Author Page for Choong Tze Chua

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A Dynamic Model for the Forward Curve

Downloads 458 (96,255)

A Dynamic Model for the Forward Curve

The Rodney L. White Center for Financial Research Working Paper No. 34-05

Number of pages: 61 Posted: 11 Nov 2005

Choong Tze Chua, Dean P. Foster, Krishna Ramaswamy and Robert A. Stine

Singapore Management University, University of Pennsylvania - Statistics Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Statistics Department

Downloads 458 (95,344)

Abstract:

A Dynamic Model for the Forward Curve

The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008

Posted: 26 Jun 2008

Choong Tze Chua, Dean P. Foster and Krishna Ramaswamy

Singapore Management University, University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department

Abstract:

Expected Volatility, Unexpected Volatility, and the Cross-Section of Stock Returns

Journal of Financial Research, Vol. 33, No. 2, 2010

Number of pages: 35 Posted: 26 Oct 2011

Choong Tze Chua, Jeremy Goh and Zhe Zhang

Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business

Downloads 414 (108,307)

Abstract:

Effective Fair Pricing of International Mutual Funds

Number of pages: 52 Posted: 17 Mar 2005 Last Revised: 03 Jun 2012

Choong Tze Chua, Sandy Lai and Yangru Wu

Singapore Management University, University of Hong Kong and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 170 (264,664)

Citation 1

Choong Tze Chua

Singapore Management University

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Scholarly Papers (3)

A Dynamic Model for the Forward Curve

A Dynamic Model for the Forward Curve

Abstract:

A Dynamic Model for the Forward Curve

Abstract:

Expected Volatility, Unexpected Volatility, and the Cross-Section of Stock Returns

Abstract:

Effective Fair Pricing of International Mutual Funds

Abstract: