Chulwoo Han

Durham Business School

Lecturer

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

176

CITATIONS

1

Scholarly Papers (3)

1.

Improving the Naive Portfolio Strategy

29th Australasian Finance and Banking Conference 2016
Number of pages: 26 Posted: 23 Aug 2016 Last Revised: 11 Jan 2017
Chulwoo Han
Durham Business School
Downloads 138 (206,590)
Citation 1

Abstract:

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Naive Strategy; Portfolio Optimization; Turnover Minimization

2.

A Geometric GARCH Framework for Covariance Dynamics

Number of pages: 52 Posted: 24 Aug 2016
Chulwoo Han and Frank C. Park
Durham Business School and Seoul National University
Downloads 38 (427,106)

Abstract:

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Geometric GARCH; Multivariate GARCH; Covariance; Realized Covariance; Principal Geodesic Analysis

3.

Interest Rate Models on Lie Groups

Quantitative Finance, First published on: 11 May 2010
Posted: 23 Apr 2014
Seoul National University, Durham Business School, Durham University and University of Warwick - Warwick Business School

Abstract:

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