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Can ChatGPT improve investment decisions? : from a portfolio management perspective

Ko, Hyungjin; Lee, Jaewook - In: Finance research letters 64 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014531744

Non-fungible tokens : a hedge or a safe haven?

Ko, Hyungjin; Lee, Jaewook - In: Applied economics letters 31 (2024) 14, pp. 1278-1285

Persistent link: https://www.econbiz.de/10014558836

Sequence and longevity risks of South Korean retirees : insights and potential remedies

Ko, Hyungjin; Lee, Seungyun; Lee, Jaewook - In: Pacific-Basin finance journal 83 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014491149

Portfolio insurance strategy in the cryptocurrency market

Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Research in international business and finance 67 (2024) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014451486

A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management

Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Journal of international financial markets, … 91 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014494846

A privacy-preserving robo-advisory system with the Black-Litterman portfolio model : a new framework and insights into investor behavior

Ko, Hyungjin; Byun, Junyoung; Lee, Jaewook - In: Journal of international financial markets, … 89 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014490160

A privacy-preserving mean-variance optimal portfolio

Byun, Junyoung; Ko, Hyungjin; Lee, Jaewook - In: Finance research letters 54 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472760

Price co-movements in decentralized financial markets

Park, Seongwan; Lee, Seungju; Lee, Yunyoung; Ko, Hyungjin; … - In: Applied economics letters 30 (2023) 21, pp. 3075-3082

Persistent link: https://www.econbiz.de/10014441906

The economic value of NFT : evidence from a portfolio analysis using mean–variance framework

Ko, Hyungjin; Son, Bumho; Lee, Yunyoung; Jang, Huisu; … - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013455248

Portfolio Insurance Strategy in the Cryptocurrency Market

Ko, Hyungjin; Son, Bumho; Lee, Jaewook - 2023

In this study, we perform a comparative analysis of portfolio insurance strategies for the cryptocurrency market. We examine performance evaluation regarding the various downside risks under different economic conditions and explore the impact of investors’ utility based on expected utility...

Persistent link: https://www.econbiz.de/10014355313

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