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  1. No Access

    Reference Work Entry In depth

    Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis

    Pre-funded coupon bonds have been developed and sold by investment bankers in place of zero-coupon bonds to raise funds for companies facing cash flow problems. Additional bonds are issued and proceeds are dep...

    Suresh Srivastava, Ken Hung in Encyclopedia of Finance (2022)

  2. No Access

    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)

  3. No Access

    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)

  5. 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

  6. No Access

    Living 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 Yang, Ken Hung in Encyclopedia of Finance

  7. No Access

    Living Reference Work Entry In depth

    A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation

    This paper 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 an...

    Ken Hung, Chin-Wei Yang, Matthew Brigida, Dwight B. Means in Encyclopedia of Finance

  8. 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)

  9. No Access

    Reference Work Entry In depth

    Optimal Asset Allocation Under VaR Criterion: Taiwan Stock Market

    Value at risk (VaR) measures the worst expected loss over a given time horizon under normal market conditions at a specific level of confidence. These days, VaR is the benchmark for measuring, monitoring, and ...

    Ken Hung, Suresh Srivastava in Handbook of Financial Econometrics and Statistics (2015)

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    Reference Work Entry In depth

    Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience

    Individual investors are actively involved in stock market and are making investment decision based on publicly available and nonproprietary information, such as corporate earnings forecasts from the managemen...

    Ken Hung, Kuo-Hao Lee in Handbook of Financial Econometrics and Statistics (2015)

  11. No Access

    Reference Work Entry In depth

    Multi-Risk Premia Model of US Bank Returns: An Integration of CAPM and APT

    Interest rate sensitivity of bank stock returns has been studied using an augmented CAPM, a multiple regression model with market returns and interest rate as independent variables. In this paper, we test an a...

    Suresh Srivastava, Ken Hung in Handbook of Financial Econometrics and Statistics (2015)

  12. 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)

  13. No Access

    Reference Work Entry In depth

    Effect of Merger on the Credit Rating and Performance of Taiwan Security Firms

    The effect of a merger on credit rating is investigated by testing the significance of change in a firm’s rank based on comprehensive performance score and synergistic gains. We extract principle component fac...

    Suresh Srivastava, Ken Hung in Handbook of Financial Econometrics and Statistics (2015)

  14. No Access

    Article

    Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes

    Variation in the price of steel is an important factor to take into consideration when discussing cost control and management decisions in the construction industry. We employ various conventional and advanced...

    Chien-Chung Nieh, Hwey-Yun Yau, Ken Hung, Hong-Kou Ou… in Empirical Economics (2013)

  15. No Access

    Reference Work Entry In depth

    Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis

    Pre-funded coupon bonds have been developed and sold by investment bankers in place of zero-coupon bonds to raise funds for companies facing cash flow problems. Additional bonds are issued and proceeds are dep...

    Suresh Srivastava, Ken Hung in Encyclopedia of Finance (2013)

  16. 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)

  17. No Access

    Reference Work Entry In depth

    A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation

    This paper 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 and...

    Ken Hung, Chin-Wei Yang, Matthew Brigida, Dwight B. Means Jr. in Encyclopedia of Finance (2013)

  18. 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)

  19. No Access

    Chapter

    Mouse Models for Colorectal Cancer

    A large number of mouse models have been developed for colorectal cancer (CRC). In this chapter, we describe the initial knockout models made by insertional mutagenesis for the Adenomatous polyposis coli gene (Ap...

    Melanie Kucherlapati, Ken Hung… in Genetically Engineered Mice for Cancer Res… (2012)

  20. 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)

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