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Korean Journal of Financial Studies 2008;37(3):537-567.
Published online June 30, 2008.
Analyzing the Cumulative Returns on Investments of Domestic and Foreign Investors in Korean Stock Market
Seung Hyun Oh, Sang Buhm Hahn
내국인과 외국인의 주식투자 누적손익 요인 분석
오승현, 한상범
Key Words: 누적손익,시간가중수익률,위험조정,자산배분,정보우위성,Asset allocation,Cumulative returns,Information asymmetry,Risk-adjusting process1,Time weighted rate of return


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