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Estimating risk aversion using individual-level survey data
Kim, Young-il; Lee, Jungmin - In: The Korean economic review 28 (2012) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10010192143
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Exponential risk measure with application to UK asset allocation
Satchell, Stephen; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001563801
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000656425
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An integrated risk measure with application to UK asset allocation
Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000640903
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Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 12 (2002) 11, pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
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The effects of sentiment on extreme movements in exchange rates
Hwang, Soosung; Lee, Eunji - In: International economic journal 36 (2022) 3, pp. 445-460
Persistent link: https://www.econbiz.de/10013418922