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Common factors and local factors : implications for term structures and exchange rates

Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102

Persistent link: https://www.econbiz.de/10001988559

Risk adjustment and trading strategies

Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 16 (2003) 2, pp. 459-485

Persistent link: https://www.econbiz.de/10001764236

Endogenous labor/leisure/investment choice under time constraints

Ahn, Dong-Hyun; Yoon, Sun-joong - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1157-1192

Persistent link: https://www.econbiz.de/10009516964

Basic assets

Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 22 (2009) 12, pp. 5133-5174

Persistent link: https://www.econbiz.de/10003916318

Portfolio performance measurement : a no arbitrage bounds approach

Ahn, Dong-Hyun; Cao, H. Henry; Chrétien, Stéphane - In: European financial management : the journal of the … 15 (2009) 2, pp. 298-339

Persistent link: https://www.econbiz.de/10003824786

Self-fulfilling arbitrages necessitate crash risk

Ahn, Dong-Hyun; Kim, Soohun; Seo, Kyoungwon - In: Journal of financial markets 51 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10013536207

Optimal Currency Hedging for International Equity Portfolios

Boudoukh, Jacob - 2019

We explore optimal currency exposures in international equity portfolios through the lens of a modified mean-variance optimization framework. We decompose the optimal currency portfolio into a “hedge portfolio” which minimizes equity volatility using a dynamic risk model and an “alpha...

Persistent link: https://www.econbiz.de/10012897830

Optimal currency hedging for international equity portfolios

Boudoukh, Jacob; Richardson, Matthew; Thapar, Ashwin; … - In: Financial analysts journal : FAJ 75 (2019) 4, pp. 65-83

Persistent link: https://www.econbiz.de/10012195950

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

Persistent link: https://www.econbiz.de/10009242335

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009

Persistent link: https://www.econbiz.de/10003823652