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An Improved Approach to Calculate the Yield and Duration of a Bond Portfolio

Choi, Youngsoo - 2009

This paper presents a new methodology to approximate the yield and duration of a bond portfolio. We demonstrate that the duration-weighted average yield consistently underestimates the exact yield on a bond portfolio having positive convexity. By considering the convexity, we present a new...

Persistent link: https://www.econbiz.de/10012767792

Dividend‐Rollover Effect and the Ad Hoc Black‐Scholes Model

Choi, Youngsoo; Jordan, Steven J.; Ok, Soonchan - In: Journal of Futures Markets 32 (2012) 8, pp. 742-772

Persistent link: https://www.econbiz.de/10011006038

Forging nature-based tourism policy issues: A case study in Pennsylvania

Shafer, Elwood L.; Choi, Youngsoo - In: Tourism management : research, policies, practice 27 (2006) 4, pp. 615-628

Persistent link: https://www.econbiz.de/10006808503

Analyzing Evacuation Versus Shelter‐in‐Place Strategies After a Terrorist Nuclear Detonation

Wein, Lawrence M.; Choi, Youngsoo; Denuit, Sylvie - In: Risk analysis : an international journal 30 (2010) 9, pp. 1315-1328

Persistent link: https://www.econbiz.de/10008637708

Dividend‐Rollover Effect and the Ad Hoc Black‐Scholes Model

Choi, Youngsoo; Jordan, Steven J.; Ok, Soonchan - In: The journal of futures markets 32 (2012) 8, pp. 742-773

Persistent link: https://www.econbiz.de/10009978687

Service recovery evaluations: GLBT versus hetero customers

Ro, Heejung; Choi, Youngsoo; Olson, Eric D. - In: International journal of hospitality management 33 (2013), pp. 366-375

Persistent link: https://www.econbiz.de/10010102387

Campus Foodservice Attributes and their Effects on Customer Satisfaction, Image, and Word-of-mouth

Kwun, David Joon-Wuk; Ellyn, Emily; Choi, Youngsoo - In: Journal of foodservice, business, research 16 (2013) 3, pp. 276-297

Persistent link: https://www.econbiz.de/10010156368

An analytical approximation to the option formula for the GARCH model

Choi, Youngsoo - In: International review of financial analysis 14 (2005) 2, pp. 149-164

Persistent link: https://www.econbiz.de/10007146308

Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market

Choi, Youngsoo; Ok, SoonChan - In: The journal of futures markets 32 (2012) 4, pp. 360-389

Persistent link: https://www.econbiz.de/10009831494

Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market

Choi, Youngsoo; Ok, SoonChan - In: Journal of Futures Markets 32 (2012) 4, pp. 360-388

Persistent link: https://www.econbiz.de/10010826647