陳松男 教授
PhD, 喬治亞大學
地址: 台北市文山區指南路二段64號
國立政治大學金融系
Tel: 02-29393091 ext81016
E-mail: slchen@nccu.edu.tw
研究室: 商館261016室
教學內容 財務工程、金融商品創新及設計、財務經濟學
歷年著作
  1. Son-Nan Chen, "Re-Examining the Market Model Given Evidence of Heteroskedasticity, " The Journal of Financial Research. Vol. .II, No.2, Fall 1979,111-118. A preliminary paper presented at the 1979 Eastern Finance Association Annual Meeting, Washington, D. C.
  2. Son-Nan Chen, "Time Aggregation, Autocorrelation, and Systematic RISK Estimates-Additive vs. Multiplicative Assumptions, " Journal of Financial and Quantitative Analysis, Vol. XV, no. 1, March, 2980, 151-174.
  3. Cheng-Few Lee and Son-Nan Chen, "A Random Coefficient Model for Reexamining Risk Decomposition Method and Risk-Return Relationship Test, " Quarterly Review of Economics and Business, Vol. 20, No. 4, Winter 1980, 58-69 . A preliminary paper presented at the 1979 Eastern Finance Association Annual Meeting, Washington, D. C.
  4. Son-Nan Chen, "Beta Nonstationarity, Porfolio Residual Risk and Diversification," Journal of Financial and Quantitative Analysis, Vol. XVI, No. 1, March 1981, 95-111. A preliminary paper presented at the 1980 Financial Management Association Annual Meeting, New Orleans, Louisiana. 
  5. Son-Nan Chen and John D. Martin, "Beta Nonstationarity and Pure Extra-Market Covaariance Effects on Portfolio Risk, " The Journal of Financial Research, Vol. III, No. 3, Fall1980,169-282.
  6. Son-Nan Chen and Cheng F. Lee, "The Sampling Relationship Between Sharp's Performance Measure and Its Risk Proxy: Sample Size, Investment Horizon and Market Conditions, " the leading article in Management Science, Vol. 27, No. 6, June 1981, 607-618. A preliminary paper, "Composite Performance Measures and RISK proxies: Sample Size, Investment Horizon and Market Condition, " presented at the 1978 Southern Finance Association Annual Meeting, Washington, D. C.

  7. Son-Nan Chen and Arthur J. Keown, "Risk Decomposition and Portfolio Diversification WhenBeta is Nonstationary: A Note,"The Journal of Finance, Vol.34, No. 3, Autumn 1981, 87-97. A preliminary paper presented at the 1980 Southern Finance Association Annual Meeting, Washington, D.C.

  8. Son-Nan Chen, "An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Security Betas," Journal of Finance and Quantitative Analysis, vol. 17, No.3, June 1982, 265-286.

  9. Son-Nan Chen and William T. Moore, "Investment Decisions Under Uncertainty: Application of Estimation Risk in the Hillier Approach," Journal of Financial and Quantitative Anaysis, September 1982, 425-440. A preliminary paper presented at the 1982 Eastern Finance Association Annual Meeting, Washington, D.C.

  10. Son-Nan Chen and Stephen J. Brown, "Estimation Risk and Simple Rules for Optimal Portfolio Selection,"Journal of Finance, Vol. 37, No. 4, September 1983, 1087-1093. A preliminary paper presented at the 1982 Financial Management Association Annual meeting, San Francisco, California.

  11. San-Nan Chen, "Capital Budgeting and Uncertain Inflation,"Journal of Economics and Business, August 1984, Vol. 36, No.3, 335-344.

  12. Son-Nan Chen and William T. Moore, "Multiperiod Asset Pricing: The Effects of Uncertain Inflation,:The Financial Review,Vol. 19, No 2, May 1984, 208-221. A preliminary paper presented at the 1983 Financial Management Association Annual Meeting, Atlanta, Georgia.

  13. Robert A. Pari and Son-Nan Chen, "An Empirical Test of the Arbitrage Pricing Theory,"Journal of Financial Research(Summer 1984), Vol. 7, No. 2, 121-130. A preliminary paper presented at the 1982 Eastern Finance Association Annual Meeting, Washington, D.C. An abstract is reprinted in TheChartered Financial Analyst Journal, Winter 1985, 36-38.

  14. Son-Nan chen and Cheng F. Lee "On the Measurement Errors and Ranking of Three Alternative Composite Performance Measures,"the leading article in Quarterly Review ofEconomics and Business, Vol. 24, No. 3, Autumn 1984, 6-17.A preliminary paper presented at the 1980 Eastern Finance Association Annual Meeting, San Diego, California.

  15. Son-Nan Chen and Cheng F. Lee "On the Measurement Errors and Ranking of Three Alternative Composite Performance Measures,"the leading article in Quarterly Review of Economics and Business, Vol.24, No. 3, Autumn 1984, 6-17.Apreliminary paper presented at the 1980 Eastern Finance Association Annual Meeting, San Diego, California.

  16. Son-Nan Chen, "Optimal Portfolio Selection Under Differential Taxation: Simple Rules", the leading article in Quarterly Review of Economics and Business, Vol. 26, No. 1, Spring 1986, 6-16.

  17. Son-Nan Chen, "An Intertemporal Capital Asset Pricing Model Under Heterogenous Beliefs,"Journal of Economics and Business, Vol. 38, No. 4, December 1986, 316-330.

  18. Son-Nan Chen and Chen-Few Lee, :The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization,"Mangement Sciences, Vol. 32, No. 11, November 1986, 1410-1421.

  19. Son-Nan Chen, :Simple Optimal Asset Allocation Under Uncertainty,:Journal of Portfolio Management, Summer, 1987,69-76. A preliminary draft presented at the 1986 Financial Mangement Association Annual Meeting, New York City.

  20. Suckjeong Chang and Son-Nan Chen, "A Study of Call Price Behavior Under Stationary Return Generating Process,"The Financial Review, Vol. 24, No. 3(August 1989), 335-345. The leading article of the issue.

  21. EricChang,Chao Chen and Son-Nan Chen, "Risk and Return in Copper, Platinum and Silver Futures,"The Journal of Futures Markets, February 1990, Vol. 10, No. 1, 29-39.

  22. Suckjeong Chang and Son-Nan Chen, "Information Effects of Earnings and Dividend Announcements on Common Stock Returns:Are They Interactive?" Journal of Economics and Business, Vol. 43, No. 2(1991),179-192.

  23. Son-Nan Chen, and Hoyoon Jang, "On Selectivity and Market Timing Ability of U.S-Based International Mutual Funds:Using Refined Jensen'sMeasures,"The Global Finance Journal,Vol. 5, No.1, 1-15, 1994. An early version of this paper was presented at the Third Annual Pacific-Basin Finance Conference, Seoul, Korea, June 3-5, 1991.

  24. Son-Nan Chen, S.J. Chang, and William T.Moore, "The Effect of Uncertain Inflation on Firm Value in a Multiperiod Economy,"The Review of Quantitative Finance and Accounting 4(1994), 47-58.

  25. Jongcook Byun and Son-Nan Chen, "International Real Rate Parity with Error Correction Models,"The Global Finance Journal,Vol.7, No. 2(1996).

  26. Son-Nan Chen and J. Byun, “On A Firm’s Financing and Investment Decisions Under investment Barriers, The Review of Quantitative Finance and Accounting, May 1997, Vol. 8, No. 3, 191-209.

  27. S.N.Chen and K. Jeon, “Mean Reversion Behavior of the Returns on currency Assets”, International Review of Economics and Finance Vol.7,No.2(1998),185-200

  28. S.N.Chen and K. Jeon, “The Mean-Gini International Asset Pricing Model Under Investment Barriers”, Advanced in Investment Analysis and Portfolio Management, Vol.6,No.6(forthcoming 1998).

國立政治大學 金融學系
台北市文山區指南路二段64號
Tel:02-29387119
Fax:02-29398004