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Multi-period mean-variance portfolio selection with state-dependent exit probability and bankruptcy state
Wang, Yang, (2019)
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure
Qi, Yue, (2020)
Estimation risk and the demand for risky assets under uncertain inflation : heterogeneous versus homogeneous expectations
Chen, Son-nan, (1988)
An intertemporal capital asset pricing model under heterogeneous beliefs
Chen, Son-nan, (1986)
Capital budgeting and uncertain inflation
Chen, Son-Nan, (1984)