Zhiwu Chen

发表

Portfolio Performance Measurement: Theory and Applications

Zhiwu Chen, Peter J. Knez, Zhiwu Chen, 1996 .

Do Call Prices and the Underlying Stock Always Move in the Same Direction

Gurdip Bakshi, Charles Cao, C. Cao, 1999 .

A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS

Zhiwu Chen, Peter J. Knez, Zhiwu Chen, 1994 .

Measurement of Market Integration and Arbitrage

Zhiwu Chen, Peter J. Knez, Zhiwu Chen, 1995 .

Financial Innovation and Arbitrage Pricing in Frictional Economies

Zhiwu Chen, Zhiwu Chen, 1995 .

Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies

Gurdip Bakshi, Zhiwu Chen, Zhiwu Chen, 1996 .

The Spirit of Capitalism and Stock-Market Prices

Gurdip Bakshi, Zhiwu Chen, Zhiwu Chen, 1996 .

An Alternative Valuation Model for Contingent Claims

Gurdip Bakshi, Zhiwu Chen, Zhiwu Chen, 1995 .