Chen, Son-Nan, and Kisuk Jeon. A Macroeconomic- Factor Model of Optimal Portfolio Selection Under Differential Taxation: With Multicollinearity Correction. Advanced in Investment Analysis and Portfolio Management, 1994.
Chen, Son-Nan, and Hoyoon Jang. On Selectivity and Market Timing Ability of U.S.- Based International Mutual Funds: Using Refined Jensen’s Measure. Global Finance Journal, 1994, 5 (1): 1-15.
Chen, Son-Nan, Suckjeong Chang, and William T. Moore. The Effect of Uncertain Inflation on Firm Value in a Multiperiod Economy. Review of Quantitative Finance and Accounting, 1994, 4 (1): 47-58.
Glosten,Lawrence, and Ravi Jagannathan. A contingent claim approach to performance evaluation. Journal of Empirical Finance, 1994, 1 (2): 133-160.
Grinblatt, Mark, and Sheridan Titman. A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques. Journal of Financial and Quantitative Analysis, 1994, 29 (3): 419-444.
Song, Jing-Sheng. The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model. Management Science, 1994, 40 (5): 603-613.
Xu, Xindong, and S. Taylor. The Term Structure of Volatility Implied by Foreign Exchange Options. Journal of Financial and Quantitative Analysis, 1994, 29 (1): 57-74.
Chang, Eric C., Peter R. Locke, and Steve C. Mann. The effect of CME rule 552 on dual traders. Journal of Futures Markets, 1994, 14 (4): 493-510.
Chang, Eric C., J. Michael Pinegar, and Ravi Ravichandran. Predictability and Regional Integration of Pacific Basin Equity Markets. Journal of International Financial Management & Accounting, 1994, 5 (1): 25-46.
Zhou, Guofu. Asset Pricing Tests Under Alternative Distributions. Journal of Finance, 1993, 48 (5): 1927-1942.
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