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An intertemporal capital asset pricing model under heterogeneous beliefs
Chen, Son-nan - In: Journal of economics & business 38 (1986) 4, pp. 317-330
Persistent link: https://www.econbiz.de/10001015477
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Estimation risk and the demand for risky assets under uncertain inflation : heterogeneous versus homogeneous expectations
Chen, Son-nan - In: The quarterly review of economics and business : … 28 (1988) 2, pp. 30-45
Persistent link: https://www.econbiz.de/10001087048
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The Mean-Gini international asset pricing model under investment barriers
Chen, Son-nan; Jeon, Kisuk - In: Advances in investment analysis and portfolio … 6 (1999), pp. 133-156
Persistent link: https://www.econbiz.de/10001438965
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The effect on a firm's financing and investment decisions of differential taxation as barriers to international investment
Byun, Jong-cook; Chen, Son-nan - In: Review of quantitative finance and accounting 8 (1997) 3, pp. 191-209
Persistent link: https://www.econbiz.de/10001590885
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International real interest rate parity with error correction models
Byun, Jong-cook - In: Global finance journal 7 (1996) 2, pp. 129-151
Persistent link: https://www.econbiz.de/10001222891
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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin; Chen, Son-nan - In: The journal of futures markets 28 (2008) 7, pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling; Chen, Son-nan; Lai, Gene C.; Wu, Ting-Pin - In: Insurance / Mathematics & economics 78 (2018), pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
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Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 30 (2024) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10014547348