Concepedia
Statistics
Publications
17
Citations
497
H-Index
13
Active since
1979
Affiliations
University of Maryland, College Park(Current)
University of Illinois Urbana-Champaign
National Chengchi University
Virginia Tech
Shanghai Jiao Tong University
Son‐Nan Chen is an author at University of Maryland, College Park specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingManagementEconomicsAsset AllocationStatisticsPortfolio ManagementAccountingEngineering
Publications per year
1979–2015
An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas
Son‐Nan Chen · Journal of Financial and Quantitative Analysis · 1982 · 100 citations
Empirical Finance, Risk-return Relationship, Economics +14
Estimation Risk and Simple Rules for Optimal Portfolio Selection
Son‐Nan Chen, Stephen J. Brown · The Journal of Finance · 1983 · 52 citations
Portfolio Optimization, Asset Pricing, Portfolio Selection +7
Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note
Son‐Nan Chen, Arthur J. Keown · The Journal of Finance · 1981 · 43 citations
Economics, Portfolio Optimization, Asset Pricing +9
Beta Nonstationarity, Portfolio Residual Risk and Diversification
Son‐Nan Chen · Journal of Financial and Quantitative Analysis · 1981 · 39 citations
Asset Pricing, Portfolio Risk, Financial Risk Management +13
AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY
Robert A. Pari, Son‐Nan Chen · The Journal of Financial Research · 1984 · 34 citations
Empirical Finance, Asset Allocation, Portfolio Management +16
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