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3 research outputs found

Testing Portfolio Efficiency and the CAPM in the KOSDAQ Market

Author: null Koo Bon-Yul
null Pyung-Kee Kim
null 남윤명
Publication venue: Korean Association of Financial Engineering
Publication date: 01/12/2010
Field of study

The Efficiency Tests of Proxy Market Indexes in the KOSPI Stock Market

Author: Gibbons M. R.
Jobson J. D.
Kandel S.
Kandel S.
Mackinlay A. C.
Roll R.
Shanken J.
Shanken J.
구본열
구본열
구본열
구본열
김권중
남윤명
황선웅
황선웅
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

A Study on the Trade-off between Risk and Return: Evidence from High Frequency Data

Author: Andersen T G.
Andersen T. G.
Andersen T. G.
Bali T. G.
Campbell J.
French K.
Guo H.
Li Q.
Merton R. C.
Merton R. C.
Newey W. K.
강석규
남윤명
이일균
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

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