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Factor-based portfolio optimization
Auh, Jun Kyung; Cho, Wonho - In: Economics letters 228 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
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Understanding corporate bond defaults in Korea using machine learning models
Park, Dojoon; Auh, Jun Kyung; Song, Giwan; Eom, Young Ho - In: Asia-Pacific journal of financial studies 53 (2024) 2, pp. 238-276
Persistent link: https://www.econbiz.de/10014530710