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Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Finance research letters 9 (2012) 3, pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
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Multi-dimensional portfolio risk and its diversification : a note
Kim, Woohwan; Kim, Youngmin; Kim, Tae-hwan; Bang, Seungbeom - In: Global finance journal 35 (2018), pp. 147-156
Persistent link: https://www.econbiz.de/10012124807
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Forecast precision and portfolio performance
Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 265-304
Persistent link: https://www.econbiz.de/10003997367
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Relevance of maximum drawdown in the investment fund selection problem when utility is nonadditive
Kim, Tae-hwan - In: Journal of economic research 16 (2011) 3, pp. 257-289
Persistent link: https://www.econbiz.de/10009500311
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Two kinds of value premiums
Kim, Tae-hwan - In: International economic journal 26 (2012) 2, pp. 281-299
Persistent link: https://www.econbiz.de/10009658583
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Cross-asset style momentum
Kim, Tae-hwan - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 610-636
Persistent link: https://www.econbiz.de/10009665555
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Mean-variance efficiency of reserve portfolios
Kim, Tae-hwan; Ryou, Jai-won - In: Seoul journal of economics 24 (2011) 4, pp. 593-612
Persistent link: https://www.econbiz.de/10009407822
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Active portfolio management : the power of the Treynor-Black model
Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Progress in financial markets research, (pp. 311-332). 2012
Persistent link: https://www.econbiz.de/10009678540
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Is currency hedging necessary for emerging-market equity investment?
Kim, Tae-hwan - In: Economics letters 116 (2012) 1, pp. 67-71
Persistent link: https://www.econbiz.de/10009632772