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    The Le Chatelier Principle of the Capital Market Equilibrium

    This chapter purports to provide a theoretical underpinning for the problem of the Investment Company Act. The theory of the Le Chatelier principle is well known in thermodynamics: The system tends to adjust i...

    Chin W. Yang, Ken Hung, Matthew Brigida, John A. Fox in Encyclopedia of Finance (2022)

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    A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation

    This chapter analytically determines the conditions under which four commonly utilized portfolio measures (the Sharpe index, the Treynor index, the Jensen alpha, and the adjusted Jensen alpha) will be similar ...

    Ken Hung, Chin W. Yang, Matthew Brigida, Dwight B. Means in Encyclopedia of Finance (2022)

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    How Consistent Are the Judges of Portfolio Performance?

    This analysis tests whether the rank ordering of a set of portfolios, with varying number of assets, differs depending on the performance measure used. To test this hypothesis, we construct a Friedman test ove...

    Matthew Brigida, Chin W. Yang, Ken Hung in Encyclopedia of Finance (2022)

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    The Le Chatelier Principle of the Capital Market Equilibrium

    This entry purports to provide a theoretical underpinning for the problem of the Investment Company Act. The theory of the Le Chatelier principle is well known in thermodynamics: The system tends to adjust its...

    Chin W. Yang, Ken Hung, Matthew D. Brigida, John A. Fox in Encyclopedia of Finance

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    The Le Châtelier Principle of the Capital Market Equilibrium

    This chapter purports to provide a theoretical underpinning for the problem of the Investment Company Act. The theory of the Le Chatelier principle is well known in thermodynamics. The system tends to adjust i...

    Chin W. Yang, Ken Hung, Matthew D. Brigida in Handbook of Financial Econometrics and Sta… (2015)

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    Dynamic Interactions Between Institutional Investors and the Taiwan Stock Returns: One-Regime and Threshold VAR Models

    This paper constructs a six-variable VAR model (including NASDAQ returns, TSE returns, NT/USD returns, net foreign purchases, net domestic investment companies (dic) purchases, and net registered trading firms...

    Bwo-Nung Huang, Ken Hung, Chien-Hui Lee… in Handbook of Financial Econometrics and Sta… (2015)

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    Reference Work Entry In depth

    The Le Chatelier Principle of the Capital Market Equilibrium

    This paper purports to provide a theoretical underpinning for the problem of the Investment Company Act. The theory or the Le Chatelier Principle is well-known in thermodynamics: The system tends to adjust its...

    Chin W. Yang, Ken Hung, John A. Fox in Encyclopedia of Finance (2013)