 |
 |
Search
- Page Path
-
- HOME
- Search
- On Portfolio Optimization: Forecasting Covariances and Short-Sale Restriction
- Sang Whan Kim
- Korean J Financ Stud. 2014;43(4):705-729. Published online September 30, 2014
-
- Frequency of Fund Holdings Disclosure and the Profitability of Copycat Funds
- Kwang Soo Ko, Ya Ping Wang, Mi Youn Paek
- Korean J Financ Stud. 2014;43(1):71-100. Published online February 28, 2014
-
- Performance Evaluation of Equity Funds Using Portfolio Holdings: Timing Ability and the Effect of Portfolio Rebalancing Frequency
- Kwang Soo Ko, Ya Ping Wang, Mi Youn Paek
- Korean J Financ Stud. 2013;42(5):789-812. Published online December 31, 2013
-
- An Analysis on the Impact of Investor`s Information Superiority and Negative Feedback Trading on Stock Return
- Jong Hee Kim
- Korean J Financ Stud. 2013;42(4):667-698. Published online September 30, 2013
-
- Do Fund Managers Inflate Their Performance via Pumping Behavior?: Evidence from Korean Fund Market
- Sung Sin Kim, Pan Do Sohn
- Korean J Financ Stud. 2012;41(2):233-261. Published online April 30, 2012
-
- Optimal Dynamic Asset Allocation with Capital Gains Taxes and Stochastic Volatility
- Yuan Hung Hsuku
- Korean J Financ Stud. 2008;37(1):77-99. Published online February 28, 2008
-
- Bank Subordinated Notes and Debentures under Deposit Insurance System
- Jung Bum Wee
- Korean J Financ Stud. 2007;36(2):189-222. Published online April 30, 2007
-
- Motives for Short Selling from Securities Lending and Stock Returns
- Chi Seung Song
- Korean J Financ Stud. 2006;35(6):1-37. Published online December 31, 2006
-
- Historical Credit Portfolio Loss Distribution: Using Expected Default Frequency
- Mi Ae Kim
- Korean J Financ Stud. 2006;35(5):109-136. Published online October 31, 2006
-
- Comparative Analysis of Portfolio Risk Measures based on EVT-Copula Approach during Financial Crises
- Se Kyung Oh, Seong Ju Moon
- Korean J Financ Stud. 2006;35(3):175-205. Published online June 30, 2006
-
- Market Equilibrium in the Capital Asset Pricing Model:Heterogeneous Expectations
- Won Dong Chul, Jong-Bom Chay
- Korean J Financ Stud. 2006;35(1):41-68. Published online February 28, 2006
-
- Optimal Bond Portfolio under the BIS Rule and Optimization of Credit Risk
- Myung Jig Kim, Soon Jae Park
- Korean J Financ Stud. 2005;34(2):123-152. Published online May 31, 2005
-
- Positive Autocorrelation of Portfolio Returns in the Korean Stock Markets: Nonsynchronous Trading Effect vs. Partial Price Adjustment
- Jong Ho Park, Kyong Shik Eom
- Korean J Financ Stud. 2005;34(2):33-77. Published online May 31, 2005
-
- An Empirical Test on the Effectiveness of Market Timing Strategies Based on Term Premiums
- Yoo Sung Kim, Young S. Park, Jung Jin Lee
- Korean J Financ Stud. 2004;33(4):135-173. Published online December 31, 2004
-
- Portfolio Performance and Characteristics of Each Investor Type: Individuals, Institutions, and Foreigners
- Kwang Soo Ko, Keun Soo Kim
- Korean J Financ Stud. 2004;33(4):35-62. Published online December 31, 2004
-
- Editorial Office
-
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615 Fax: +82-2-783-6539 E-mail: office@e-kjfs.org
Copyright © 2024 by Korean Securities Association.
