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An analysis of performance measures using copulae
Hwang, Soosung; Salmon, Mark - In: Performance measurement in finance, (pp. 160-197). 2002
Persistent link: https://www.econbiz.de/10001718595
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Using Bayesian variable selection methods to choose style factors in global stock return models
Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2325
Persistent link: https://www.econbiz.de/10001719718
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VaR versus tracking error : the strenghts and weaknesses of two performance measures
Hwang, Soosung; Satchell, Stephen - In: Added value in financial institutions : risk or return?, (pp. 13-28). 2001
Persistent link: https://www.econbiz.de/10001662561
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Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 12 (2002) 11, pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
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A measure of fundamental volatility in the commercial property market
Bond, Shaun A.; Hwang, Soosung - In: Real estate economics : journal of the American Real … 31 (2003) 4, pp. 577-600
Persistent link: https://www.econbiz.de/10001845799
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Market stress and herding
Hwang, Soosung; Salmon, Mark H. - 2004
Persistent link: https://www.econbiz.de/10002045646
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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
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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
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Forecasting nonlinear functions of returns using LINEX loss functions
Hwang, Soosung; Knight, John L.; Satchell, Stephen - In: Annals of economics and finance 2 (2001) 1, pp. 187-213
Persistent link: https://www.econbiz.de/10001732270