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The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; … - In: Quantitative finance 22 (2022) 10, pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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Are Gulf stock markets efficient? : evidence from new multiple variance ratio tests
Al Ajmi, Jasim; Kim, Jae H. - In: Applied economics 44 (2012) 13/15, pp. 1737-1747
Persistent link: https://www.econbiz.de/10009572955
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Short-horizon return predictability in international equity markets
Shamsuddin, Abul; Kim, Jae H. - 2009
Persistent link: https://www.econbiz.de/10009579720
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Short-horizon return predictability in international equity markets
Shamsuddin, Abul; Kim, Jae H. - In: The financial review : the official publication of the … 45 (2010) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10003974107
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A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
Hoque, Hafiz A. A. B.; Kim, Jae H.; Pyun, Chong-soo - In: International review of economics & finance : IREF 16 (2007) 4, pp. 488-502
Persistent link: https://www.econbiz.de/10003613179