Ren-Raw Chen

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

103

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Default Risk and Cross Section of Returns

J. Risk Financial Manag. 2019, 12, 95; doi:10.3390/jrfm12020095
Number of pages: 15 Posted: 17 Jun 2019
Nusret Cakici, Sris Chatterjee and Ren-Raw Chen
Fordham university, Fordham University - Gabelli School of Business and affiliation not provided to SSRN
Downloads 54 (469,249)

Abstract:

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risk management; default risk; option pricing

Spot Asset Carry Cost Rates and Futures Hedge Ratios

Number of pages: 45 Posted: 28 Nov 2020
Dean Leistikow, Ren-Raw Chen and Yuewu Xu
Fordham University - Finance Area, affiliation not provided to SSRN and Fordham University - Gabelli School of Business
Downloads 22 (655,641)

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carry cost rate, ex-ante futures hedge ratio, ex-post hedge ratio

3.

An Examination of Ex Ante Risk and Return in the Cross-Section Using Option-Implied Information

Forthcoming, European Journal of Finance.
Number of pages: 44 Posted: 24 Jun 2020 Last Revised: 07 Jan 2021
Korea University Business School, affiliation not provided to SSRN, Liaoning University and Fordham University
Downloads 27 (601,671)

Abstract:

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Option-implied return, Option-implied beta, Risk-adjusted option pricing model, Cross-section of expected returns, Macroeconomic condition