Kang, Myungjoo; Song, Inwook; Kim, Sei-Wan - In: Journal of derivatives and quantitative studies : … 31 (2023) 2, pp. 139-161
This study aims to empirically analyze the asset allocation capabilities of Outsourced Chief Investment Officers (OCIOs) in Korea. The empirical analysis used data from 35 funds that were evaluated by the Ministry of Strategy and Finance from 2012 to 2020. The results of the analysis are...
