Korean Journal of Financial Studies

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Does Bitcoin Contribute to Portfolio Performance?: Byounghyo Lim, Sol Kim, Ingoo Han; Korean J Financ Stud. 2022;51(6):665-692. Published online December 31, 2022; DOI: https://doi.org/10.26845/KJFS.2022.12.51.6.665; Full text PubReader ePub PDF

ESG Fund Labels Matter: Portfolio Holdings, Flows, and Performance: Myounghwa Sim, Hee-Eun Kim; Korean J Financ Stud. 2022;51(4):447-470. Published online August 31, 2022; DOI: https://doi.org/10.26845/KJFS.2022.08.51.4.447
Cited By 2; Full text PubReader ePub PDF

A Study on the Style Investment of Equity Funds: Eunyoung Cho, Juil Ban; Korean J Financ Stud. 2021;50(2):201-245. Published online April 29, 2021; DOI: https://doi.org/10.26845/KJFS.2021.04.50.2.201
Cited By 1; Full text PubReader ePub PDF

Institutional Constraints on the Rate of Derivatives in Leveraged Exchange-Traded Fund: Dowan Kim; Korean J Financ Stud. 2020;49(2):217-248. Published online April 30, 2020; DOI: https://doi.org/10.26845/KJFS.2020.04.49.2.217
Cited By 1; Full text PubReader ePub PDF

Foreign Trades from Tax Havens on the KOSDAQ: Cheol-Won Yang; Korean J Financ Stud. 2020;49(1):73-105. Published online February 29, 2020; DOI: https://doi.org/10.26845/KJFS.2020.02.49.1.73; Full text PubReader ePub PDF

A Study on Combination of Smart Beta Strategies using Heuristic Regime Switching: Sam-Ho Sohn, Bohyun Yoon; Korean J Financ Stud. 2019;48(3):257-295. Published online June 30, 2019; DOI: https://doi.org/10.26845/KJFS.2019.06.48.3.257; PDF

Liquidity Provider and Pricing Error in KOSPI200 ETF: Dowan Kim; Korean J Financ Stud. 2018;47(4):579-605. Published online August 31, 2018; DOI: https://doi.org/10.26845/KJFS.2018.08.47.4.579
Cited By 1; PDF

Does Activeness Contribute to Fund Performance? : A Top-Down Management Perspective: Jung Cheol Shin, Jong Won Park; Korean J Financ Stud. 2018;47(3):435-470. Published online June 30, 2018; DOI: https://doi.org/10.26845/KJFS.2018.06.47.3.435; PDF

Business Structures of Financial Conglomerates in Korea : Implications for the Reforming of Business Portfolios: Jung Bum Wee; Korean J Financ Stud. 2018;47(2):235-265. Published online April 30, 2018; DOI: https://doi.org/10.26845/KJFS.2018.04.47.2.235
Cited By 1; PDF

The Effect of Portfolio Composition on the Pricing Efficiency of Exchange Traded Funds: Soojung Kim, Hyung-Suk Choi; Korean J Financ Stud. 2018;47(1):1-25. Published online February 28, 2018; DOI: https://doi.org/10.26845/KJFS.2018.02.47.1.1
Cited By 2; PDF

Performance Characteristics of KOSPI200 Index Funds: Juil Ban, Sungsin Kim, Sehoon Kwon; Korean J Financ Stud. 2016;45(5):1035-1074. Published online December 31, 2016; PDF

The Effect of Common Factors on Correlation Matrix of Stock Returns and Portfolio Diversification: Cheoljun Eom, Jong Won Park; Korean J Financ Stud. 2016;45(4):865-894. Published online September 30, 2016; PDF

The Performance Comparison between the Black-Litterman Mean-Variance and Copula-Opinion-Pooling Model: Jae Jin Park; Korean J Financ Stud. 2016;45(2):343-378. Published online April 30, 2016; PDF

Evaluating the Empirical Performance of Risk-based Portfolio Strategies in the Korean Stock Market: Soonchae Park, Young Ho Eom, Jaehoon Hahn; Korean J Financ Stud. 2016;45(2):247-284. Published online April 30, 2016; PDF

The Return Predictability of Foreign Investors` Trading from Tax Havens in the Korean KOSPI Market: Cheol Won Yang; Korean J Financ Stud. 2015;44(5):997-1030. Published online December 31, 2015; PDF

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