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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291

Persistent link: https://www.econbiz.de/10009488255

Necessity of negative serial correlation for mean-reversion of stock prices

Choe, Kwang-Il; Nam, Kiseok; Vahid, Farshid - In: The quarterly review of economics and finance : journal … 47 (2007) 4, pp. 576-583

Persistent link: https://www.econbiz.de/10003541140

Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution

Choi, Pilsun; Nam, Kiseok - In: Journal of empirical finance 15 (2008) 1, pp. 41-63

Persistent link: https://www.econbiz.de/10003692974

Informed trade and idiosyncratic return variation

Kang, Moonsoo; Nam, Kiseok - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 551-572

Persistent link: https://www.econbiz.de/10011327591

State-dependent intertemporal risk-return tradeoff : further evidence

Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: Journal of economics and business 130 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015066062

Intertemporal risk-return tradeoff in the short-run

Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84

Persistent link: https://www.econbiz.de/10012022059

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

Uncertain mean-variance portfolio model with inflation taking linear uncertainty distributions

Huang, Xiaoxia; Ma, Di; Choe, Kwang-Il - In: International review of economics & finance : IREF 87 (2023), pp. 203-217

Persistent link: https://www.econbiz.de/10014472066

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

Buyers' and sellers' prices and administered behavior

Ross, Howard N.; Krausz, Joshua - In: The review of economics and statistics 68 (1986) 3, pp. 369-378

Persistent link: https://www.econbiz.de/10003608078