Optimal portfolio selection with transaction costs when an illiquid asset pays cash dividends

장봉규

대한수학회지

2007 .01

Dividend Yield, Stock Returns, and Dividend Growth: Asian Developed Stock Markets

WUMING ,  옥기율 ,  고광수

Journal of The Korean Data Analysis Society

2019 .01

HEDGING OPTION PORTFOLIOS WITH TRANSACTION COSTS AND BANDWIDTH

SEKI KIM

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2000 .12

MULTI-TYPE FINANCIAL ASSET MODELS FOR PORTFOLIO CONSTRUCTION

JAE-PILL OH

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2010 .12

Predictability of Stock Returns and Dividend Growth Rates in the Korean Stock Market

고광수

Journal of The Korean Data Analysis Society

2018 .01

OPTIMAL PORTFOLIO FOR MULTI-TYPE ASSET MODELS USING FILTERED VARIOUS INFORMATION

JAE-PILL OH

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2011 .12

PORTFOLIO CHOICE UNDER INFLATION RISK: MARTINGALE APPROACH

Lim ,  Byung Hwa

충청수학회지

2013 .01

PORTFOLIO SELECTION WITH INCOME RISK: A NEW APPROACH

Lim ,  Byung Hwa

충청수학회지

2016 .01

The Residual Approach of Variance Decomposition for Stock Returns: A Critique

위경우

Journal of The Korean Data Analysis Society

2013 .01

노인가계 포트폴리오 구성 및 영향변수에 대한 연구

배미경 ,  홍공숙

한국생활과학회지

2006 .12

배당수익률의 배당성장률 및 수익률 예측성 : 홍콩 주식시장을 중심으로

WUMING ,  옥기율 ,  고광수

Journal of The Korean Data Analysis Society

2018 .01

OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES

MI-HYUN KIM ,  JEONG-HOON KIM ,  JI-HUN YOON

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2015 .12

가계의 자산선택 인식에 관한 연구

김태완 ,  김상옥

Journal of The Korean Data Analysis Society

2020 .01

Comparison of Performance of Optimal Portfolio based on Various Risk Estimations

김태혁 ,  정상민 ,  권일준

Journal of The Korean Data Analysis Society

2008 .01

가계재무관리의 효율성을 높이기 위한 포트폴리오 구성 및 프로그램 개발 : 한미간 비교

이승신 ,  배미경

대한가정학회지

2003 .01

위험자산의 위험증가가 포트폴리오의 수익률과 위험에 미치는 영향

김태완 ,  정중영

Journal of The Korean Data Analysis Society

2004 .01

Financial models induced from auxiliary indices and twitter data

오재필

한국수학논문집

2014 .01

KOSDAQ기업의 배당결정요인 : 배당집중화 및 이익집중화를 중심으로

손판도 ,  김장호 ,  이준석

Journal of The Korean Data Analysis Society

2011 .01

ASSET MODEL INVESTED BY SHORT-SAMPLING INTERVALS

JOE KELLEY ,  JAE-PILL OH

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2005 .06

Related-party Transactions and Asymmetric Cost Behavior

조정은

Journal of The Korean Data Analysis Society

2019 .01