Leon Chen

Minnesota State University, Mankato

Assistant Professor of Finance

150 Morris Hall

Mankato, MN Minnesota 56001

United States

SCHOLARLY PAPERS

4

DOWNLOADS

3

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Rating Changes and Competing Information: Evidence on Publicly Traded Insurance Firms

Journal of Risk and Insurance, Vol. 85, Issue 3, pp. 811-842, 2018
Number of pages: 32 Posted: 09 Aug 2018
Leon Chen and Steven W. Pottier
Minnesota State University, Mankato and University of Georgia - Department of Insurance, Legal Studies, Real Estate
Downloads 1 (652,711)
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2.

An Investigation of the Short‐Run and Long‐Run Stock Returns Surrounding Insurer Rating Changes

Journal of Risk and Insurance, Vol. 85, Issue 1, pp. 35-67, 2018
Number of pages: 33 Posted: 20 Feb 2018
Minnesota State University, Mankato, University of Georgia - J. M. Tull School of Accounting, Terry College of Business and University of Georgia - Department of Insurance, Legal Studies, Real Estate
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Citation 1
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3.

An Insurance Market Simulation with Both Adverse and Advantageous Selection

Risk Management and Insurance Review, Vol. 20, Issue 1, pp. 133-146, 2017
Number of pages: 14 Posted: 22 Mar 2017
Leon Chen and Puneet Jaiprakash
Minnesota State University, Mankato and Minnesota State University, Mankato
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4.

Implementing Black-Litterman Using an Equivalent Formula and Equity Analyst Target Prices

Posted: 31 Mar 2012 Last Revised: 04 Feb 2015
Leon Chen, Zhi Da and Ernst Schaumburg
Minnesota State University, Mankato, University of Notre Dame - Mendoza College of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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Asset allocation, Black-Litterman model, Target price