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Portfolio selection using new factors based on firm characteristics
Suh, Sangwon - In: Journal of economic development 43 (2018) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10011844740
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A filtering strategy for improving charateristics-based portfolios
Suh, Sangwon - In: Journal of economic development 46 (2021) 2, pp. 119-153
Persistent link: https://www.econbiz.de/10012608372
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A simple method for measuring systemic risk using credit default swap market data
Suh, Sangwon; Jang, Inwon; Ahn, Misun - In: Journal of economic development 38 (2013) 4, pp. 75-100
Persistent link: https://www.econbiz.de/10010231840
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Investor sentiment and shorted-stock return
Park, Yumi; Suh, Sangwon - In: Journal of economic development 48 (2023) 4, pp. 61-91
Persistent link: https://www.econbiz.de/10014487586