Zhiwu Chen
Professor of Finance
WORKING PAPERS
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"Investing with a Stock Valuation Model," with Chia-yu Chang and Ming Dong,
1998.
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"Stock Valuation in Dynamic Economies," with Gurdip Bakshi, 1997.
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"Informed Trading in Options Markets," with Charles Cao and John Griffin,
1998.
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"Asset Pricing without Consumption or Market Portfolio Data," with Gurdip
Bakshi, 1996
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"Viable Costs and Equilibrium Prices in Frictional Securities Markets,"
2000.
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"Market Frictions and the Preferred Habitat Theory of the Term Structure
of Interest Rates," with Gurdip Bakshi, 1994.
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"Stochastic Dominance and Mutual Fund Separation in Multiperiod Securities
Markets," 1990.
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``Arbitrage and Optimal Security Design," 1992.
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``Arbitrage in the Treasury Bond Market", with Mark Fedenia, 1993.