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Tail risk and the consumption CAPM
Kwon, Ji Ho - In: Finance research letters 30 (2019), pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
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More predictors of the investment opportunity set in the ICAPM
Kwon, Ji Ho - In: Finance research letters 47 (2022) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10013457482
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The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho; Sohn, Bumjean - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490205