Lin Chen

发表

Estimation of the Model

Lin Chen, 1996 .

Pricing Interest Rate Derivatives

Lin Chen, 1996 .

Interest Rate Dynamics, Derivatives Pricing, and Risk Management

Lin Chen, Lin Chen, 1996 .

Continuous-Time and Distributionally Robust Mean-Variance Models

Lin Chen, 2020 .

Naive Markowitz Policies

X. Zhou, Lin Chen, 2022, 2212.07516.

The Onshore–Offshore Exchange Rate Differential, Interest Rate Spreads, and Internationalization: Evidence from the Hong Kong Offshore Renminbi Market

Lin Chen, Yinghua Ren, Yezheng Liu, 2018 .

Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances

Xun Yu Zhou, Jose Blanchet, Lin Chen, 2018, Manag. Sci..

Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes

Lin Chen, Fenghua Wen, Lili Zhao, 2022, Energy Economics.