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Modern portfolio theory : foundations, analysis, and new developments + website

Francis, Jack Clark; Kim, Dongcheol - 2013

Persistent link: https://www.econbiz.de/10009719876

Macro liquidity risk, money growth, and the cross-section of stock returns : the case of Korea

Jung, Hosung; Kim, Dongcheol - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1438-1454

Persistent link: https://www.econbiz.de/10011563532

Innovations in the future money growth and the cross-section of stock returns in Korea

Jung, Hosung; Kim, Dongcheol - In: Asia-Pacific journal of financial studies 40 (2011) 5, pp. 683-709

Persistent link: https://www.econbiz.de/10009566677

Liquidity risk and exchange-traded fund returns, variances, and tracking errors

Bae, Kyounghun; Kim, Daejin - In: Journal of financial economics 138 (2020) 1, pp. 222-253

Persistent link: https://www.econbiz.de/10012631970

Shorting costs and profitability of long-short strategies

Kim, Dongcheol; Lee, Byeung-Joo - In: Accounting and finance 63 (2023) 1, pp. 277-316

Persistent link: https://www.econbiz.de/10014301506

Banks' portfolio similarity during the COVID-19 pandemic

Kim, Dongwoo - In: Global business and finance review 29 (2024) 5, pp. 14-18

Purpose: This study tries to identify the impact of the COVID-19 pandemic on the similarity of banks' loan portfolios. Design/methodology/approach: Using the entire firm-level bank loan data from 2009 to 2020 in the Korean market, this study analyzes the cosine similarity in terms of credit...

Persistent link: https://www.econbiz.de/10015066446