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Kim, Kun Ho
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Efficient mimicking portfolios in asset pricing tests
Kim, Jinyong
;
Kim, Kun Ho
;
Lee, Jeong Hwan
- In:
The Korean economic review
37
(
2021
)
2
,
pp. 399-417
Persistent link: https://www.econbiz.de/10013426591
Saved in:
2
Cross-sectional tests of asset pricing models with full-rank mimicking portfolios
Kim, Jinyong
;
Kim, Kun Ho
;
Lee, Jeong Hwan
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012822275
Saved in:
3
Capital asset pricing model : a time-varying volatility approach
Kim, Kun Ho
;
Kim, Taejin
- In:
Journal of empirical finance
37
(
2016
),
pp. 268-281
Persistent link: https://www.econbiz.de/10011663058
Saved in:
4
Counter-cyclical risk aversion
Kim, Kun Ho
- In:
Journal of empirical finance
29
(
2014
),
pp. 384-401
Persistent link: https://www.econbiz.de/10011300452
Saved in:
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