Publications
Latest Publications
1. 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
2. Chen, Son-Nan, and Arthur J. Keown, 1981,Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note,The Journal of Finance
3. Chen, Son-Nan, 1981,Residual Variance heteroskedasticity, Portfolio Diversification, and Trading Rules,Quarterly Review of Economics and Business
4. G.Zhou, Chiding Kang, 1980,On Gigua's Conjecture,Journal of Chengdu College of Geology
5. Bates, Timothy, and William D. Bradford, 1980,An Analysis of the Portfolio Behavior of Black‐Owned Commercial Banks,The Journal of Finance
6. Chen, Son-Nan, 1980,Time Aggregation, Autocorrelation and Systematic Risk Estimates–Additive vs. Multiplicative Assumptions,Journal of Financial and Quantitative Analysis
7. Lee, Cheng- Few, and Son-Nan Chen , 1980,A Random Coefficient Model for Reexamining Risk Decomposition Method and Risk-Return Relationship Test,Quarterly Review of Economics and Business
8. Chen, Son-Nan, and John D. Martin, 1980,Beta Nonstationarity and Pure Extra-Market Covariance Effects on Portfolio Risk,Journal of Financial Research
9. Saar, Shalom Saul, 1980,The Role of Decision-Analysis and Bayesian Approach in Planning and Evaluation Education Programs,Educational Evaluation and Policy Analysis
10. Chen, Son-Nan, 1979,Re-Examining the Market Model Given Evidence of Heteroskedasticity,Journal of Financial Research
