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    Reference Work Entry In depth

    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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    Reference Work Entry In depth

    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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    Reference Work Entry In depth

    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)

  4. No Access

    Living Reference Work Entry In depth

    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

  5. No Access

    Reference Work Entry In depth

    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)

  6. No Access

    Chapter and Conference Paper

    A Simulation of the Faculty-Assignment Problem: An Integer Programming Approach

    In this paper, the authors formulate and solve the integer programming model of the faculty assignment problem. This integer programming model is capable of assigning different faculty members to different tas...

    Chin W. Yang, Paul Y. Kim in Proceedings of the 1987 Academy of Marketi… (2015)

  7. No Access

    Chapter and Conference Paper

    Pricing Strategy in International Marketing

    Although interest in international marketing has been growing rapidly, little or no attention is given to a pricing strategy involving price discrimination under governmental import restrictions such as import...

    Paul Y. Kim, Chin W. Yang in Proceedings of the 1985 Academy of Marketi… (2015)

  8. No Access

    Reference Work Entry In depth

    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)

  9. No Access

    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)

  10. No Access

    Article

    A Note on Allen’s Arc Elasticity with Arithmetic, Geometric and Harmonic Means

    Discussion and debate on the application of Allen’s arc elasticity has continued into the 21st century. This note demonstrates three points. First, perceived differences between Allen’s geometric mean elastici...

    Chin W. Yang, Anthony L. Loviscek, Hui Wen Cheng, Ken Hung in Atlantic Economic Journal (2012)

  11. No Access

    Chapter

    The Le Chatelier Principle in the Markowitz Quadratic Programming Investment Model: A Case of World Equity Fund Market

    Due to limited numbers of reliable international equity funds, the Markowitz investment model is ideal in constructing an international portfolio. Overinvestment in one or several fast-growing markets can be d...

    Chin W. Yang, Ken Hung, **g Cui in Handbook of Quantitative Finance and Risk Management (2010)

  12. No Access

    Article

    A welfare anomaly in the rate-of-return regulated monopoly model which creates opportunities for offsetting taxation and regulatory policies

    The impact of the property tax on a fair rate of return regulated firm is examined. We find that a change in the tax rate has exactly the same effect on factor employment, output and hence the price as an equi...

    Chin W. Yang, John A. Fox in Journal of Regulatory Economics (1994)

  13. No Access

    Article

    Sensitivity analysis of tax incidence in a spatial equilibrium model

    In this paper, we show that the impact of an ad valorem tax on demand prices is the same for all interrelated spatial regions regardless of sizes of their price elasticities. In the case of a degenerate spatia...

    Chin W. Yang, Walter P. Page in The Annals of Regional Science (1993)

  14. No Access

    Article

    A welfare analysis of the site value taxation model

    This study is a short-run version of Brueckner's (long-run) analysis of graded tax systems. Brueckner assumes a long-run market equilibrium that allows for changes in the market value of the land with a zero p...

    Chin W. Yang, Dwight B. Means Jr. in The Journal of Real Estate Finance and Economics (1992)