Chen, Ren-Raw
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2

From liquidity risk to systemic risk: A use of knowledge gr..:

Chen, Ren-Raw ; Zhang, Xiaohu
Journal of Financial Stability.  70 (2024)  - p. 101195 , 2024
 
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5

A New Look at the Swing Contract: From Linear Programming t..:

Behrndt, Tapio ; Chen, Ren-Raw
Journal of Risk and Financial Management.  15 (2022)  6 - p. 246 , 2022
 
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6

Spot asset carry cost rates and futures hedge ratios:

Leistikow, Dean ; Chen, Ren-Raw ; Xu, Yuewu
Review of Quantitative Finance and Accounting.  58 (2022)  4 - p. 1741-1779 , 2022
 
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7

An Artificial Intelligence Approach to the Valuation of Ame..:

Chen, Ren-Raw ; Huang, Jeffrey ; Huang, William.
Journal of Risk and Financial Management.  14 (2021)  2 - p. 57 , 2021
 
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8

An examination of ex ante risk and return in the cross-sect..:

Kim, Dongcheol ; Chen, Ren-Raw ; Roh, Tai-Yong.
The European Journal of Finance.  26 (2020)  16 - p. 1623-1645 , 2020
 
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10

Futures minimum variance hedge ratio determination: An ex-a..:

Chen, Ren-Raw ; Leistikow, Dean ; Wang, Andrew
The North American Journal of Economics and Finance.  54 (2020)  - p. 100924 , 2020
 
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11

Default Risk and Cross Section of Returns:

Cakici, Nusret ; Chatterjee, Sris ; Chen, Ren-Raw
J. Risk Financial Manag. 2019, 12, 95; doi:10.3390/jrfm12020095.  , 2019
 
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12

Carry Cost Rate Regimes and Futures Hedge Ratio Variation:

Leistikow, Dean ; Chen, Ren-Raw
Journal of Risk and Financial Management.  12 (2019)  2 - p. 78 , 2019
 
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13

Default Risk and Cross Section of Returns:

Cakici, Nusret ; Chatterjee, Sris ; Chen, Ren-Raw
Journal of Risk and Financial Management.  12 (2019)  2 - p. 95 , 2019
 
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14

Crash risk and risk neutral densities:

Chen, Ren-Raw ; Hsieh, Pei-lin ; Huang, Jeffrey
Journal of Empirical Finance.  47 (2018)  - p. 162-189 , 2018
 
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