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An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas
Chen, Son-Nan - In: Journal of Financial and Quantitative Analysis 17 (1982) 02, pp. 265-286
Persistent link: https://www.econbiz.de/10005243768
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Beta Nonstationarity, Portfolio Residual Risk and Diversification
Chen, Son-Nan - In: Journal of Financial and Quantitative Analysis 16 (1981) 01, pp. 95-111
Persistent link: https://www.econbiz.de/10005138971
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Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions
Chen, Son-Nan - In: Journal of Financial and Quantitative Analysis 15 (1980) 01, pp. 151-174
Persistent link: https://www.econbiz.de/10005407043
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Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach
Chen, Son-Nan; Moore, William T. - In: Journal of Financial and Quantitative Analysis 17 (1982) 03, pp. 425-440
Persistent link: https://www.econbiz.de/10005407207