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Stop-loss adjusted labels for machine learning-based trading of risky assets

Hwang, Yoontae; Park, Junpyo; Lee, Yongjae; Lim, Dong-Young - In: Finance research letters 58 (2023) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10014581060

Heterogeneous trading behaviors of individual investors : a deep clustering approach

Hwang, Yoontae; Park, Junpyo; Kim, Jang Ho; Lee, Yongjae; … - In: Finance research letters 65 (2024), pp. 1-11

While individual investors may have more diverse preferences and trading behavior than institutional investors due to their lack of professional education, many studies tend to lump individual investors together or classify them by socio-demographic characteristics. We conducted an empirical...

Persistent link: https://www.econbiz.de/10014552073

Composition of robust equity portfolios

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 10 (2013) 2, pp. 72-81

Persistent link: https://www.econbiz.de/10010133811

Cost of shareholder engagement by institutional investors under short-swing profit rule

Lee, Dongyeol; Kim, Woo Chang - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819357

Composition of robust equity portfolios

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 10 (2013) 2, pp. 72-81

Persistent link: https://www.econbiz.de/10009774437

Portfolio selection with conservative short-selling

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 18 (2016), pp. 363-369

Persistent link: https://www.econbiz.de/10011657303

Tracking customer risk aversion

Kong, Hyeongwoo; Yun, Wonje; Kim, Woo Chang - In: Finance research letters 54 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472633