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An integrated risk measure with application to UK asset allocation

Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997

Persistent link: https://www.econbiz.de/10000640903

Marketing period risk in a portfolio context : theory and empirical estimates from the UK commercial real estate market

Bond, Shaun A.; Hwang, Soosung; Lin, Zhenguo; Vandell, … - In: The journal of real estate finance and economics 34 (2007) 4, pp. 447-461

Persistent link: https://www.econbiz.de/10003491286

Cross-sectional stock returns in the UK market : the role of liquidity risk

Hwang, Soosung; Lu, Chensheng - In: Forecasting expected returns in the financial markets, (pp. 191-213). 2007

Persistent link: https://www.econbiz.de/10003557977

Exponential risk measure with application to UK asset allocation

Satchell, Stephen; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127-152

Persistent link: https://www.econbiz.de/10001563801

Long-term dynamic asset allocation under asymmetric risk preferences

Kontosakos, Vasileios E.; Hwang, Soosung; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 765-782

Persistent link: https://www.econbiz.de/10014456327

Uncertainty Times for Portfolio Selection at Financial Market

Oliveira, Andre Barbosa - 2018

The financial market presents non-linearities for the behavior of stock returns for periods of high and low market. This article studies portfolios whose variance-covariance matrices are estimates using a multivariate model with regime change. Investment strategies for portfolios are presented...

Persistent link: https://www.econbiz.de/10012924513