Jagannathan Ravi, and Robert A. Korajczyk. Assessing the Market Timing Performance of Managed Portfolios. Journal of Business, 1986, 59 (2): 217-235.

Chen, Son-Nan. Optimal Portfolio Selection Under Differential Taxation: Simple Rules. Quarterly Review of Economics and Business, 1986, 26 (1): 6.

Chen, Son-Nan, and Reena Aggarwal. Implementation of Optimal Portfolio Selection Under Uncertain Inflation. The Journal of Portfolio Management, 1986.

Chen, Son-Nan, and Cheng-Few Lee. The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization. Management Science, 1986, 32 (11): 1410-1421.

Breen, William, Aharon R. Ofer, andRavi Jagannathan. Correcting for Heteroscedasticity in Tests for Market Timing Ability. Journal of Business, 1986, 59 (4): 585-598.

Chang, Eric C., and J. Michael Pinegar. Return Seasonality and Tax-Loss Selling in the Market for Long-Term Government and Corporate Bonds. Journal of Financial Economics, 1986, 17 (2): 391-415.

Grinblatt, Mark, and Sheridan Titman. Approximate Factor Structures: Interpretations and Implications for Empirical Tests. Journal of Finance, 1985, 40 (5): 1367-1373.

Sheridan Titman. The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms. Journal of Financial and Quantitative Analysis, 1985, 20 (1): 19-27.

Chen, Son-Nan, and William T. Moore. The Expected Net Present Value Rule Under Informative and Noninformative Prior Distributions. Advanced in Financial Planning and Forecasting, 1985.

Chen, Son-Nan. Uncertain inflation and Optimal Portfolio Selection: A Simplified Approach. Financial Review, 1985.