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Do hedge funds time market tail risk? Evidence from option-implied tail risk Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02 |
적극적으로 운용되는 펀드의 성과가 더 우수한가? : 한국 펀드시장 자료를 이용한 실증연구 = Do actively managed funds create superior performance? : evidence from the korean fund marketlink 권기환; KWon, Ki-Hwan; et al, 한국과학기술원, 2012 |
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