Browse "School of Management Engineering(경영공학부)" by Author Kang, Jang-Koo

Showing results 3 to 8 of 8

3
Efficient value-at-risk estimation for mortgage-backed securities

Han, Chulwoo; Park, Frank C.; Kang, Jang-Koo, JOURNAL OF RISK, v.9, no.3, pp.37 - 61, 2007-03

4
Essays on investor behavior in financial markets and option pricing = 금융시장에서의 투자자 행태와 옵션가격결정에 관한 연구link

Shin, Jeong-Woo; 신정우; et al, 한국과학기술원, 2013

5
IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION

Ryu, Doojin; Kang, Jang-Koo; Suh, Sangwon, JOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147, 2015-02

6
Momentum and Foreign Investors: Evidence from the Korean Stock Market

Kang, Jang-Koo; Kwon, Kyung Yoon; Park, Hyoung-jin, EMERGING MARKETS FINANCE AND TRADE, v.50, pp.131 - 147, 2014-09

7
Shorting costs and the cross-section of stock returns = 차익거래제한과 주식수익률link

Sim Myoung-Hwa; 심명화; et al, 한국과학기술원, 2014

8
State-Dependent Illiquidity Premium in the Korean Stock Market

Jang, Jeewon; Kang, Jang-Koo; Lee, Changjun, EMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03

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