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Portfolio selection
Theorie
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Theory
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South Korea
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Capital income
23
Kapitaleinkommen
23
Börsenkurs
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Portfolio-Management
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Optionsgeschäft
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Derivat
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Derivative
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Option pricing theory
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Optionspreistheorie
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Risk premium
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Schätzung
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Capital market returns
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Kapitalanlage
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Kapitalmarktrendite
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Asymmetric information
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Asymmetrische Information
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Informational efficiency
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Investment Fund
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Investmentfonds
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Anomalies
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Asset pricing
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Handelsvolumen der Börse
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Kang, Jangkoo
13
Lee, Changjun
5
Lee, Soonhee
3
Jeon, Hyunglae
2
Kang, Hankil
2
Lee, Eunmee
2
Sim, Myounghwa
2
Bae, Kwangil
1
Han, Chulwoo
1
Jang, Jeewon
1
Kim, Hee-Eun
1
Kwon, Kyungyoon
1
Lee, Doowon
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Lee, Jaeram
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Yun, Jaesun
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Asia-Pacific journal of financial studies
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance research letters
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ECONIS (ZBW)
13
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1
A bias in Jensen’s alpha when returns are serially correlated
Kang, Jangkoo
;
Lee, Soonhee
- In:
Theoretical economics letters
3
(
2013
)
3
,
pp. 188-190
Persistent link: https://www.econbiz.de/10010239686
Saved in:
2
Liquidity risk and expected stock returns in Korea : a new approach
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 704-738
Persistent link: https://www.econbiz.de/10009705219
Saved in:
3
Retail investors and the idiosyncratic volatility puzzle : evidence from the Korean stock market
Kang, Jangkoo
;
Lee, Eunmee
;
Sim, Myounghwa
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
2
,
pp. 183-222
Persistent link: https://www.econbiz.de/10010408036
Saved in:
4
Precision about manager skill, mutual fund flows, and performance persistence
Jeon, Hyunglae
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 222-237
Persistent link: https://www.econbiz.de/10011878820
Saved in:
5
Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo
;
Lee, Soonhee
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 722-744
Persistent link: https://www.econbiz.de/10011568552
Saved in:
6
Equity fund performance persistence with investment style : evidence from Korea
Kang, Jangkoo
;
Lee, Changjun
;
Lee, Doowon
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
3
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009313722
Saved in:
7
Do actively managed mutual funds exploit stock market mispricing?
Lee, Jaeram
;
Jeon, Hyunglae
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012632198
Saved in:
8
An analysis of the determinants of inflation-linked bond prices in Korea
Kang, Jangkoo
;
Lee, Soonhee
- In:
Asia-Pacific journal of financial studies
47
(
2018
)
5
,
pp. 605-633
Persistent link: https://www.econbiz.de/10012009586
Saved in:
9
Ultimate consumption risk and investment-based stock returns
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
Saved in:
10
Weekly momentum in the commodity futures market
Kwon, Kyungyoon
;
Kang, Jangkoo
;
Yun, Jaesun
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438709
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