Browse "MT-Conference Papers(학술회의논문)" by Author 1205

Showing results 1 to 48 of 48

1
An Application of Accelerated Failure Time Model for Firm Failure Prediction

Nam, Chae Woo; Kim, Tong Suk; Lee, Hoe Kyung, Third Asia Pacific Conference on Industrial Engineering and Management Systems, pp.527 - 531, 2000-12-20

2
An Empirical Study on the Stochastic Processes of KOSPI 200

김동석; 김인준; 장기천, 5개학회 춘계공동학술발표회, 2000-05-26

3
An Examination of the Investor's Risk Preference using Option Prices: Evidence from Korean Asset Market

Kim, Tong Suk; Kang, Byung Jin, 2004년 한국선물학회 추계 학술연구발표회, 한국선물학회, 2004-12-18

4
Asymmetry of stock market volatility in high frequency data

이지현; 김동석, 한국경영과학회 2004 추계학술대회, pp.582 - 585, 한국경영과학회, 2004

5
Contagion Effects of the US Subprime Crisis on International Stock Markets

Hwang, Inchang; In, Francis; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010

6
Contingent Claims Valuation of Optimal Calling Plan Contracts in Telephone Industry

Choi, Hyun Woo; Kim, In Joon; Kim, Tong Suk, 한국경영과학회 98 추계 학술대회, 한국경영과학회, 1998-10-10

7
Default Correlation Dynamics with Business Cycle and Credit Quality Changes

Kim, Mi Ae; Kim, Tong Suk, 2002년도 한국선물학회 정기학술대회, 한국선물학회, 2002-12-13

8
Dynamic Non-myopic Portfolio Behavior

Kim, Tong Suk; Omberg, Edward, Western Finance Association 1994 Conference, 1994-06-21

9
Future Labor Income Growth and the Cross-Section of Equity Returns

Min, Byung Kyu; Kim, Tong Suk; Kim, Dongcheol, European Finance Association Annual Meeting 2010, 2010

10
Horizon Effects on Dependence Structure between Hedge Funds and the Equity Market

Kim, Tong Suk; In, Francis; Kang, Byoung Uk; Kim, Gunky, The 2nd International Conference on Asia-Pacific Financial Markets, 2007

11
Horizon Effects on Dependence Structure between Hedge Funds and the Equity Market

Kim, Tong Suk; In, Francis; Kang, Byung Wook; Kim, Gunky, 5개 학회 공동학술연구발표회, Korean Association of Futures and Options, 2007-05-26

12
Inconsistency between Hedging Strategy and Performance Evaluation

Kim, Tong Suk; Kang, Byung Wook, The 2nd Conference of the Asia Pacific Associatin of Derivatives 2005, 2005-07-29

13
Innovation Related to Future Labor Income Growth and the Cross-Section of Equity Returns

Kim, Tong Suk; Min, Byoung-Kyu, The 3rd International Conference on Asia-Pacific Financial Markets, CAFM 2008, 2008

14
Macroeconomic Risk and the Cross-Section of Stock Returns

김동석; 강장구; 이창준; 민병규, 재무금융관련 5개 학회 공동학술연구발표회, 2009

15
Momentum and Downside Risk

Min, Byoung-Kyu; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010

16
Momentum Profits and Macroeconomic States : Is Winner Riskier than Loser?

김동석; 민병규, 재무금융관련 5개 학회 공동학술연구발표회, 2009

17
Multiscale Explanations of the Size and Value Premia

Kim, Tong Suk; Kang, Byoung Uk; In, Francis, International Conference on Asia-Pacific Financial Markets:CAFM 2009, 2009

18
Multiscale Explanations of the Size and Value Premia

Kim, Tong Suk; Kang, Byoung Uk; In, Francis, FMA Annual Meeting, 2009

19
Non-myopic Portfolio Choice with Non-logarithmic Preferences and a Stochastic Opportunity Set

Kim, Tong Suk; Omberg, Edward, Western Finance Association 1991, 1991-06-21

20
On the Stability of Implied Probability Density Functions: Empirical Evidence using Alternative Measures

Kim, Tong Suk; Kang, Byung Jin, The Inaugural Conference of the Asia Pacific Association of Derivatives, 2004-07-16

21
Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy

Kim, Tong Suk; Park, Jaewon, 2008 FMA Annual Meeting, 2008

22
Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy

Kim, Tong Suk; Park, Jaewon, Asian Finance Association - NFA 2008, 2008

23
Option-Implied Preferences with Model Uncertainty

강병진; 김동석; 이효섭, 재무금융관련 5개 학회 공동학술대회, 2010

24
Robust Portfolio Choice with External Habit Formation and Countercyclical Uncertainty Aversion

김동석; 이효섭, 2010 재무금융관련 5개 학회 공동학술대회, 2010

25
Robust Portfolio Choice with External Habit Formation and Equilibrium Asset Prices

Lee, Hyo Seob; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010

26
Sovereign Credit Default Swaps, Sovereign Debts and Volatility Transmission across Emergin Markets

In, Francis; Kang, Byung Wook; Kim, Tong Suk, The 3rd Conference of the Asia Pacific Association of Derivatives 2006, 2006-06-23

27
Stock Price Response to Corporate Layoff Announcements

Joh, G. H.; Kim, Tong Suk, Western Decision Science 23rd Conference, 1994-03-29

28
Systematic Risks in the Options Market : Evidence from S&P 500 Index Options

김동석; 송용하, 재무금융관련 5개 학회 공동학술연구발표회, 2009

29
Systematic Risks in the Options Market: Evidence from S&P 500 Index Options

Kim, Tong Suk; Park, Jae Won, FMA Annual Meeting, 2009

30
The Information Content of Index Changes: The Evidence from the Korean Stock Market

Yun, Joo Young; Kim, Tong Suk, Asian Finance Association International Conference 2010, 2010

31
The information of trading volume in the prediction of stock index returns: A nonparametric investigation

Yoon, Jong-Hun; Kim, Tong Suk; Lee, Hoe Kyung, INFORMS/KORMS 2000, pp.605 - 611, The Korean Operations Research and Management Science Society, 2000-06

32
Uncertainty Aversion and Business Condition

김동석; 이효섭, European Financial Management Association, 2008

33
Uncertainty Aversion and Business Condition

Kim, Tong Suk; Lee, Hyosup, 5개 학회 공동학술연구발표회, Korean Association of Futures and Options, 2007-05-25

34
Valuing Futures, Forward and Options on the Stock Index Volatility in a General Equilibrium

김병수; 김인준; 김동석, 한국금융학회 춘계 학술대회, 한국금융학회, 1998-06-25

35
Volatility Swaps: Realized or Implied Volatility?

김병수; 김인준; 김동석, 한국증권학회 98년 제2차 정기학술발표회, 한국파생상품학회, 1998-09-26

36
Why do U.S. firms increease R&D investment?: The Determinants of Investment in R&D

Kim, Tong Suk; Lee, Hyo Seob, 한국증권학회 정기학술발표회, 한국증권학회, 2010

37
경로적분법을 이용한 효율적인 옵션 가격결정에 관한 연구

김동석; 현정순; 황원준, 한국파생상품학회 학술발표회, 한국파생상품학회, 2006

38
국내기업 외화표시채권의 신용스프레드 변화의 결정요인에 대한 실증연구

김동석; 강장구; 임지영, 한국선물학회 2005 추계학술연구발표회, 한국선물학회, 2005-12-10

39
미국달러 선물을 이용한 차익거래에 관한 실증분석

김동석; 김인준; 윤주영, 2001년도 추계 재무관리학회 학술발표회, 재무관리학회, 2001-11-17

40
변동성 예측을 통한 차익거래에 관한 연구: KOSPI200 지수 옵션을 중심으로

김인준; 김동석; 이상진, 2000년도 추계 선물학회, 한국선물학회, 2000-12-02

41
새로이 상장된 금리선물의 거래부진 이유에 관한 연구

김동석; 강병욱, 한국증권학회 2005년 제4차 정기학술발표회, 2005-10-15

42
옵션에 대한 수치해법상의 초기값 불연속성 문제에 관한 연구

김동석; 변석준, 한국선물학회 추계학술대회 1997, pp.193 - 217, 한국경영과학회, 1997-11-21

43
옵션의 수치해법상의 초기값 불연속성 문제

김동석; 변석준, 한국선물학회 학술발표회, 한국선물학회, 1997

44
이자율 예측을 통한 국채거래의 실효성에 관한 분석

김동석; 이윤근; 현정순, 2004년도 한국선물학회 추계 학술연구발표회, 한국선물학회, 2004-11

45
전환가격 재조정이 포함된 전환사채의 가치평가에 관한 실증연구

김동석; 김인준; 이용, 2001년도 추계 재무관리학회, 재무관리학회, 2001-11-17

46
주가지수선물과 주가지수의 가격발견기능에 관한 실증연구: 공적분과 오차수정모형

김인준; 김동석; 김솔, 1999년 한국선물학회 추계학술대회, 한국선물학회, 1999-11-19

47
주가지수선물ㆍ옵션시장과 주가지수의 가격발견 기능에 관한 연구

김동석; 김인준; 김솔; 백인석, 한국증권학회 1999년도 제3차 정기학술발표회, 한국증권학회, 1999

48
주식연계증권의 발행가격에 관한 연구

김동석; 강장구; 박정민; 황근호, 한국선물학회 2005 추계학술연구발표회, 2005-12-10

rss_1.0 rss_2.0 atom_1.0