Chang, Eric C., and J. Michael Pinegar. Risk and Inflation. Journal of Financial and Quantitative Analysis, 1987, 22 (1): 89-99.
Chen, Son-Nan. An Intertemporal Capital Asset Pricing Model Under Heterogeneous Beliefs. Journal of Economics and Business, 1986, 38 (4): 317-330.
Titman, Sheridan, and Arthur Warga. Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach. Real Estate Economics, 1986, 14 (3): 414-431.
Titman, Sheridan, and Brett Trueman. Information Quality and the Valuation of New Issues. Journal of Accounting & Economics, 1986, 8 (2): 159-172.
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.
David D. Yao. Convexity properties of the overflow in an ordered-entry system with heterogeneous servers. Operations Research Letters, 1986, 5 (3): 145-147.
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