List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion Quantitative Finance | 2021-07-16 | Paper |
| The effects of the sample size, the investment horizon and the market conditions on the validity of composite performance measures: a generalization Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The sampling relationship between Sharpe's performance measure and its risk proxy: sample size, investment horizon and market conditions Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee Insurance Mathematics & Economics | 2018-02-15 | Paper |
| HEDGING AND ARBITRAGE WARRANTS UNDER SMILE EFFECTS: ANALYSIS AND EVIDENCE International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
Research outcomes over time
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