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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

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

Nonlinear dynamic relations between equity return and equity fund flow : Korean market empirical evidence

Kim, Sei-Wan; Kim, Youngmin - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 139-170

Persistent link: https://www.econbiz.de/10009315273

Who mimics whom in the equity fund market? : evidence from the Korean equity fund market

Kim, Sei-Wan; Lee, Bong-soo; Kim, Youngmin - In: Pacific-Basin finance journal 29 (2014), pp. 199-218

Persistent link: https://www.econbiz.de/10010495714

Is OCIO superior in asset allocation performance?

Kang, Myungjoo; Song, Inwook; Kim, Sei-Wan - In: Journal of derivatives and quantitative studies : … 31 (2023) 2, pp. 139-161

This study aims to empirically analyze the asset allocation capabilities of Outsourced Chief Investment Officers (OCIOs) in Korea. The empirical analysis used data from 35 funds that were evaluated by the Ministry of Strategy and Finance from 2012 to 2020. The results of the analysis are...

Persistent link: https://www.econbiz.de/10014312032

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