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Comment on "skewness-aware asset allocation"
Bae, Kwangil - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 403-410
Persistent link: https://www.econbiz.de/10010357368
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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
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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
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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
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Can fat-tail create the momentum and reversal?
Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509