8. TITMAN, SHERIDAN. 1982. The Effects of Anticipated Inflation on Housing Market Equilibrium. Journal of Finance , 37 (3), 827-842.

9. 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 (3), 425-440.

10. 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 , 27 (6), 607-618.

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