Narrow search
Showing 1 - 10 of 84
Cover Image
Capital budgeting and uncertain inflation
Chen, Son-Nan - In: Journal of economics & business 36 (1984) 3, pp. 335-344
Persistent link: https://www.econbiz.de/10001999995
Cover Image
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 : JFQA 17 (1982) 2, pp. 265-286
Persistent link: https://www.econbiz.de/10002000021
Cover Image
Residual variance heteroscedasticity, portfolio diversification, and trading rules
Chen, Son-Nan - In: The quarterly review of economics and business : … 21 (1981) 3, pp. 87-97
Persistent link: https://www.econbiz.de/10002000048
Cover Image
Estimation risk and the demand for risky assets under uncertain inflation : heterogeneous versus homogeneous expectations
Chen, Son-nan - In: The quarterly review of economics and business : … 28 (1988) 2, pp. 30-45
Persistent link: https://www.econbiz.de/10001087048
Cover Image
Optimal portfolio selection under differential taxation : simple rules
Chen, Son-nan - In: The quarterly review of economics and business : … 26 (1986) 1, pp. 6-16
Persistent link: https://www.econbiz.de/10001014237
Cover Image
An intertemporal capital asset pricing model under heterogeneous beliefs
Chen, Son-nan - In: Journal of economics & business 38 (1986) 4, pp. 317-330
Persistent link: https://www.econbiz.de/10001015477
Cover Image
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin; Chen, Son-nan - In: The journal of futures markets 28 (2008) 7, pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
Cover Image
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Cover Image
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 17 (2009/10) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Cover Image
Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317