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The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries

Kang, Moonsoo; Krausz, Joshua; Nam, Kiseok - In: The European journal of finance 25 (2019) 8, pp. 780-798

Persistent link: https://www.econbiz.de/10012207029

Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach

Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588

Persistent link: https://www.econbiz.de/10001712022

Predictable asset price dynamics, risk-return tradeoff, and investor behavior

Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791

Persistent link: https://www.econbiz.de/10013459315

Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns

Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135

Persistent link: https://www.econbiz.de/10014278645

Uncertain mean-variance portfolio model with inflation taking linear uncertainty distributions

Huang, Xiaoxia; Ma, Di; Choe, Kwang-Il - In: International review of economics & finance : IREF 87 (2023), pp. 203-217

Persistent link: https://www.econbiz.de/10014472066

A Portfolio Theory Approach to Solve the Product Elimination Problem

Friedman, Hershey H. - 2014

The authors have developed an easy-to-use approach, derived from financial portfolio theory, for determining which product(s) to eliminate. This approach takes into account the effect the product deletion will have on the overall rate of return and the overall risk of the product portfolio

Persistent link: https://www.econbiz.de/10013054714

Towards successful business model management with analytic network process-based feasibility evaluation and portfolio management

Im, Kwanyoung; Nam, Kihwan; Cho, Hyunbo - In: Electronic markets : EM ; the international journal of … 30 (2020) 3, pp. 509-523

Persistent link: https://www.econbiz.de/10012419538