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Does illiquidity matter in residential properties?
Hwang, Soosung; Cho, Youngha; Shin, Jinho - In: Applied economics 49 (2017) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011810485
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Optimal exit costs of roreign direct investment
Shin, Jinho; Kim, Young-Han - In: Global economic review 46 (2017) 4, pp. 402-421
Persistent link: https://www.econbiz.de/10011889130
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Estimating risk aversion using individual-level survey data
Kim, Young-il; Lee, Jungmin - In: The Korean economic review 28 (2012) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10010192143
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The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Hwang, Soosung - In: Econometric theory 16 (2000) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10001507491
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Assessing the merits of rank-based optimization for portfolio construction
Hwang, Soosung; Satchell, Stephen; Wright, Stephen M. - In: Advances in portfolio construction and implementation, (pp. 269-289). 2003
Persistent link: https://www.econbiz.de/10001771118
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000656425
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Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 12 (2002) 11, pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
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VaR versus tracking error : the strenghts and weaknesses of two performance measures
Hwang, Soosung; Satchell, Stephen - In: Added value in financial institutions : risk or return?, (pp. 13-28). 2001
Persistent link: https://www.econbiz.de/10001662561