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An exact pricing error of the APT within the arbitrage framework
Ahn, Chang-mo - In: Seoul journal of economics 12 (1999) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10001387326
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Pricing risk-adjusted guaranty insurance for systematic catastrophes
Ahn, Chang-mo - In: Seoul journal of economics 8 (1995) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10001190957
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Time complementarity and the behavior of asset returns
Ahn, Chang-mo - In: Seoul journal of economics 3 (1990) 3, pp. 263-291
Persistent link: https://www.econbiz.de/10001109429
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The effect of temporal risk aversion on optimal consumption, the equity premium, and the equilibrium interest rate
Ahn, Chang-mo - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1411-1420
Persistent link: https://www.econbiz.de/10001080350
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Option pricing when jump risk is systematic
Ahn, Chang-mo - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
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Imported input price, the current account and macroeconomic adjustment
Ahn, Chang-mo - In: The Korean economic review 12 (1996) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10001220194
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The impact of jump risks on nominal interest rates and foreign exchange rates
Ahn, Chang-mo - In: Review of quantitative finance and accounting 2 (1992) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001123568
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An analysis of some aspects of regulatory risk and the required rate of return for public utilities
Ahn, Chang-mo - In: Journal of regulatory economics 1 (1989) 3, pp. 241-257
Persistent link: https://www.econbiz.de/10001075603
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Optimal hedged portfolios : the case of jump-diffusion risks
Park, Keehwan - In: Journal of international money and finance 12 (1993) 5, pp. 493-510
Persistent link: https://www.econbiz.de/10001149595
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The effect of time complementarity on consumption smoothing and the equity premium
Ahn, Chang-mo; Kim, In-joon - In: Research in finance 18 (2000), pp. 153-168
Persistent link: https://www.econbiz.de/10001618515