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An Examination of the Relationship between Pure Residual and Market Risk: A Note.
Chen, Son-Nan; Keown, Arthur J - In: Journal of Finance 36 (1981) 5, pp. 1203-09
Persistent link: https://www.econbiz.de/10005214108
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Estimation Risk and Simple Rules for Optimal Portfolio Selection.
Chen, Son-Nan; Brown, Stephen J - In: Journal of Finance 38 (1983) 4, pp. 1087-93
Persistent link: https://www.econbiz.de/10005214823
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Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note.
Chen, Son-Nan; Keown, Arthur J - In: Journal of Finance 36 (1981) 4, pp. 941-47
Persistent link: https://www.econbiz.de/10005309280