Fen-Ying Chen
Shih Hsin University
Fen-Ying Chen is a full-time Associate Professor at Department of Finance, Shih Hsin University in Taiwan. Her majors are risk management, financial innovation and actuarial science. Dr. Chen teaches the courses of financial management, futures and option, fixed income securities and fundamental of financial engineering in Shih Hsin University. Her articles have been published in SSCI, SCIand TSSCI journals.
Follow Fen-Ying
Articles by Fen-Ying Chen
Modeling impacts of stock jumps on real estate investment trust returns with application to value-at-risk
This paper aims to model the impact of extreme stock jumps on REIT returns.