Similar Search Results

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

Assessing the merits of rank-based optimization for portfolio construction

Hwang, Soosung; Satchell, Stephen; Wright, Stephen M. - In: Advances in portfolio construction and implementation, (pp. 269-289). 2003

Persistent link: https://www.econbiz.de/10001771118

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

Using Bayesian variable selection methods to choose style factors in global stock return models

Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2325

Persistent link: https://www.econbiz.de/10001719718

Performance measurement with loss aversion

Gemmill, Gordon; Hwang, Soosung; Salmon, Mark - 2005

Persistent link: https://www.econbiz.de/10003096266

Commercial Real Estate Returns : An Anatomy of Smoothing in Asset and Index Returns

Bond, Shaun A. - 2011

In this paper we investigate the commonly used auto-regressive filter method of adjusting appraisal-based real estate returns to correct for the perceived biases induced in the appraisal process. Many papers have been written on appraisal smoothing but remarkably few have considered the...

Persistent link: https://www.econbiz.de/10013121607

A behavioral explanation of the value anomaly based on time-varying return reversals

Hwang, Soosung; Rubesam, Alexandre - In: Journal of banking & finance 37 (2013) 7, pp. 2367-2377

Persistent link: https://www.econbiz.de/10009760647

The optimal mortgage loan portfolio in UK regional residential real estate

Cho, Youngha; Hwang, Soosung; Satchell, Stephen - In: The journal of real estate finance and economics 45 (2012) 3, pp. 645-677

Persistent link: https://www.econbiz.de/10009685394

How loss averse are investors in financial markets?

Hwang, Soosung; Satchell, Steve E. - In: Journal of banking & finance 34 (2010) 10, pp. 2425-2438

Persistent link: https://www.econbiz.de/10008858348

Testing linear factor models on individual stocks using the average F-test

Hwang, Soosung; Satchell, Stephen - In: The European journal of finance 20 (2014) 4/6, pp. 463-498

Persistent link: https://www.econbiz.de/10010461963