Faculty & Research

Latest Publications

1. Zhou,Guofu, Chiding Kang, and Daqing Wan, 1982, Remarks on Two Diophantine Equations of the Fourth Order, Annuals of Hunan Mathematical Society

2. Chen, Son-Nan, and Arthur J. Keown, 1982, Differencing Interval and Autocorrelation Effects on Portfolio Diversification-Additive vs. Multiplicative Assumptions, Journal of Economics and Business

3. 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

4. Chen, Son-Nan, and Cheng F. Lee, 1982, Bayesian and Mixed Estimators of Time Varying Betas, Journal of Economics and Business

5. 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

6. Chen, Son-Nan, 1981, Beta Nonstationarity, Portfolio Residual Risk and Diversification, Journal of Financial and Quantitative Analysis

7. 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

8. Chen, Son-Nan, and Arthur J. Keown, 1981, Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note, The Journal of Finance

9. Chen, Son-Nan, 1981, Residual Variance heteroskedasticity, Portfolio Diversification, and Trading Rules, Quarterly Review of Economics and Business

10. G.Zhou, Chiding Kang, 1980, On Gigua's Conjecture, Journal of Chengdu College of Geology