1 Hwayang-dong
Kwangjin-gu
Seoul, 143-701
Korea
Konkuk University
SSRN RANKINGS
in Total Papers Downloads
Commodity futures, basis factor, predictability, inverse basis spread, decomposition, return dispersion
time-varying beta, cost of capital, CAPM, firm age, estimation risk, familiarity
Black-Litterman, Bayes rule, Portfolio Construction, Econometric techniques, simulations
Maximum drawdown, Liquidity preference, Rank dependent utility, Downside risk, Expected co-drawdown
Beta model, Characteristics model, Beta-characteristics correlation, Beta prices-characteristics prices correlation, Characteristics-matched benchmark
value premium, forward bias, value diversification, value timing
Size effect, currency excess return, market capitalization, forward premium, forward market
Wages, knowledge transfer, employment
Currency Excess Returns, Country Fundamentals, Factor Model, Fundamental Factors, Investment-style Factors
Foreign exchange risk premia, real interest rates, inflation risk, affine term structure model, inflation volatility
reserve portfolio, mean-variance efficiency, liquid portfolio, hedging portfolio
Public procurement auction, corruption, bribery, antigraft act, corporate entertainment expenses
Stagnant Fixed Investment, Financial Investment, Cash Flow, Tobin’s q, Global Financial Crisis
Inter-country variation in value premium, earnings-yield spread, return dispersion, earnings-growth spread
currency hedging, emerging market, carry profit
Style momentum, multiple asset classes, underreaction, excess comovement, performance chasing
Information Ratio, Fundamental Law of Active Management, Linear Regression
internal capital market, cross-ownership, efficiency, capital budget, operating budget
