Son‐Nan Chen

622 total citations
54 papers, 432 citations indexed

About

Son‐Nan Chen is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Son‐Nan Chen has authored 54 papers receiving a total of 432 indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 22 papers in Economics and Econometrics and 17 papers in Management Science and Operations Research. Recurrent topics in Son‐Nan Chen's work include Financial Markets and Investment Strategies (26 papers), Stochastic processes and financial applications (16 papers) and Financial Risk and Volatility Modeling (10 papers). Son‐Nan Chen is often cited by papers focused on Financial Markets and Investment Strategies (26 papers), Stochastic processes and financial applications (16 papers) and Financial Risk and Volatility Modeling (10 papers). Son‐Nan Chen collaborates with scholars based in United States, Taiwan and China. Son‐Nan Chen's co-authors include Arthur J. Keown, Stephen J. Brown, Cheng F. Lee, William T. Moore, Eric C. Chang, Pao‐Peng Hsu, Sea‐Jin Chang, Reena Aggarwal and An‐Pin Chen and has published in prestigious journals such as The Journal of Finance, Management Science and Journal of Financial and Quantitative Analysis.

In The Last Decade

Son‐Nan Chen

44 papers receiving 369 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Son‐Nan Chen United States	11	350	210	113	102	81	54	432
R. Stephen Sears United States	11	412 1.2×	298 1.4×	102 0.9×	84 0.8×	46 0.6×	18	453
Jacques Rolfo United States	6	231 0.7×	247 1.2×	119 1.1×	102 1.0×	22 0.3×	6	383
Daniel Giamouridis United States	11	293 0.8×	169 0.8×	96 0.8×	55 0.5×	67 0.8×	36	351
Gary L. Gastineau United States	11	481 1.4×	285 1.4×	178 1.6×	99 1.0×	36 0.4×	36	530
Alberto Plazzi Switzerland	12	477 1.4×	486 2.3×	138 1.2×	117 1.1×	33 0.4×	35	627
Jess B. Yawitz United States	13	395 1.1×	306 1.5×	189 1.7×	171 1.7×	27 0.3×	39	563
Timotheos Angelidis Greece	15	458 1.3×	435 2.1×	87 0.8×	136 1.3×	70 0.9×	43	581
Laurent Favre Switzerland	6	280 0.8×	230 1.1×	47 0.4×	52 0.5×	92 1.1×	10	354
Tongshu Ma United States	10	405 1.2×	203 1.0×	229 2.0×	80 0.8×	123 1.5×	28	510
Yiu Kuen Tse Singapore	12	375 1.1×	380 1.8×	69 0.6×	150 1.5×	59 0.7×	39	489

Countries citing papers authored by Son‐Nan Chen

Since Specialization

Citations

This map shows the geographic impact of Son‐Nan Chen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Son‐Nan Chen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Son‐Nan Chen more than expected).

Fields of papers citing papers by Son‐Nan Chen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Son‐Nan Chen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Son‐Nan Chen. The network helps show where Son‐Nan Chen may publish in the future.

Co-authorship network of co-authors of Son‐Nan Chen

This figure shows the co-authorship network connecting the top 25 collaborators of Son‐Nan Chen. A scholar is included among the top collaborators of Son‐Nan Chen based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Son‐Nan Chen. Son‐Nan Chen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Chen, Son‐Nan, et al.. (2023). Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching. European Journal of Finance. 30(2). 127–143.

Chen, Son‐Nan, et al.. (2010). Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model. 18(2). 27–64.

Chen, Son‐Nan, et al.. (2008). Extend the Debt as It Is Not Deeply Out-of-the-Money. Economics bulletin. 7(16). 1–6. 1 indexed citations

Chen, Son‐Nan. (1991). Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations. Financial Review. 26(2). 157–177. 4 indexed citations

Chang, Eric C., et al.. (1990). Risk and return in copper, platinum, and silver futures. Journal of Futures Markets. 10(1). 29–39. 24 indexed citations

Chen, Son‐Nan & Reena Aggarwal. (1986). Optimal portfolio selection and uncertain inflation. The Journal of Portfolio Management. 13(1). 44–49. 2 indexed citations

Chen, Son‐Nan. (1986). An intertemporal capital asset pricing model under heterogeneous beliefs. Journal of Economics and Business. 38(4). 317–330.

Chen, Son‐Nan & Cheng F. Lee. (1986). The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization. Management Science. 32(11). 1410–1421. 10 indexed citations

Chen, Son‐Nan, et al.. (1984). AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY. The Journal of Financial Research. 7(2). 121–130. 25 indexed citations

10.

Chen, Son‐Nan & Stephen J. Brown. (1983). Estimation Risk and Simple Rules for Optimal Portfolio Selection. The Journal of Finance. 38(4). 1087–1093. 37 indexed citations

11.

Chen, Son‐Nan & Stephen J. Brown. (1983). Estimation Risk and Simple Rules for Optimal Portfolio Selection. The Journal of Finance. 38(4). 1087–1087. 5 indexed citations

12.

Moore, William T. & Son‐Nan Chen. (1983). The Value of Perfect Information in Capital Budgeting Decisions with Unknown Cash Flow Parameters. The Engineering Economist. 29(1). 41–51. 6 indexed citations

13.

Chen, Son‐Nan & William T. Moore. (1983). PROJECT ABANDONMENT UNDER UNCERTAINTY: A BAYESIAN APPROACH. Financial Review. 18(4). 306–313. 1 indexed citations

14.

Chen, Son‐Nan & Arthur J. Keown. (1982). Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions. Journal of Economics and Business. 34(1). 39–50. 1 indexed citations

15.

Chen, Son‐Nan, et al.. (1982). Bayesian and mixed estimators of time varying betas. Journal of Economics and Business. 34(4). 291–301. 19 indexed citations

16.

Chen, Son‐Nan & William T. Moore. (1982). INVESTMENT DECISIONS UNDER UNCERTAINTY: APPLICATION OF ESTIMATION RISK IN THE HILLIER APPROACH. Financial Review. 17(2). 5–5. 1 indexed citations

17.

Chen, Son‐Nan & Cheng F. Lee. (1981). The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions. Management Science. 27(6). 607–618. 13 indexed citations

18.

Chen, Son‐Nan & Arthur J. Keown. (1981). Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note. The Journal of Finance. 36(4). 941–941. 10 indexed citations

19.

Chen, Son‐Nan. (1980). Time Aggregation, Autocorrelation, and Systematic Risk Estimates--Additive Versus Multiplicative Assumptions. Journal of Financial and Quantitative Analysis. 15(1). 151–151. 3 indexed citations

20.

Lee, Cheng F. & Son‐Nan Chen. (1979). A RANDOM COEFFICIENT MODEL FOR RE‐EXAMINING RISK DECOMPOSITION METHOD AND RISK‐RETURN RELATIONSHIP TEST. Financial Review. 14(4). 65–65. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact